Trading Metrics calculated at close of trading on 16-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,690.50 |
1,695.00 |
4.50 |
0.3% |
1,635.50 |
High |
1,703.50 |
1,725.00 |
21.50 |
1.3% |
1,691.00 |
Low |
1,681.50 |
1,694.75 |
13.25 |
0.8% |
1,633.75 |
Close |
1,696.75 |
1,719.50 |
22.75 |
1.3% |
1,685.50 |
Range |
22.00 |
30.25 |
8.25 |
37.5% |
57.25 |
ATR |
29.17 |
29.25 |
0.08 |
0.3% |
0.00 |
Volume |
75,360 |
90,857 |
15,497 |
20.6% |
1,007,399 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.75 |
1,792.00 |
1,736.25 |
|
R3 |
1,773.50 |
1,761.75 |
1,727.75 |
|
R2 |
1,743.25 |
1,743.25 |
1,725.00 |
|
R1 |
1,731.50 |
1,731.50 |
1,722.25 |
1,737.50 |
PP |
1,713.00 |
1,713.00 |
1,713.00 |
1,716.00 |
S1 |
1,701.25 |
1,701.25 |
1,716.75 |
1,707.00 |
S2 |
1,682.75 |
1,682.75 |
1,714.00 |
|
S3 |
1,652.50 |
1,671.00 |
1,711.25 |
|
S4 |
1,622.25 |
1,640.75 |
1,702.75 |
|
|
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 |
1,725.00 |
1,661.75 |
63.25 |
3.7% |
24.00 |
1.4% |
91% |
True |
False |
159,647 |
10 |
1,725.00 |
1,584.50 |
140.50 |
8.2% |
25.75 |
1.5% |
96% |
True |
False |
225,019 |
20 |
1,725.00 |
1,564.50 |
160.50 |
9.3% |
29.50 |
1.7% |
97% |
True |
False |
251,212 |
40 |
1,725.00 |
1,544.75 |
180.25 |
10.5% |
30.25 |
1.8% |
97% |
True |
False |
272,058 |
60 |
1,725.00 |
1,392.50 |
332.50 |
19.3% |
29.50 |
1.7% |
98% |
True |
False |
270,674 |
80 |
1,725.00 |
1,341.50 |
383.50 |
22.3% |
30.50 |
1.8% |
99% |
True |
False |
230,196 |
100 |
1,725.00 |
1,336.75 |
388.25 |
22.6% |
31.50 |
1.8% |
99% |
True |
False |
184,179 |
120 |
1,725.00 |
1,203.75 |
521.25 |
30.3% |
32.25 |
1.9% |
99% |
True |
False |
153,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,853.50 |
2.618 |
1,804.25 |
1.618 |
1,774.00 |
1.000 |
1,755.25 |
0.618 |
1,743.75 |
HIGH |
1,725.00 |
0.618 |
1,713.50 |
0.500 |
1,710.00 |
0.382 |
1,706.25 |
LOW |
1,694.75 |
0.618 |
1,676.00 |
1.000 |
1,664.50 |
1.618 |
1,645.75 |
2.618 |
1,615.50 |
4.250 |
1,566.25 |
|
|
Fisher Pivots for day following 16-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,716.25 |
1,711.75 |
PP |
1,713.00 |
1,704.00 |
S1 |
1,710.00 |
1,696.25 |
|