Trading Metrics calculated at close of trading on 15-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,685.00 |
1,690.50 |
5.50 |
0.3% |
1,635.50 |
High |
1,693.50 |
1,703.50 |
10.00 |
0.6% |
1,691.00 |
Low |
1,667.50 |
1,681.50 |
14.00 |
0.8% |
1,633.75 |
Close |
1,689.75 |
1,696.75 |
7.00 |
0.4% |
1,685.50 |
Range |
26.00 |
22.00 |
-4.00 |
-15.4% |
57.25 |
ATR |
29.72 |
29.17 |
-0.55 |
-1.9% |
0.00 |
Volume |
128,181 |
75,360 |
-52,821 |
-41.2% |
1,007,399 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,760.00 |
1,750.25 |
1,708.75 |
|
R3 |
1,738.00 |
1,728.25 |
1,702.75 |
|
R2 |
1,716.00 |
1,716.00 |
1,700.75 |
|
R1 |
1,706.25 |
1,706.25 |
1,698.75 |
1,711.00 |
PP |
1,694.00 |
1,694.00 |
1,694.00 |
1,696.25 |
S1 |
1,684.25 |
1,684.25 |
1,694.75 |
1,689.00 |
S2 |
1,672.00 |
1,672.00 |
1,692.75 |
|
S3 |
1,650.00 |
1,662.25 |
1,690.75 |
|
S4 |
1,628.00 |
1,640.25 |
1,684.75 |
|
|
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 |
1,703.50 |
1,645.00 |
58.50 |
3.4% |
24.25 |
1.4% |
88% |
True |
False |
186,150 |
10 |
1,703.50 |
1,584.50 |
119.00 |
7.0% |
28.50 |
1.7% |
94% |
True |
False |
239,846 |
20 |
1,703.50 |
1,563.75 |
139.75 |
8.2% |
29.25 |
1.7% |
95% |
True |
False |
264,992 |
40 |
1,703.50 |
1,528.25 |
175.25 |
10.3% |
30.25 |
1.8% |
96% |
True |
False |
276,280 |
60 |
1,703.50 |
1,392.50 |
311.00 |
18.3% |
30.00 |
1.8% |
98% |
True |
False |
273,843 |
80 |
1,703.50 |
1,341.50 |
362.00 |
21.3% |
30.50 |
1.8% |
98% |
True |
False |
229,064 |
100 |
1,703.50 |
1,335.75 |
367.75 |
21.7% |
31.50 |
1.9% |
98% |
True |
False |
183,271 |
120 |
1,703.50 |
1,203.75 |
499.75 |
29.5% |
32.25 |
1.9% |
99% |
True |
False |
152,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,797.00 |
2.618 |
1,761.00 |
1.618 |
1,739.00 |
1.000 |
1,725.50 |
0.618 |
1,717.00 |
HIGH |
1,703.50 |
0.618 |
1,695.00 |
0.500 |
1,692.50 |
0.382 |
1,690.00 |
LOW |
1,681.50 |
0.618 |
1,668.00 |
1.000 |
1,659.50 |
1.618 |
1,646.00 |
2.618 |
1,624.00 |
4.250 |
1,588.00 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,695.25 |
1,693.00 |
PP |
1,694.00 |
1,689.25 |
S1 |
1,692.50 |
1,685.50 |
|