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 |
9,410 |
9,492 |
82 |
0.9% |
9,523 |
High |
9,528 |
9,577 |
49 |
0.5% |
9,558 |
Low |
9,401 |
9,444 |
43 |
0.5% |
9,247 |
Close |
9,496 |
9,538 |
42 |
0.4% |
9,417 |
Range |
127 |
133 |
6 |
4.7% |
311 |
ATR |
150 |
149 |
-1 |
-0.8% |
0 |
Volume |
129,722 |
131,740 |
2,018 |
1.6% |
772,679 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,919 |
9,861 |
9,611 |
|
R3 |
9,786 |
9,728 |
9,575 |
|
R2 |
9,653 |
9,653 |
9,563 |
|
R1 |
9,595 |
9,595 |
9,550 |
9,624 |
PP |
9,520 |
9,520 |
9,520 |
9,534 |
S1 |
9,462 |
9,462 |
9,526 |
9,491 |
S2 |
9,387 |
9,387 |
9,514 |
|
S3 |
9,254 |
9,329 |
9,502 |
|
S4 |
9,121 |
9,196 |
9,465 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,340 |
10,190 |
9,588 |
|
R3 |
10,029 |
9,879 |
9,503 |
|
R2 |
9,718 |
9,718 |
9,474 |
|
R1 |
9,568 |
9,568 |
9,446 |
9,488 |
PP |
9,407 |
9,407 |
9,407 |
9,367 |
S1 |
9,257 |
9,257 |
9,389 |
9,177 |
S2 |
9,096 |
9,096 |
9,360 |
|
S3 |
8,785 |
8,946 |
9,332 |
|
S4 |
8,474 |
8,635 |
9,246 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,577 |
9,247 |
330 |
3.5% |
115 |
1.2% |
88% |
True |
False |
154,531 |
10 |
9,638 |
9,247 |
391 |
4.1% |
139 |
1.5% |
74% |
False |
False |
149,712 |
20 |
9,638 |
9,091 |
547 |
5.7% |
158 |
1.7% |
82% |
False |
False |
141,001 |
40 |
9,638 |
8,327 |
1,311 |
13.7% |
152 |
1.6% |
92% |
False |
False |
133,705 |
60 |
9,638 |
8,018 |
1,620 |
17.0% |
152 |
1.6% |
94% |
False |
False |
132,532 |
80 |
9,638 |
8,018 |
1,620 |
17.0% |
159 |
1.7% |
94% |
False |
False |
101,973 |
100 |
9,638 |
7,677 |
1,961 |
20.6% |
164 |
1.7% |
95% |
False |
False |
81,596 |
120 |
9,638 |
7,180 |
2,458 |
25.8% |
173 |
1.8% |
96% |
False |
False |
68,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,142 |
2.618 |
9,925 |
1.618 |
9,792 |
1.000 |
9,710 |
0.618 |
9,659 |
HIGH |
9,577 |
0.618 |
9,526 |
0.500 |
9,511 |
0.382 |
9,495 |
LOW |
9,444 |
0.618 |
9,362 |
1.000 |
9,311 |
1.618 |
9,229 |
2.618 |
9,096 |
4.250 |
8,879 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,529 |
9,507 |
PP |
9,520 |
9,477 |
S1 |
9,511 |
9,446 |
|