Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4,600.0 |
4,585.0 |
-15.0 |
-0.3% |
4,473.0 |
High |
4,610.0 |
4,593.0 |
-17.0 |
-0.4% |
4,610.0 |
Low |
4,584.0 |
4,519.0 |
-65.0 |
-1.4% |
4,442.0 |
Close |
4,600.0 |
4,529.0 |
-71.0 |
-1.5% |
4,600.0 |
Range |
26.0 |
74.0 |
48.0 |
184.6% |
168.0 |
ATR |
65.7 |
66.8 |
1.1 |
1.7% |
0.0 |
Volume |
41,514 |
84,621 |
43,107 |
103.8% |
143,115 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,769.0 |
4,723.0 |
4,569.7 |
|
R3 |
4,695.0 |
4,649.0 |
4,549.4 |
|
R2 |
4,621.0 |
4,621.0 |
4,542.6 |
|
R1 |
4,575.0 |
4,575.0 |
4,535.8 |
4,561.0 |
PP |
4,547.0 |
4,547.0 |
4,547.0 |
4,540.0 |
S1 |
4,501.0 |
4,501.0 |
4,522.2 |
4,487.0 |
S2 |
4,473.0 |
4,473.0 |
4,515.4 |
|
S3 |
4,399.0 |
4,427.0 |
4,508.7 |
|
S4 |
4,325.0 |
4,353.0 |
4,488.3 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,054.7 |
4,995.3 |
4,692.4 |
|
R3 |
4,886.7 |
4,827.3 |
4,646.2 |
|
R2 |
4,718.7 |
4,718.7 |
4,630.8 |
|
R1 |
4,659.3 |
4,659.3 |
4,615.4 |
4,689.0 |
PP |
4,550.7 |
4,550.7 |
4,550.7 |
4,565.5 |
S1 |
4,491.3 |
4,491.3 |
4,584.6 |
4,521.0 |
S2 |
4,382.7 |
4,382.7 |
4,569.2 |
|
S3 |
4,214.7 |
4,323.3 |
4,553.8 |
|
S4 |
4,046.7 |
4,155.3 |
4,507.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,610.0 |
4,477.0 |
133.0 |
2.9% |
49.6 |
1.1% |
39% |
False |
False |
41,506 |
10 |
4,610.0 |
4,404.0 |
206.0 |
4.5% |
49.4 |
1.1% |
61% |
False |
False |
35,704 |
20 |
4,610.0 |
4,224.0 |
386.0 |
8.5% |
59.6 |
1.3% |
79% |
False |
False |
33,157 |
40 |
4,610.0 |
4,007.0 |
603.0 |
13.3% |
57.5 |
1.3% |
87% |
False |
False |
29,931 |
60 |
4,610.0 |
3,665.0 |
945.0 |
20.9% |
54.6 |
1.2% |
91% |
False |
False |
28,360 |
80 |
4,610.0 |
3,665.0 |
945.0 |
20.9% |
53.4 |
1.2% |
91% |
False |
False |
25,406 |
100 |
4,610.0 |
3,640.0 |
970.0 |
21.4% |
48.9 |
1.1% |
92% |
False |
False |
20,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,907.5 |
2.618 |
4,786.7 |
1.618 |
4,712.7 |
1.000 |
4,667.0 |
0.618 |
4,638.7 |
HIGH |
4,593.0 |
0.618 |
4,564.7 |
0.500 |
4,556.0 |
0.382 |
4,547.3 |
LOW |
4,519.0 |
0.618 |
4,473.3 |
1.000 |
4,445.0 |
1.618 |
4,399.3 |
2.618 |
4,325.3 |
4.250 |
4,204.5 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4,556.0 |
4,564.5 |
PP |
4,547.0 |
4,552.7 |
S1 |
4,538.0 |
4,540.8 |
|