Trading Metrics calculated at close of trading on 17-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,695.00 |
1,718.75 |
23.75 |
1.4% |
1,635.50 |
High |
1,725.00 |
1,746.00 |
21.00 |
1.2% |
1,691.00 |
Low |
1,694.75 |
1,714.00 |
19.25 |
1.1% |
1,633.75 |
Close |
1,719.50 |
1,722.00 |
2.50 |
0.1% |
1,685.50 |
Range |
30.25 |
32.00 |
1.75 |
5.8% |
57.25 |
ATR |
29.25 |
29.44 |
0.20 |
0.7% |
0.00 |
Volume |
90,857 |
44,508 |
-46,349 |
-51.0% |
1,007,399 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.25 |
1,804.75 |
1,739.50 |
|
R3 |
1,791.25 |
1,772.75 |
1,730.75 |
|
R2 |
1,759.25 |
1,759.25 |
1,727.75 |
|
R1 |
1,740.75 |
1,740.75 |
1,725.00 |
1,750.00 |
PP |
1,727.25 |
1,727.25 |
1,727.25 |
1,732.00 |
S1 |
1,708.75 |
1,708.75 |
1,719.00 |
1,718.00 |
S2 |
1,695.25 |
1,695.25 |
1,716.25 |
|
S3 |
1,663.25 |
1,676.75 |
1,713.25 |
|
S4 |
1,631.25 |
1,644.75 |
1,704.50 |
|
|
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 |
1,746.00 |
1,667.50 |
78.50 |
4.6% |
25.50 |
1.5% |
69% |
True |
False |
105,000 |
10 |
1,746.00 |
1,584.50 |
161.50 |
9.4% |
27.00 |
1.6% |
85% |
True |
False |
183,597 |
20 |
1,746.00 |
1,584.50 |
161.50 |
9.4% |
29.50 |
1.7% |
85% |
True |
False |
239,859 |
40 |
1,746.00 |
1,555.00 |
191.00 |
11.1% |
30.50 |
1.8% |
87% |
True |
False |
265,845 |
60 |
1,746.00 |
1,392.50 |
353.50 |
20.5% |
29.75 |
1.7% |
93% |
True |
False |
266,215 |
80 |
1,746.00 |
1,388.00 |
358.00 |
20.8% |
30.00 |
1.7% |
93% |
True |
False |
230,751 |
100 |
1,746.00 |
1,336.75 |
409.25 |
23.8% |
31.50 |
1.8% |
94% |
True |
False |
184,624 |
120 |
1,746.00 |
1,203.75 |
542.25 |
31.5% |
32.25 |
1.9% |
96% |
True |
False |
153,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,882.00 |
2.618 |
1,829.75 |
1.618 |
1,797.75 |
1.000 |
1,778.00 |
0.618 |
1,765.75 |
HIGH |
1,746.00 |
0.618 |
1,733.75 |
0.500 |
1,730.00 |
0.382 |
1,726.25 |
LOW |
1,714.00 |
0.618 |
1,694.25 |
1.000 |
1,682.00 |
1.618 |
1,662.25 |
2.618 |
1,630.25 |
4.250 |
1,578.00 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,730.00 |
1,719.25 |
PP |
1,727.25 |
1,716.50 |
S1 |
1,724.75 |
1,713.75 |
|