Trading Metrics calculated at close of trading on 15-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,040.50 |
1,047.50 |
7.00 |
0.7% |
1,013.50 |
High |
1,049.75 |
1,056.50 |
6.75 |
0.6% |
1,048.25 |
Low |
1,030.00 |
1,042.75 |
12.75 |
1.2% |
1,012.25 |
Close |
1,048.00 |
1,050.25 |
2.25 |
0.2% |
1,041.50 |
Range |
19.75 |
13.75 |
-6.00 |
-30.4% |
36.00 |
ATR |
17.44 |
17.18 |
-0.26 |
-1.5% |
0.00 |
Volume |
827,072 |
640,193 |
-186,879 |
-22.6% |
6,691,048 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,091.00 |
1,084.50 |
1,057.75 |
|
R3 |
1,077.25 |
1,070.75 |
1,054.00 |
|
R2 |
1,063.50 |
1,063.50 |
1,052.75 |
|
R1 |
1,057.00 |
1,057.00 |
1,051.50 |
1,060.25 |
PP |
1,049.75 |
1,049.75 |
1,049.75 |
1,051.50 |
S1 |
1,043.25 |
1,043.25 |
1,049.00 |
1,046.50 |
S2 |
1,036.00 |
1,036.00 |
1,047.75 |
|
S3 |
1,022.25 |
1,029.50 |
1,046.50 |
|
S4 |
1,008.50 |
1,015.75 |
1,042.75 |
|
|
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 |
1,056.50 |
1,018.75 |
37.75 |
3.6% |
15.50 |
1.5% |
83% |
True |
False |
1,306,468 |
10 |
1,056.50 |
991.00 |
65.50 |
6.2% |
16.50 |
1.6% |
90% |
True |
False |
1,633,076 |
20 |
1,056.50 |
976.25 |
80.25 |
7.6% |
17.00 |
1.6% |
92% |
True |
False |
1,765,218 |
40 |
1,056.50 |
939.50 |
117.00 |
11.1% |
17.75 |
1.7% |
95% |
True |
False |
1,803,005 |
60 |
1,056.50 |
865.25 |
191.25 |
18.2% |
18.00 |
1.7% |
97% |
True |
False |
1,826,587 |
80 |
1,056.50 |
865.25 |
191.25 |
18.2% |
18.50 |
1.8% |
97% |
True |
False |
1,534,353 |
100 |
1,056.50 |
835.25 |
221.25 |
21.1% |
19.25 |
1.8% |
97% |
True |
False |
1,228,697 |
120 |
1,056.50 |
772.25 |
284.25 |
27.1% |
20.25 |
1.9% |
98% |
True |
False |
1,024,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,115.00 |
2.618 |
1,092.50 |
1.618 |
1,078.75 |
1.000 |
1,070.25 |
0.618 |
1,065.00 |
HIGH |
1,056.50 |
0.618 |
1,051.25 |
0.500 |
1,049.50 |
0.382 |
1,048.00 |
LOW |
1,042.75 |
0.618 |
1,034.25 |
1.000 |
1,029.00 |
1.618 |
1,020.50 |
2.618 |
1,006.75 |
4.250 |
984.25 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,050.00 |
1,048.00 |
PP |
1,049.75 |
1,045.50 |
S1 |
1,049.50 |
1,043.25 |
|