Trading Metrics calculated at close of trading on 11-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,536 |
9,609 |
73 |
0.8% |
9,410 |
High |
9,632 |
9,649 |
17 |
0.2% |
9,649 |
Low |
9,504 |
9,570 |
66 |
0.7% |
9,401 |
Close |
9,605 |
9,592 |
-13 |
-0.1% |
9,592 |
Range |
128 |
79 |
-49 |
-38.3% |
248 |
ATR |
147 |
143 |
-5 |
-3.3% |
0 |
Volume |
162,669 |
72,077 |
-90,592 |
-55.7% |
496,208 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,841 |
9,795 |
9,636 |
|
R3 |
9,762 |
9,716 |
9,614 |
|
R2 |
9,683 |
9,683 |
9,607 |
|
R1 |
9,637 |
9,637 |
9,599 |
9,621 |
PP |
9,604 |
9,604 |
9,604 |
9,595 |
S1 |
9,558 |
9,558 |
9,585 |
9,542 |
S2 |
9,525 |
9,525 |
9,578 |
|
S3 |
9,446 |
9,479 |
9,570 |
|
S4 |
9,367 |
9,400 |
9,549 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,291 |
10,190 |
9,729 |
|
R3 |
10,043 |
9,942 |
9,660 |
|
R2 |
9,795 |
9,795 |
9,638 |
|
R1 |
9,694 |
9,694 |
9,615 |
9,745 |
PP |
9,547 |
9,547 |
9,547 |
9,573 |
S1 |
9,446 |
9,446 |
9,569 |
9,497 |
S2 |
9,299 |
9,299 |
9,547 |
|
S3 |
9,051 |
9,198 |
9,524 |
|
S4 |
8,803 |
8,950 |
9,456 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,649 |
9,315 |
334 |
3.5% |
119 |
1.2% |
83% |
True |
False |
121,944 |
10 |
9,649 |
9,247 |
402 |
4.2% |
134 |
1.4% |
86% |
True |
False |
143,073 |
20 |
9,649 |
9,091 |
558 |
5.8% |
148 |
1.5% |
90% |
True |
False |
139,797 |
40 |
9,649 |
8,611 |
1,038 |
10.8% |
146 |
1.5% |
95% |
True |
False |
133,166 |
60 |
9,649 |
8,018 |
1,631 |
17.0% |
152 |
1.6% |
97% |
True |
False |
132,182 |
80 |
9,649 |
8,018 |
1,631 |
17.0% |
157 |
1.6% |
97% |
True |
False |
104,904 |
100 |
9,649 |
7,704 |
1,945 |
20.3% |
161 |
1.7% |
97% |
True |
False |
83,941 |
120 |
9,649 |
7,338 |
2,311 |
24.1% |
170 |
1.8% |
98% |
True |
False |
69,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,985 |
2.618 |
9,856 |
1.618 |
9,777 |
1.000 |
9,728 |
0.618 |
9,698 |
HIGH |
9,649 |
0.618 |
9,619 |
0.500 |
9,610 |
0.382 |
9,600 |
LOW |
9,570 |
0.618 |
9,521 |
1.000 |
9,491 |
1.618 |
9,442 |
2.618 |
9,363 |
4.250 |
9,234 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,610 |
9,577 |
PP |
9,604 |
9,562 |
S1 |
9,598 |
9,547 |
|