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 |
4,482.0 |
4,538.0 |
56.0 |
1.2% |
4,501.0 |
High |
4,534.0 |
4,553.0 |
19.0 |
0.4% |
4,534.0 |
Low |
4,477.0 |
4,502.0 |
25.0 |
0.6% |
4,404.0 |
Close |
4,534.0 |
4,526.0 |
-8.0 |
-0.2% |
4,427.0 |
Range |
57.0 |
51.0 |
-6.0 |
-10.5% |
130.0 |
ATR |
69.5 |
68.2 |
-1.3 |
-1.9% |
0.0 |
Volume |
28,780 |
29,133 |
353 |
1.2% |
164,423 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,680.0 |
4,654.0 |
4,554.1 |
|
R3 |
4,629.0 |
4,603.0 |
4,540.0 |
|
R2 |
4,578.0 |
4,578.0 |
4,535.4 |
|
R1 |
4,552.0 |
4,552.0 |
4,530.7 |
4,539.5 |
PP |
4,527.0 |
4,527.0 |
4,527.0 |
4,520.8 |
S1 |
4,501.0 |
4,501.0 |
4,521.3 |
4,488.5 |
S2 |
4,476.0 |
4,476.0 |
4,516.7 |
|
S3 |
4,425.0 |
4,450.0 |
4,512.0 |
|
S4 |
4,374.0 |
4,399.0 |
4,498.0 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,845.0 |
4,766.0 |
4,498.5 |
|
R3 |
4,715.0 |
4,636.0 |
4,462.8 |
|
R2 |
4,585.0 |
4,585.0 |
4,450.8 |
|
R1 |
4,506.0 |
4,506.0 |
4,438.9 |
4,480.5 |
PP |
4,455.0 |
4,455.0 |
4,455.0 |
4,442.3 |
S1 |
4,376.0 |
4,376.0 |
4,415.1 |
4,350.5 |
S2 |
4,325.0 |
4,325.0 |
4,403.2 |
|
S3 |
4,195.0 |
4,246.0 |
4,391.3 |
|
S4 |
4,065.0 |
4,116.0 |
4,355.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,553.0 |
4,404.0 |
149.0 |
3.3% |
48.6 |
1.1% |
82% |
True |
False |
25,861 |
10 |
4,553.0 |
4,404.0 |
149.0 |
3.3% |
51.1 |
1.1% |
82% |
True |
False |
29,066 |
20 |
4,553.0 |
4,224.0 |
329.0 |
7.3% |
63.1 |
1.4% |
92% |
True |
False |
30,197 |
40 |
4,553.0 |
3,952.0 |
601.0 |
13.3% |
57.5 |
1.3% |
96% |
True |
False |
27,990 |
60 |
4,553.0 |
3,665.0 |
888.0 |
19.6% |
54.5 |
1.2% |
97% |
True |
False |
27,001 |
80 |
4,553.0 |
3,665.0 |
888.0 |
19.6% |
52.5 |
1.2% |
97% |
True |
False |
23,543 |
100 |
4,553.0 |
3,640.0 |
913.0 |
20.2% |
47.7 |
1.1% |
97% |
True |
False |
18,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,769.8 |
2.618 |
4,686.5 |
1.618 |
4,635.5 |
1.000 |
4,604.0 |
0.618 |
4,584.5 |
HIGH |
4,553.0 |
0.618 |
4,533.5 |
0.500 |
4,527.5 |
0.382 |
4,521.5 |
LOW |
4,502.0 |
0.618 |
4,470.5 |
1.000 |
4,451.0 |
1.618 |
4,419.5 |
2.618 |
4,368.5 |
4.250 |
4,285.3 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4,527.5 |
4,516.5 |
PP |
4,527.0 |
4,507.0 |
S1 |
4,526.5 |
4,497.5 |
|