Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,041.25 |
1,040.50 |
-0.75 |
-0.1% |
1,013.50 |
High |
1,048.25 |
1,049.75 |
1.50 |
0.1% |
1,048.25 |
Low |
1,038.00 |
1,030.00 |
-8.00 |
-0.8% |
1,012.25 |
Close |
1,041.50 |
1,048.00 |
6.50 |
0.6% |
1,041.50 |
Range |
10.25 |
19.75 |
9.50 |
92.7% |
36.00 |
ATR |
17.26 |
17.44 |
0.18 |
1.0% |
0.00 |
Volume |
1,445,592 |
827,072 |
-618,520 |
-42.8% |
6,691,048 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,101.75 |
1,094.75 |
1,058.75 |
|
R3 |
1,082.00 |
1,075.00 |
1,053.50 |
|
R2 |
1,062.25 |
1,062.25 |
1,051.50 |
|
R1 |
1,055.25 |
1,055.25 |
1,049.75 |
1,058.75 |
PP |
1,042.50 |
1,042.50 |
1,042.50 |
1,044.50 |
S1 |
1,035.50 |
1,035.50 |
1,046.25 |
1,039.00 |
S2 |
1,022.75 |
1,022.75 |
1,044.50 |
|
S3 |
1,003.00 |
1,015.75 |
1,042.50 |
|
S4 |
983.25 |
996.00 |
1,037.25 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.00 |
1,127.75 |
1,061.25 |
|
R3 |
1,106.00 |
1,091.75 |
1,051.50 |
|
R2 |
1,070.00 |
1,070.00 |
1,048.00 |
|
R1 |
1,055.75 |
1,055.75 |
1,044.75 |
1,063.00 |
PP |
1,034.00 |
1,034.00 |
1,034.00 |
1,037.50 |
S1 |
1,019.75 |
1,019.75 |
1,038.25 |
1,027.00 |
S2 |
998.00 |
998.00 |
1,035.00 |
|
S3 |
962.00 |
983.75 |
1,031.50 |
|
S4 |
926.00 |
947.75 |
1,021.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,049.75 |
1,012.25 |
37.50 |
3.6% |
15.75 |
1.5% |
95% |
True |
False |
1,503,624 |
10 |
1,049.75 |
991.00 |
58.75 |
5.6% |
16.75 |
1.6% |
97% |
True |
False |
1,726,077 |
20 |
1,049.75 |
975.50 |
74.25 |
7.1% |
17.75 |
1.7% |
98% |
True |
False |
1,825,032 |
40 |
1,049.75 |
933.75 |
116.00 |
11.1% |
17.75 |
1.7% |
98% |
True |
False |
1,825,148 |
60 |
1,049.75 |
865.25 |
184.50 |
17.6% |
17.75 |
1.7% |
99% |
True |
False |
1,847,388 |
80 |
1,049.75 |
865.25 |
184.50 |
17.6% |
18.50 |
1.8% |
99% |
True |
False |
1,526,450 |
100 |
1,049.75 |
827.75 |
222.00 |
21.2% |
19.25 |
1.8% |
99% |
True |
False |
1,222,396 |
120 |
1,049.75 |
772.25 |
277.50 |
26.5% |
20.25 |
1.9% |
99% |
True |
False |
1,019,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,133.75 |
2.618 |
1,101.50 |
1.618 |
1,081.75 |
1.000 |
1,069.50 |
0.618 |
1,062.00 |
HIGH |
1,049.75 |
0.618 |
1,042.25 |
0.500 |
1,040.00 |
0.382 |
1,037.50 |
LOW |
1,030.00 |
0.618 |
1,017.75 |
1.000 |
1,010.25 |
1.618 |
998.00 |
2.618 |
978.25 |
4.250 |
946.00 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,045.25 |
1,045.00 |
PP |
1,042.50 |
1,041.75 |
S1 |
1,040.00 |
1,038.50 |
|