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 |
9,592 |
9,611 |
19 |
0.2% |
9,410 |
High |
9,629 |
9,714 |
85 |
0.9% |
9,649 |
Low |
9,497 |
9,578 |
81 |
0.9% |
9,401 |
Close |
9,611 |
9,662 |
51 |
0.5% |
9,592 |
Range |
132 |
136 |
4 |
3.0% |
248 |
ATR |
142 |
141 |
0 |
-0.3% |
0 |
Volume |
37,947 |
28,675 |
-9,272 |
-24.4% |
496,208 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,059 |
9,997 |
9,737 |
|
R3 |
9,923 |
9,861 |
9,700 |
|
R2 |
9,787 |
9,787 |
9,687 |
|
R1 |
9,725 |
9,725 |
9,675 |
9,756 |
PP |
9,651 |
9,651 |
9,651 |
9,667 |
S1 |
9,589 |
9,589 |
9,650 |
9,620 |
S2 |
9,515 |
9,515 |
9,637 |
|
S3 |
9,379 |
9,453 |
9,625 |
|
S4 |
9,243 |
9,317 |
9,587 |
|
|
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 |
9,714 |
9,444 |
270 |
2.8% |
122 |
1.3% |
81% |
True |
False |
86,621 |
10 |
9,714 |
9,247 |
467 |
4.8% |
132 |
1.4% |
89% |
True |
False |
119,861 |
20 |
9,714 |
9,106 |
608 |
6.3% |
140 |
1.4% |
91% |
True |
False |
129,545 |
40 |
9,714 |
8,762 |
952 |
9.9% |
147 |
1.5% |
95% |
True |
False |
129,167 |
60 |
9,714 |
8,018 |
1,696 |
17.6% |
152 |
1.6% |
97% |
True |
False |
128,724 |
80 |
9,714 |
8,018 |
1,696 |
17.6% |
155 |
1.6% |
97% |
True |
False |
105,734 |
100 |
9,714 |
7,805 |
1,909 |
19.8% |
160 |
1.7% |
97% |
True |
False |
84,607 |
120 |
9,714 |
7,338 |
2,376 |
24.6% |
169 |
1.7% |
98% |
True |
False |
70,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,292 |
2.618 |
10,070 |
1.618 |
9,934 |
1.000 |
9,850 |
0.618 |
9,798 |
HIGH |
9,714 |
0.618 |
9,662 |
0.500 |
9,646 |
0.382 |
9,630 |
LOW |
9,578 |
0.618 |
9,494 |
1.000 |
9,442 |
1.618 |
9,358 |
2.618 |
9,222 |
4.250 |
9,000 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,657 |
9,643 |
PP |
9,651 |
9,624 |
S1 |
9,646 |
9,606 |
|