Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
997.2 |
1,005.9 |
8.7 |
0.9% |
993.7 |
High |
1,012.4 |
1,009.3 |
-3.1 |
-0.3% |
1,012.4 |
Low |
995.2 |
993.9 |
-1.3 |
-0.1% |
982.2 |
Close |
1,005.2 |
1,000.2 |
-5.0 |
-0.5% |
1,005.2 |
Range |
17.2 |
15.4 |
-1.8 |
-10.5% |
30.2 |
ATR |
15.6 |
15.6 |
0.0 |
-0.1% |
0.0 |
Volume |
6,426 |
7,598 |
1,172 |
18.2% |
23,339 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,047.3 |
1,039.2 |
1,008.7 |
|
R3 |
1,031.9 |
1,023.8 |
1,004.4 |
|
R2 |
1,016.5 |
1,016.5 |
1,003.0 |
|
R1 |
1,008.4 |
1,008.4 |
1,001.6 |
1,004.8 |
PP |
1,001.1 |
1,001.1 |
1,001.1 |
999.3 |
S1 |
993.0 |
993.0 |
998.8 |
989.4 |
S2 |
985.7 |
985.7 |
997.4 |
|
S3 |
970.3 |
977.6 |
996.0 |
|
S4 |
954.9 |
962.2 |
991.7 |
|
|
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% |
16.3 |
1.6% |
60% |
False |
False |
6,187 |
10 |
1,012.4 |
943.1 |
69.3 |
6.9% |
17.3 |
1.7% |
82% |
False |
False |
5,232 |
20 |
1,012.4 |
930.2 |
82.2 |
8.2% |
15.5 |
1.5% |
85% |
False |
False |
4,506 |
40 |
1,012.4 |
926.5 |
85.9 |
8.6% |
14.6 |
1.5% |
86% |
False |
False |
5,361 |
60 |
1,012.4 |
906.4 |
106.0 |
10.6% |
14.0 |
1.4% |
88% |
False |
False |
4,307 |
80 |
1,012.4 |
906.4 |
106.0 |
10.6% |
14.7 |
1.5% |
88% |
False |
False |
3,630 |
100 |
1,012.4 |
885.0 |
127.4 |
12.7% |
14.2 |
1.4% |
90% |
False |
False |
3,052 |
120 |
1,012.4 |
870.0 |
142.4 |
14.2% |
14.0 |
1.4% |
91% |
False |
False |
2,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,074.8 |
2.618 |
1,049.6 |
1.618 |
1,034.2 |
1.000 |
1,024.7 |
0.618 |
1,018.8 |
HIGH |
1,009.3 |
0.618 |
1,003.4 |
0.500 |
1,001.6 |
0.382 |
999.8 |
LOW |
993.9 |
0.618 |
984.4 |
1.000 |
978.5 |
1.618 |
969.0 |
2.618 |
953.6 |
4.250 |
928.5 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,001.6 |
999.2 |
PP |
1,001.1 |
998.3 |
S1 |
1,000.7 |
997.3 |
|