Trading Metrics calculated at close of trading on 16-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,047.50 |
1,050.25 |
2.75 |
0.3% |
1,013.50 |
High |
1,056.50 |
1,068.75 |
12.25 |
1.2% |
1,048.25 |
Low |
1,042.75 |
1,048.75 |
6.00 |
0.6% |
1,012.25 |
Close |
1,050.25 |
1,068.00 |
17.75 |
1.7% |
1,041.50 |
Range |
13.75 |
20.00 |
6.25 |
45.5% |
36.00 |
ATR |
17.18 |
17.38 |
0.20 |
1.2% |
0.00 |
Volume |
640,193 |
610,394 |
-29,799 |
-4.7% |
6,691,048 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,121.75 |
1,115.00 |
1,079.00 |
|
R3 |
1,101.75 |
1,095.00 |
1,073.50 |
|
R2 |
1,081.75 |
1,081.75 |
1,071.75 |
|
R1 |
1,075.00 |
1,075.00 |
1,069.75 |
1,078.50 |
PP |
1,061.75 |
1,061.75 |
1,061.75 |
1,063.50 |
S1 |
1,055.00 |
1,055.00 |
1,066.25 |
1,058.50 |
S2 |
1,041.75 |
1,041.75 |
1,064.25 |
|
S3 |
1,021.75 |
1,035.00 |
1,062.50 |
|
S4 |
1,001.75 |
1,015.00 |
1,057.00 |
|
|
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 |
1,068.75 |
1,027.50 |
41.25 |
3.9% |
16.00 |
1.5% |
98% |
True |
False |
1,122,995 |
10 |
1,068.75 |
991.00 |
77.75 |
7.3% |
15.25 |
1.4% |
99% |
True |
False |
1,529,398 |
20 |
1,068.75 |
976.75 |
92.00 |
8.6% |
17.50 |
1.6% |
99% |
True |
False |
1,685,665 |
40 |
1,068.75 |
943.50 |
125.25 |
11.7% |
17.75 |
1.7% |
99% |
True |
False |
1,778,897 |
60 |
1,068.75 |
865.25 |
203.50 |
19.1% |
17.75 |
1.7% |
100% |
True |
False |
1,809,695 |
80 |
1,068.75 |
865.25 |
203.50 |
19.1% |
18.50 |
1.7% |
100% |
True |
False |
1,541,866 |
100 |
1,068.75 |
835.25 |
233.50 |
21.9% |
19.25 |
1.8% |
100% |
True |
False |
1,234,750 |
120 |
1,068.75 |
772.25 |
296.50 |
27.8% |
20.00 |
1.9% |
100% |
True |
False |
1,029,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,153.75 |
2.618 |
1,121.00 |
1.618 |
1,101.00 |
1.000 |
1,088.75 |
0.618 |
1,081.00 |
HIGH |
1,068.75 |
0.618 |
1,061.00 |
0.500 |
1,058.75 |
0.382 |
1,056.50 |
LOW |
1,048.75 |
0.618 |
1,036.50 |
1.000 |
1,028.75 |
1.618 |
1,016.50 |
2.618 |
996.50 |
4.250 |
963.75 |
|
|
Fisher Pivots for day following 16-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,065.00 |
1,061.75 |
PP |
1,061.75 |
1,055.50 |
S1 |
1,058.75 |
1,049.50 |
|