Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
997.8 |
993.0 |
-4.8 |
-0.5% |
956.1 |
High |
1,003.4 |
999.0 |
-4.4 |
-0.4% |
998.0 |
Low |
987.8 |
982.2 |
-5.6 |
-0.6% |
943.1 |
Close |
995.9 |
995.7 |
-0.2 |
0.0% |
995.4 |
Range |
15.6 |
16.8 |
1.2 |
7.7% |
54.9 |
ATR |
15.4 |
15.5 |
0.1 |
0.7% |
0.0 |
Volume |
7,844 |
4,705 |
-3,139 |
-40.0% |
21,383 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,042.7 |
1,036.0 |
1,004.9 |
|
R3 |
1,025.9 |
1,019.2 |
1,000.3 |
|
R2 |
1,009.1 |
1,009.1 |
998.8 |
|
R1 |
1,002.4 |
1,002.4 |
997.2 |
1,005.8 |
PP |
992.3 |
992.3 |
992.3 |
994.0 |
S1 |
985.6 |
985.6 |
994.2 |
989.0 |
S2 |
975.5 |
975.5 |
992.6 |
|
S3 |
958.7 |
968.8 |
991.1 |
|
S4 |
941.9 |
952.0 |
986.5 |
|
|
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 |
974.9 |
33.4 |
3.4% |
16.7 |
1.7% |
62% |
False |
False |
5,551 |
10 |
1,008.3 |
941.5 |
66.8 |
6.7% |
16.4 |
1.6% |
81% |
False |
False |
4,429 |
20 |
1,008.3 |
930.2 |
78.1 |
7.8% |
15.4 |
1.5% |
84% |
False |
False |
4,285 |
40 |
1,008.3 |
926.5 |
81.8 |
8.2% |
14.1 |
1.4% |
85% |
False |
False |
5,211 |
60 |
1,008.3 |
906.4 |
101.9 |
10.2% |
13.8 |
1.4% |
88% |
False |
False |
4,119 |
80 |
1,008.3 |
906.4 |
101.9 |
10.2% |
14.6 |
1.5% |
88% |
False |
False |
3,499 |
100 |
1,008.3 |
885.0 |
123.3 |
12.4% |
14.0 |
1.4% |
90% |
False |
False |
2,922 |
120 |
1,008.3 |
870.0 |
138.3 |
13.9% |
13.9 |
1.4% |
91% |
False |
False |
2,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,070.4 |
2.618 |
1,043.0 |
1.618 |
1,026.2 |
1.000 |
1,015.8 |
0.618 |
1,009.4 |
HIGH |
999.0 |
0.618 |
992.6 |
0.500 |
990.6 |
0.382 |
988.6 |
LOW |
982.2 |
0.618 |
971.8 |
1.000 |
965.4 |
1.618 |
955.0 |
2.618 |
938.2 |
4.250 |
910.8 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
994.0 |
995.6 |
PP |
992.3 |
995.4 |
S1 |
990.6 |
995.3 |
|