Trading Metrics calculated at close of trading on 17-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,009.0 |
1,018.6 |
9.6 |
1.0% |
993.7 |
High |
1,022.3 |
1,024.7 |
2.4 |
0.2% |
1,012.4 |
Low |
1,007.2 |
1,010.0 |
2.8 |
0.3% |
982.2 |
Close |
1,019.2 |
1,012.6 |
-6.6 |
-0.6% |
1,005.2 |
Range |
15.1 |
14.7 |
-0.4 |
-2.6% |
30.2 |
ATR |
15.8 |
15.8 |
-0.1 |
-0.5% |
0.0 |
Volume |
3,239 |
5,259 |
2,020 |
62.4% |
23,339 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,059.9 |
1,050.9 |
1,020.7 |
|
R3 |
1,045.2 |
1,036.2 |
1,016.6 |
|
R2 |
1,030.5 |
1,030.5 |
1,015.3 |
|
R1 |
1,021.5 |
1,021.5 |
1,013.9 |
1,018.7 |
PP |
1,015.8 |
1,015.8 |
1,015.8 |
1,014.3 |
S1 |
1,006.8 |
1,006.8 |
1,011.3 |
1,004.0 |
S2 |
1,001.1 |
1,001.1 |
1,009.9 |
|
S3 |
986.4 |
992.1 |
1,008.6 |
|
S4 |
971.7 |
977.4 |
1,004.5 |
|
|
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 |
1,024.7 |
992.6 |
32.1 |
3.2% |
16.1 |
1.6% |
62% |
True |
False |
5,998 |
10 |
1,024.7 |
974.9 |
49.8 |
4.9% |
16.4 |
1.6% |
76% |
True |
False |
5,775 |
20 |
1,024.7 |
934.7 |
90.0 |
8.9% |
15.9 |
1.6% |
87% |
True |
False |
4,663 |
40 |
1,024.7 |
926.5 |
98.2 |
9.7% |
14.8 |
1.5% |
88% |
True |
False |
5,520 |
60 |
1,024.7 |
906.4 |
118.3 |
11.7% |
14.2 |
1.4% |
90% |
True |
False |
4,556 |
80 |
1,024.7 |
906.4 |
118.3 |
11.7% |
14.8 |
1.5% |
90% |
True |
False |
3,757 |
100 |
1,024.7 |
885.0 |
139.7 |
13.8% |
14.3 |
1.4% |
91% |
True |
False |
3,198 |
120 |
1,024.7 |
870.0 |
154.7 |
15.3% |
14.2 |
1.4% |
92% |
True |
False |
2,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,087.2 |
2.618 |
1,063.2 |
1.618 |
1,048.5 |
1.000 |
1,039.4 |
0.618 |
1,033.8 |
HIGH |
1,024.7 |
0.618 |
1,019.1 |
0.500 |
1,017.4 |
0.382 |
1,015.6 |
LOW |
1,010.0 |
0.618 |
1,000.9 |
1.000 |
995.3 |
1.618 |
986.2 |
2.618 |
971.5 |
4.250 |
947.5 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,017.4 |
1,011.3 |
PP |
1,015.8 |
1,010.0 |
S1 |
1,014.2 |
1,008.7 |
|