Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4,926.0 |
5,038.0 |
112.0 |
2.3% |
4,909.0 |
High |
5,016.5 |
5,043.0 |
26.5 |
0.5% |
4,916.0 |
Low |
4,926.0 |
4,956.5 |
30.5 |
0.6% |
4,772.5 |
Close |
5,000.0 |
4,990.5 |
-9.5 |
-0.2% |
4,846.5 |
Range |
90.5 |
86.5 |
-4.0 |
-4.4% |
143.5 |
ATR |
84.6 |
84.7 |
0.1 |
0.2% |
0.0 |
Volume |
106,728 |
136,912 |
30,184 |
28.3% |
471,100 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,256.0 |
5,210.0 |
5,038.0 |
|
R3 |
5,169.5 |
5,123.5 |
5,014.5 |
|
R2 |
5,083.0 |
5,083.0 |
5,006.5 |
|
R1 |
5,037.0 |
5,037.0 |
4,998.5 |
5,017.0 |
PP |
4,996.5 |
4,996.5 |
4,996.5 |
4,986.5 |
S1 |
4,950.5 |
4,950.5 |
4,982.5 |
4,930.0 |
S2 |
4,910.0 |
4,910.0 |
4,974.5 |
|
S3 |
4,823.5 |
4,864.0 |
4,966.5 |
|
S4 |
4,737.0 |
4,777.5 |
4,943.0 |
|
|
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 |
5,043.0 |
4,785.5 |
257.5 |
5.2% |
70.5 |
1.4% |
80% |
True |
False |
103,211 |
10 |
5,043.0 |
4,772.5 |
270.5 |
5.4% |
70.5 |
1.4% |
81% |
True |
False |
107,125 |
20 |
5,043.0 |
4,594.0 |
449.0 |
9.0% |
77.0 |
1.5% |
88% |
True |
False |
109,624 |
40 |
5,043.0 |
4,220.5 |
822.5 |
16.5% |
78.5 |
1.6% |
94% |
True |
False |
103,898 |
60 |
5,043.0 |
4,060.5 |
982.5 |
19.7% |
80.5 |
1.6% |
95% |
True |
False |
106,647 |
80 |
5,043.0 |
4,060.5 |
982.5 |
19.7% |
80.0 |
1.6% |
95% |
True |
False |
81,576 |
100 |
5,043.0 |
3,818.0 |
1,225.0 |
24.5% |
81.5 |
1.6% |
96% |
True |
False |
65,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,410.5 |
2.618 |
5,269.5 |
1.618 |
5,183.0 |
1.000 |
5,129.5 |
0.618 |
5,096.5 |
HIGH |
5,043.0 |
0.618 |
5,010.0 |
0.500 |
5,000.0 |
0.382 |
4,989.5 |
LOW |
4,956.5 |
0.618 |
4,903.0 |
1.000 |
4,870.0 |
1.618 |
4,816.5 |
2.618 |
4,730.0 |
4.250 |
4,589.0 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,000.0 |
4,988.0 |
PP |
4,996.5 |
4,985.5 |
S1 |
4,993.5 |
4,983.0 |
|