Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,635.50 |
1,653.75 |
18.25 |
1.1% |
1,641.25 |
High |
1,656.75 |
1,677.00 |
20.25 |
1.2% |
1,649.00 |
Low |
1,633.75 |
1,645.00 |
11.25 |
0.7% |
1,584.50 |
Close |
1,655.25 |
1,666.00 |
10.75 |
0.6% |
1,635.75 |
Range |
23.00 |
32.00 |
9.00 |
39.1% |
64.50 |
ATR |
31.45 |
31.49 |
0.04 |
0.1% |
0.00 |
Volume |
280,186 |
223,373 |
-56,813 |
-20.3% |
1,491,572 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,758.75 |
1,744.25 |
1,683.50 |
|
R3 |
1,726.75 |
1,712.25 |
1,674.75 |
|
R2 |
1,694.75 |
1,694.75 |
1,671.75 |
|
R1 |
1,680.25 |
1,680.25 |
1,669.00 |
1,687.50 |
PP |
1,662.75 |
1,662.75 |
1,662.75 |
1,666.25 |
S1 |
1,648.25 |
1,648.25 |
1,663.00 |
1,655.50 |
S2 |
1,630.75 |
1,630.75 |
1,660.25 |
|
S3 |
1,598.75 |
1,616.25 |
1,657.25 |
|
S4 |
1,566.75 |
1,584.25 |
1,648.50 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.50 |
1,790.75 |
1,671.25 |
|
R3 |
1,752.00 |
1,726.25 |
1,653.50 |
|
R2 |
1,687.50 |
1,687.50 |
1,647.50 |
|
R1 |
1,661.75 |
1,661.75 |
1,641.75 |
1,642.50 |
PP |
1,623.00 |
1,623.00 |
1,623.00 |
1,613.50 |
S1 |
1,597.25 |
1,597.25 |
1,629.75 |
1,578.00 |
S2 |
1,558.50 |
1,558.50 |
1,624.00 |
|
S3 |
1,494.00 |
1,532.75 |
1,618.00 |
|
S4 |
1,429.50 |
1,468.25 |
1,600.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,677.00 |
1,584.50 |
92.50 |
5.6% |
27.25 |
1.6% |
88% |
True |
False |
290,391 |
10 |
1,677.00 |
1,584.50 |
92.50 |
5.6% |
31.75 |
1.9% |
88% |
True |
False |
286,346 |
20 |
1,677.00 |
1,561.25 |
115.75 |
6.9% |
33.00 |
2.0% |
90% |
True |
False |
289,062 |
40 |
1,677.00 |
1,462.25 |
214.75 |
12.9% |
30.75 |
1.8% |
95% |
True |
False |
287,063 |
60 |
1,677.00 |
1,392.50 |
284.50 |
17.1% |
30.25 |
1.8% |
96% |
True |
False |
284,655 |
80 |
1,677.00 |
1,341.50 |
335.50 |
20.1% |
31.25 |
1.9% |
97% |
True |
False |
220,229 |
100 |
1,677.00 |
1,299.75 |
377.25 |
22.6% |
32.00 |
1.9% |
97% |
True |
False |
176,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,813.00 |
2.618 |
1,760.75 |
1.618 |
1,728.75 |
1.000 |
1,709.00 |
0.618 |
1,696.75 |
HIGH |
1,677.00 |
0.618 |
1,664.75 |
0.500 |
1,661.00 |
0.382 |
1,657.25 |
LOW |
1,645.00 |
0.618 |
1,625.25 |
1.000 |
1,613.00 |
1.618 |
1,593.25 |
2.618 |
1,561.25 |
4.250 |
1,509.00 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,664.25 |
1,657.00 |
PP |
1,662.75 |
1,647.75 |
S1 |
1,661.00 |
1,638.75 |
|