Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4,950.0 |
4,926.0 |
-24.0 |
-0.5% |
4,909.0 |
High |
4,968.5 |
5,016.5 |
48.0 |
1.0% |
4,916.0 |
Low |
4,922.5 |
4,926.0 |
3.5 |
0.1% |
4,772.5 |
Close |
4,950.5 |
5,000.0 |
49.5 |
1.0% |
4,846.5 |
Range |
46.0 |
90.5 |
44.5 |
96.7% |
143.5 |
ATR |
84.1 |
84.6 |
0.5 |
0.5% |
0.0 |
Volume |
59,781 |
106,728 |
46,947 |
78.5% |
471,100 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,252.5 |
5,216.5 |
5,050.0 |
|
R3 |
5,162.0 |
5,126.0 |
5,025.0 |
|
R2 |
5,071.5 |
5,071.5 |
5,016.5 |
|
R1 |
5,035.5 |
5,035.5 |
5,008.5 |
5,053.5 |
PP |
4,981.0 |
4,981.0 |
4,981.0 |
4,990.0 |
S1 |
4,945.0 |
4,945.0 |
4,991.5 |
4,963.0 |
S2 |
4,890.5 |
4,890.5 |
4,983.5 |
|
S3 |
4,800.0 |
4,854.5 |
4,975.0 |
|
S4 |
4,709.5 |
4,764.0 |
4,950.0 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,275.5 |
5,204.5 |
4,925.5 |
|
R3 |
5,132.0 |
5,061.0 |
4,886.0 |
|
R2 |
4,988.5 |
4,988.5 |
4,873.0 |
|
R1 |
4,917.5 |
4,917.5 |
4,859.5 |
4,881.0 |
PP |
4,845.0 |
4,845.0 |
4,845.0 |
4,827.0 |
S1 |
4,774.0 |
4,774.0 |
4,833.5 |
4,738.0 |
S2 |
4,701.5 |
4,701.5 |
4,820.0 |
|
S3 |
4,558.0 |
4,630.5 |
4,807.0 |
|
S4 |
4,414.5 |
4,487.0 |
4,767.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,016.5 |
4,772.5 |
244.0 |
4.9% |
63.0 |
1.3% |
93% |
True |
False |
105,858 |
10 |
5,016.5 |
4,772.5 |
244.0 |
4.9% |
68.5 |
1.4% |
93% |
True |
False |
105,138 |
20 |
5,016.5 |
4,594.0 |
422.5 |
8.5% |
77.0 |
1.5% |
96% |
True |
False |
106,266 |
40 |
5,016.5 |
4,162.0 |
854.5 |
17.1% |
78.0 |
1.6% |
98% |
True |
False |
102,911 |
60 |
5,016.5 |
4,060.5 |
956.0 |
19.1% |
80.5 |
1.6% |
98% |
True |
False |
105,434 |
80 |
5,016.5 |
4,060.5 |
956.0 |
19.1% |
80.0 |
1.6% |
98% |
True |
False |
79,865 |
100 |
5,016.5 |
3,818.0 |
1,198.5 |
24.0% |
81.5 |
1.6% |
99% |
True |
False |
63,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,401.0 |
2.618 |
5,253.5 |
1.618 |
5,163.0 |
1.000 |
5,107.0 |
0.618 |
5,072.5 |
HIGH |
5,016.5 |
0.618 |
4,982.0 |
0.500 |
4,971.0 |
0.382 |
4,960.5 |
LOW |
4,926.0 |
0.618 |
4,870.0 |
1.000 |
4,835.5 |
1.618 |
4,779.5 |
2.618 |
4,689.0 |
4.250 |
4,541.5 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4,990.5 |
4,972.5 |
PP |
4,981.0 |
4,945.0 |
S1 |
4,971.0 |
4,917.0 |
|