Trading Metrics calculated at close of trading on 11-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,666.50 |
1,683.25 |
16.75 |
1.0% |
1,635.50 |
High |
1,686.50 |
1,691.00 |
4.50 |
0.3% |
1,691.00 |
Low |
1,661.75 |
1,674.00 |
12.25 |
0.7% |
1,633.75 |
Close |
1,685.00 |
1,685.50 |
0.50 |
0.0% |
1,685.50 |
Range |
24.75 |
17.00 |
-7.75 |
-31.3% |
57.25 |
ATR |
31.01 |
30.01 |
-1.00 |
-3.2% |
0.00 |
Volume |
317,742 |
186,098 |
-131,644 |
-41.4% |
1,007,399 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.50 |
1,727.00 |
1,694.75 |
|
R3 |
1,717.50 |
1,710.00 |
1,690.25 |
|
R2 |
1,700.50 |
1,700.50 |
1,688.50 |
|
R1 |
1,693.00 |
1,693.00 |
1,687.00 |
1,696.75 |
PP |
1,683.50 |
1,683.50 |
1,683.50 |
1,685.50 |
S1 |
1,676.00 |
1,676.00 |
1,684.00 |
1,679.75 |
S2 |
1,666.50 |
1,666.50 |
1,682.50 |
|
S3 |
1,649.50 |
1,659.00 |
1,680.75 |
|
S4 |
1,632.50 |
1,642.00 |
1,676.25 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,841.75 |
1,821.00 |
1,717.00 |
|
R3 |
1,784.50 |
1,763.75 |
1,701.25 |
|
R2 |
1,727.25 |
1,727.25 |
1,696.00 |
|
R1 |
1,706.50 |
1,706.50 |
1,690.75 |
1,717.00 |
PP |
1,670.00 |
1,670.00 |
1,670.00 |
1,675.25 |
S1 |
1,649.25 |
1,649.25 |
1,680.25 |
1,659.50 |
S2 |
1,612.75 |
1,612.75 |
1,675.00 |
|
S3 |
1,555.50 |
1,592.00 |
1,669.75 |
|
S4 |
1,498.25 |
1,534.75 |
1,654.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,691.00 |
1,600.50 |
90.50 |
5.4% |
27.25 |
1.6% |
94% |
True |
False |
243,524 |
10 |
1,691.00 |
1,584.50 |
106.50 |
6.3% |
30.50 |
1.8% |
95% |
True |
False |
281,421 |
20 |
1,691.00 |
1,561.25 |
129.75 |
7.7% |
31.50 |
1.9% |
96% |
True |
False |
283,441 |
40 |
1,691.00 |
1,504.75 |
186.25 |
11.1% |
30.00 |
1.8% |
97% |
True |
False |
284,340 |
60 |
1,691.00 |
1,392.50 |
298.50 |
17.7% |
30.00 |
1.8% |
98% |
True |
False |
282,416 |
80 |
1,691.00 |
1,341.50 |
349.50 |
20.7% |
31.00 |
1.8% |
98% |
True |
False |
226,523 |
100 |
1,691.00 |
1,314.75 |
376.25 |
22.3% |
31.75 |
1.9% |
99% |
True |
False |
181,236 |
120 |
1,691.00 |
1,203.75 |
487.25 |
28.9% |
32.50 |
1.9% |
99% |
True |
False |
151,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,763.25 |
2.618 |
1,735.50 |
1.618 |
1,718.50 |
1.000 |
1,708.00 |
0.618 |
1,701.50 |
HIGH |
1,691.00 |
0.618 |
1,684.50 |
0.500 |
1,682.50 |
0.382 |
1,680.50 |
LOW |
1,674.00 |
0.618 |
1,663.50 |
1.000 |
1,657.00 |
1.618 |
1,646.50 |
2.618 |
1,629.50 |
4.250 |
1,601.75 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,684.50 |
1,679.75 |
PP |
1,683.50 |
1,673.75 |
S1 |
1,682.50 |
1,668.00 |
|