Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,683.25 |
1,685.00 |
1.75 |
0.1% |
1,635.50 |
High |
1,691.00 |
1,693.50 |
2.50 |
0.1% |
1,691.00 |
Low |
1,674.00 |
1,667.50 |
-6.50 |
-0.4% |
1,633.75 |
Close |
1,685.50 |
1,689.75 |
4.25 |
0.3% |
1,685.50 |
Range |
17.00 |
26.00 |
9.00 |
52.9% |
57.25 |
ATR |
30.01 |
29.72 |
-0.29 |
-1.0% |
0.00 |
Volume |
186,098 |
128,181 |
-57,917 |
-31.1% |
1,007,399 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,761.50 |
1,751.75 |
1,704.00 |
|
R3 |
1,735.50 |
1,725.75 |
1,697.00 |
|
R2 |
1,709.50 |
1,709.50 |
1,694.50 |
|
R1 |
1,699.75 |
1,699.75 |
1,692.25 |
1,704.50 |
PP |
1,683.50 |
1,683.50 |
1,683.50 |
1,686.00 |
S1 |
1,673.75 |
1,673.75 |
1,687.25 |
1,678.50 |
S2 |
1,657.50 |
1,657.50 |
1,685.00 |
|
S3 |
1,631.50 |
1,647.75 |
1,682.50 |
|
S4 |
1,605.50 |
1,621.75 |
1,675.50 |
|
|
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 |
1,693.50 |
1,633.75 |
59.75 |
3.5% |
24.50 |
1.5% |
94% |
True |
False |
227,116 |
10 |
1,693.50 |
1,584.50 |
109.00 |
6.5% |
29.25 |
1.7% |
97% |
True |
False |
262,715 |
20 |
1,693.50 |
1,561.25 |
132.25 |
7.8% |
30.75 |
1.8% |
97% |
True |
False |
276,249 |
40 |
1,693.50 |
1,523.50 |
170.00 |
10.1% |
30.00 |
1.8% |
98% |
True |
False |
280,140 |
60 |
1,693.50 |
1,392.50 |
301.00 |
17.8% |
30.00 |
1.8% |
99% |
True |
False |
277,863 |
80 |
1,693.50 |
1,341.50 |
352.00 |
20.8% |
30.75 |
1.8% |
99% |
True |
False |
228,124 |
100 |
1,693.50 |
1,319.00 |
374.50 |
22.2% |
31.75 |
1.9% |
99% |
True |
False |
182,518 |
120 |
1,693.50 |
1,203.75 |
489.75 |
29.0% |
32.75 |
1.9% |
99% |
True |
False |
152,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,804.00 |
2.618 |
1,761.50 |
1.618 |
1,735.50 |
1.000 |
1,719.50 |
0.618 |
1,709.50 |
HIGH |
1,693.50 |
0.618 |
1,683.50 |
0.500 |
1,680.50 |
0.382 |
1,677.50 |
LOW |
1,667.50 |
0.618 |
1,651.50 |
1.000 |
1,641.50 |
1.618 |
1,625.50 |
2.618 |
1,599.50 |
4.250 |
1,557.00 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,686.75 |
1,685.75 |
PP |
1,683.50 |
1,681.75 |
S1 |
1,680.50 |
1,677.50 |
|