Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,653.75 |
1,666.50 |
12.75 |
0.8% |
1,641.25 |
High |
1,677.00 |
1,686.50 |
9.50 |
0.6% |
1,649.00 |
Low |
1,645.00 |
1,661.75 |
16.75 |
1.0% |
1,584.50 |
Close |
1,666.00 |
1,685.00 |
19.00 |
1.1% |
1,635.75 |
Range |
32.00 |
24.75 |
-7.25 |
-22.7% |
64.50 |
ATR |
31.49 |
31.01 |
-0.48 |
-1.5% |
0.00 |
Volume |
223,373 |
317,742 |
94,369 |
42.2% |
1,491,572 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,752.00 |
1,743.25 |
1,698.50 |
|
R3 |
1,727.25 |
1,718.50 |
1,691.75 |
|
R2 |
1,702.50 |
1,702.50 |
1,689.50 |
|
R1 |
1,693.75 |
1,693.75 |
1,687.25 |
1,698.00 |
PP |
1,677.75 |
1,677.75 |
1,677.75 |
1,680.00 |
S1 |
1,669.00 |
1,669.00 |
1,682.75 |
1,673.50 |
S2 |
1,653.00 |
1,653.00 |
1,680.50 |
|
S3 |
1,628.25 |
1,644.25 |
1,678.25 |
|
S4 |
1,603.50 |
1,619.50 |
1,671.50 |
|
|
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 |
1,686.50 |
1,584.50 |
102.00 |
6.1% |
28.75 |
1.7% |
99% |
True |
False |
262,194 |
10 |
1,686.50 |
1,584.50 |
102.00 |
6.1% |
32.00 |
1.9% |
99% |
True |
False |
289,045 |
20 |
1,686.50 |
1,561.25 |
125.25 |
7.4% |
32.00 |
1.9% |
99% |
True |
False |
291,571 |
40 |
1,686.50 |
1,489.00 |
197.50 |
11.7% |
30.50 |
1.8% |
99% |
True |
False |
288,569 |
60 |
1,686.50 |
1,392.50 |
294.00 |
17.4% |
30.25 |
1.8% |
99% |
True |
False |
284,593 |
80 |
1,686.50 |
1,341.50 |
345.00 |
20.5% |
31.00 |
1.8% |
100% |
True |
False |
224,199 |
100 |
1,686.50 |
1,299.75 |
386.75 |
23.0% |
32.00 |
1.9% |
100% |
True |
False |
179,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,791.75 |
2.618 |
1,751.25 |
1.618 |
1,726.50 |
1.000 |
1,711.25 |
0.618 |
1,701.75 |
HIGH |
1,686.50 |
0.618 |
1,677.00 |
0.500 |
1,674.00 |
0.382 |
1,671.25 |
LOW |
1,661.75 |
0.618 |
1,646.50 |
1.000 |
1,637.00 |
1.618 |
1,621.75 |
2.618 |
1,597.00 |
4.250 |
1,556.50 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,681.50 |
1,676.75 |
PP |
1,677.75 |
1,668.50 |
S1 |
1,674.00 |
1,660.00 |
|