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 |
993.7 |
997.8 |
4.1 |
0.4% |
956.1 |
High |
1,008.3 |
1,003.4 |
-4.9 |
-0.5% |
998.0 |
Low |
991.7 |
987.8 |
-3.9 |
-0.4% |
943.1 |
Close |
998.5 |
995.9 |
-2.6 |
-0.3% |
995.4 |
Range |
16.6 |
15.6 |
-1.0 |
-6.0% |
54.9 |
ATR |
15.4 |
15.4 |
0.0 |
0.1% |
0.0 |
Volume |
4,364 |
7,844 |
3,480 |
79.7% |
21,383 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,042.5 |
1,034.8 |
1,004.5 |
|
R3 |
1,026.9 |
1,019.2 |
1,000.2 |
|
R2 |
1,011.3 |
1,011.3 |
998.8 |
|
R1 |
1,003.6 |
1,003.6 |
997.3 |
999.7 |
PP |
995.7 |
995.7 |
995.7 |
993.7 |
S1 |
988.0 |
988.0 |
994.5 |
984.1 |
S2 |
980.1 |
980.1 |
993.0 |
|
S3 |
964.5 |
972.4 |
991.6 |
|
S4 |
948.9 |
956.8 |
987.3 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,143.5 |
1,124.4 |
1,025.6 |
|
R3 |
1,088.6 |
1,069.5 |
1,010.5 |
|
R2 |
1,033.7 |
1,033.7 |
1,005.5 |
|
R1 |
1,014.6 |
1,014.6 |
1,000.4 |
1,024.2 |
PP |
978.8 |
978.8 |
978.8 |
983.6 |
S1 |
959.7 |
959.7 |
990.4 |
969.3 |
S2 |
923.9 |
923.9 |
985.3 |
|
S3 |
869.0 |
904.8 |
980.3 |
|
S4 |
814.1 |
849.9 |
965.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,008.3 |
952.1 |
56.2 |
5.6% |
19.1 |
1.9% |
78% |
False |
False |
5,775 |
10 |
1,008.3 |
940.0 |
68.3 |
6.9% |
15.8 |
1.6% |
82% |
False |
False |
4,346 |
20 |
1,008.3 |
930.2 |
78.1 |
7.8% |
15.1 |
1.5% |
84% |
False |
False |
4,243 |
40 |
1,008.3 |
926.5 |
81.8 |
8.2% |
14.1 |
1.4% |
85% |
False |
False |
5,173 |
60 |
1,008.3 |
906.4 |
101.9 |
10.2% |
13.7 |
1.4% |
88% |
False |
False |
4,051 |
80 |
1,008.3 |
906.4 |
101.9 |
10.2% |
14.6 |
1.5% |
88% |
False |
False |
3,452 |
100 |
1,008.3 |
870.7 |
137.6 |
13.8% |
14.0 |
1.4% |
91% |
False |
False |
2,897 |
120 |
1,008.3 |
870.0 |
138.3 |
13.9% |
13.9 |
1.4% |
91% |
False |
False |
2,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,069.7 |
2.618 |
1,044.2 |
1.618 |
1,028.6 |
1.000 |
1,019.0 |
0.618 |
1,013.0 |
HIGH |
1,003.4 |
0.618 |
997.4 |
0.500 |
995.6 |
0.382 |
993.8 |
LOW |
987.8 |
0.618 |
978.2 |
1.000 |
972.2 |
1.618 |
962.6 |
2.618 |
947.0 |
4.250 |
921.5 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
995.8 |
997.1 |
PP |
995.7 |
996.7 |
S1 |
995.6 |
996.3 |
|