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 |
993.0 |
997.2 |
4.2 |
0.4% |
993.7 |
High |
999.0 |
1,012.4 |
13.4 |
1.3% |
1,012.4 |
Low |
982.2 |
995.2 |
13.0 |
1.3% |
982.2 |
Close |
995.7 |
1,005.2 |
9.5 |
1.0% |
1,005.2 |
Range |
16.8 |
17.2 |
0.4 |
2.4% |
30.2 |
ATR |
15.5 |
15.6 |
0.1 |
0.8% |
0.0 |
Volume |
4,705 |
6,426 |
1,721 |
36.6% |
23,339 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,055.9 |
1,047.7 |
1,014.7 |
|
R3 |
1,038.7 |
1,030.5 |
1,009.9 |
|
R2 |
1,021.5 |
1,021.5 |
1,008.4 |
|
R1 |
1,013.3 |
1,013.3 |
1,006.8 |
1,017.4 |
PP |
1,004.3 |
1,004.3 |
1,004.3 |
1,006.3 |
S1 |
996.1 |
996.1 |
1,003.6 |
1,000.2 |
S2 |
987.1 |
987.1 |
1,002.0 |
|
S3 |
969.9 |
978.9 |
1,000.5 |
|
S4 |
952.7 |
961.7 |
995.7 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,090.5 |
1,078.1 |
1,021.8 |
|
R3 |
1,060.3 |
1,047.9 |
1,013.5 |
|
R2 |
1,030.1 |
1,030.1 |
1,010.7 |
|
R1 |
1,017.7 |
1,017.7 |
1,008.0 |
1,023.9 |
PP |
999.9 |
999.9 |
999.9 |
1,003.1 |
S1 |
987.5 |
987.5 |
1,002.4 |
993.7 |
S2 |
969.7 |
969.7 |
999.7 |
|
S3 |
939.5 |
957.3 |
996.9 |
|
S4 |
909.3 |
927.1 |
988.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,012.4 |
982.2 |
30.2 |
3.0% |
15.5 |
1.5% |
76% |
True |
False |
5,853 |
10 |
1,012.4 |
943.1 |
69.3 |
6.9% |
17.2 |
1.7% |
90% |
True |
False |
4,723 |
20 |
1,012.4 |
930.2 |
82.2 |
8.2% |
15.6 |
1.5% |
91% |
True |
False |
4,396 |
40 |
1,012.4 |
926.5 |
85.9 |
8.5% |
14.4 |
1.4% |
92% |
True |
False |
5,223 |
60 |
1,012.4 |
906.4 |
106.0 |
10.5% |
13.9 |
1.4% |
93% |
True |
False |
4,202 |
80 |
1,012.4 |
906.4 |
106.0 |
10.5% |
14.7 |
1.5% |
93% |
True |
False |
3,559 |
100 |
1,012.4 |
885.0 |
127.4 |
12.7% |
14.1 |
1.4% |
94% |
True |
False |
2,980 |
120 |
1,012.4 |
870.0 |
142.4 |
14.2% |
14.0 |
1.4% |
95% |
True |
False |
2,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,085.5 |
2.618 |
1,057.4 |
1.618 |
1,040.2 |
1.000 |
1,029.6 |
0.618 |
1,023.0 |
HIGH |
1,012.4 |
0.618 |
1,005.8 |
0.500 |
1,003.8 |
0.382 |
1,001.8 |
LOW |
995.2 |
0.618 |
984.6 |
1.000 |
978.0 |
1.618 |
967.4 |
2.618 |
950.2 |
4.250 |
922.1 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,004.7 |
1,002.6 |
PP |
1,004.3 |
999.9 |
S1 |
1,003.8 |
997.3 |
|