Trading Metrics calculated at close of trading on 15-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4,585.0 |
4,585.0 |
0.0 |
0.0% |
4,473.0 |
High |
4,593.0 |
4,587.0 |
-6.0 |
-0.1% |
4,610.0 |
Low |
4,519.0 |
4,526.0 |
7.0 |
0.2% |
4,442.0 |
Close |
4,529.0 |
4,547.0 |
18.0 |
0.4% |
4,600.0 |
Range |
74.0 |
61.0 |
-13.0 |
-17.6% |
168.0 |
ATR |
66.8 |
66.4 |
-0.4 |
-0.6% |
0.0 |
Volume |
84,621 |
119,289 |
34,668 |
41.0% |
143,115 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,736.3 |
4,702.7 |
4,580.6 |
|
R3 |
4,675.3 |
4,641.7 |
4,563.8 |
|
R2 |
4,614.3 |
4,614.3 |
4,558.2 |
|
R1 |
4,580.7 |
4,580.7 |
4,552.6 |
4,567.0 |
PP |
4,553.3 |
4,553.3 |
4,553.3 |
4,546.5 |
S1 |
4,519.7 |
4,519.7 |
4,541.4 |
4,506.0 |
S2 |
4,492.3 |
4,492.3 |
4,535.8 |
|
S3 |
4,431.3 |
4,458.7 |
4,530.2 |
|
S4 |
4,370.3 |
4,397.7 |
4,513.5 |
|
|
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 |
4,502.0 |
108.0 |
2.4% |
50.4 |
1.1% |
42% |
False |
False |
59,608 |
10 |
4,610.0 |
4,404.0 |
206.0 |
4.5% |
49.1 |
1.1% |
69% |
False |
False |
44,385 |
20 |
4,610.0 |
4,224.0 |
386.0 |
8.5% |
59.9 |
1.3% |
84% |
False |
False |
37,447 |
40 |
4,610.0 |
4,007.0 |
603.0 |
13.3% |
58.1 |
1.3% |
90% |
False |
False |
32,454 |
60 |
4,610.0 |
3,665.0 |
945.0 |
20.8% |
54.7 |
1.2% |
93% |
False |
False |
29,837 |
80 |
4,610.0 |
3,665.0 |
945.0 |
20.8% |
53.6 |
1.2% |
93% |
False |
False |
26,897 |
100 |
4,610.0 |
3,640.0 |
970.0 |
21.3% |
48.6 |
1.1% |
94% |
False |
False |
21,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,846.3 |
2.618 |
4,746.7 |
1.618 |
4,685.7 |
1.000 |
4,648.0 |
0.618 |
4,624.7 |
HIGH |
4,587.0 |
0.618 |
4,563.7 |
0.500 |
4,556.5 |
0.382 |
4,549.3 |
LOW |
4,526.0 |
0.618 |
4,488.3 |
1.000 |
4,465.0 |
1.618 |
4,427.3 |
2.618 |
4,366.3 |
4.250 |
4,266.8 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4,556.5 |
4,564.5 |
PP |
4,553.3 |
4,558.7 |
S1 |
4,550.2 |
4,552.8 |
|