Trading Metrics calculated at close of trading on 17-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,050.25 |
1,067.75 |
17.50 |
1.7% |
1,013.50 |
High |
1,068.75 |
1,076.50 |
7.75 |
0.7% |
1,048.25 |
Low |
1,048.75 |
1,061.00 |
12.25 |
1.2% |
1,012.25 |
Close |
1,068.00 |
1,067.50 |
-0.50 |
0.0% |
1,041.50 |
Range |
20.00 |
15.50 |
-4.50 |
-22.5% |
36.00 |
ATR |
17.38 |
17.25 |
-0.13 |
-0.8% |
0.00 |
Volume |
610,394 |
431,773 |
-178,621 |
-29.3% |
6,691,048 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,114.75 |
1,106.75 |
1,076.00 |
|
R3 |
1,099.25 |
1,091.25 |
1,071.75 |
|
R2 |
1,083.75 |
1,083.75 |
1,070.25 |
|
R1 |
1,075.75 |
1,075.75 |
1,069.00 |
1,072.00 |
PP |
1,068.25 |
1,068.25 |
1,068.25 |
1,066.50 |
S1 |
1,060.25 |
1,060.25 |
1,066.00 |
1,056.50 |
S2 |
1,052.75 |
1,052.75 |
1,064.75 |
|
S3 |
1,037.25 |
1,044.75 |
1,063.25 |
|
S4 |
1,021.75 |
1,029.25 |
1,059.00 |
|
|
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 |
1,076.50 |
1,030.00 |
46.50 |
4.4% |
15.75 |
1.5% |
81% |
True |
False |
791,004 |
10 |
1,076.50 |
991.25 |
85.25 |
8.0% |
15.75 |
1.5% |
89% |
True |
False |
1,251,906 |
20 |
1,076.50 |
991.00 |
85.50 |
8.0% |
17.00 |
1.6% |
89% |
True |
False |
1,619,584 |
40 |
1,076.50 |
948.75 |
127.75 |
12.0% |
17.75 |
1.7% |
93% |
True |
False |
1,742,378 |
60 |
1,076.50 |
865.25 |
211.25 |
19.8% |
17.75 |
1.7% |
96% |
True |
False |
1,782,828 |
80 |
1,076.50 |
865.25 |
211.25 |
19.8% |
18.25 |
1.7% |
96% |
True |
False |
1,547,158 |
100 |
1,076.50 |
835.25 |
241.25 |
22.6% |
19.00 |
1.8% |
96% |
True |
False |
1,239,036 |
120 |
1,076.50 |
772.25 |
304.25 |
28.5% |
20.00 |
1.9% |
97% |
True |
False |
1,033,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,142.50 |
2.618 |
1,117.00 |
1.618 |
1,101.50 |
1.000 |
1,092.00 |
0.618 |
1,086.00 |
HIGH |
1,076.50 |
0.618 |
1,070.50 |
0.500 |
1,068.75 |
0.382 |
1,067.00 |
LOW |
1,061.00 |
0.618 |
1,051.50 |
1.000 |
1,045.50 |
1.618 |
1,036.00 |
2.618 |
1,020.50 |
4.250 |
995.00 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,068.75 |
1,065.00 |
PP |
1,068.25 |
1,062.25 |
S1 |
1,068.00 |
1,059.50 |
|