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 |
1,005.9 |
1,000.0 |
-5.9 |
-0.6% |
993.7 |
High |
1,009.3 |
1,010.5 |
1.2 |
0.1% |
1,012.4 |
Low |
993.9 |
992.6 |
-1.3 |
-0.1% |
982.2 |
Close |
1,000.2 |
1,005.3 |
5.1 |
0.5% |
1,005.2 |
Range |
15.4 |
17.9 |
2.5 |
16.2% |
30.2 |
ATR |
15.6 |
15.7 |
0.2 |
1.1% |
0.0 |
Volume |
7,598 |
7,471 |
-127 |
-1.7% |
23,339 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,056.5 |
1,048.8 |
1,015.1 |
|
R3 |
1,038.6 |
1,030.9 |
1,010.2 |
|
R2 |
1,020.7 |
1,020.7 |
1,008.6 |
|
R1 |
1,013.0 |
1,013.0 |
1,006.9 |
1,016.9 |
PP |
1,002.8 |
1,002.8 |
1,002.8 |
1,004.7 |
S1 |
995.1 |
995.1 |
1,003.7 |
999.0 |
S2 |
984.9 |
984.9 |
1,002.0 |
|
S3 |
967.0 |
977.2 |
1,000.4 |
|
S4 |
949.1 |
959.3 |
995.5 |
|
|
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% |
16.6 |
1.6% |
76% |
False |
False |
6,808 |
10 |
1,012.4 |
946.4 |
66.0 |
6.6% |
17.4 |
1.7% |
89% |
False |
False |
5,697 |
20 |
1,012.4 |
932.3 |
80.1 |
8.0% |
15.4 |
1.5% |
91% |
False |
False |
4,713 |
40 |
1,012.4 |
926.5 |
85.9 |
8.5% |
14.6 |
1.4% |
92% |
False |
False |
5,508 |
60 |
1,012.4 |
906.4 |
106.0 |
10.5% |
14.2 |
1.4% |
93% |
False |
False |
4,427 |
80 |
1,012.4 |
906.4 |
106.0 |
10.5% |
14.7 |
1.5% |
93% |
False |
False |
3,677 |
100 |
1,012.4 |
885.0 |
127.4 |
12.7% |
14.2 |
1.4% |
94% |
False |
False |
3,124 |
120 |
1,012.4 |
870.0 |
142.4 |
14.2% |
14.1 |
1.4% |
95% |
False |
False |
2,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,086.6 |
2.618 |
1,057.4 |
1.618 |
1,039.5 |
1.000 |
1,028.4 |
0.618 |
1,021.6 |
HIGH |
1,010.5 |
0.618 |
1,003.7 |
0.500 |
1,001.6 |
0.382 |
999.4 |
LOW |
992.6 |
0.618 |
981.5 |
1.000 |
974.7 |
1.618 |
963.6 |
2.618 |
945.7 |
4.250 |
916.5 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,004.1 |
1,004.4 |
PP |
1,002.8 |
1,003.4 |
S1 |
1,001.6 |
1,002.5 |
|