Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
994.9 |
998.8 |
3.9 |
0.4% |
957.4 |
High |
1,009.7 |
1,005.0 |
-4.7 |
-0.5% |
999.5 |
Low |
992.6 |
988.8 |
-3.8 |
-0.4% |
944.3 |
Close |
999.8 |
997.1 |
-2.7 |
-0.3% |
996.7 |
Range |
17.1 |
16.2 |
-0.9 |
-5.3% |
55.2 |
ATR |
15.7 |
15.7 |
0.0 |
0.2% |
0.0 |
Volume |
117,550 |
165,003 |
47,453 |
40.4% |
573,324 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,045.6 |
1,037.5 |
1,006.0 |
|
R3 |
1,029.4 |
1,021.3 |
1,001.6 |
|
R2 |
1,013.2 |
1,013.2 |
1,000.1 |
|
R1 |
1,005.1 |
1,005.1 |
998.6 |
1,001.1 |
PP |
997.0 |
997.0 |
997.0 |
994.9 |
S1 |
988.9 |
988.9 |
995.6 |
984.9 |
S2 |
980.8 |
980.8 |
994.1 |
|
S3 |
964.6 |
972.7 |
992.6 |
|
S4 |
948.4 |
956.5 |
988.2 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,145.8 |
1,126.4 |
1,027.1 |
|
R3 |
1,090.6 |
1,071.2 |
1,011.9 |
|
R2 |
1,035.4 |
1,035.4 |
1,006.8 |
|
R1 |
1,016.0 |
1,016.0 |
1,001.8 |
1,025.7 |
PP |
980.2 |
980.2 |
980.2 |
985.0 |
S1 |
960.8 |
960.8 |
991.6 |
970.5 |
S2 |
925.0 |
925.0 |
986.6 |
|
S3 |
869.8 |
905.6 |
981.5 |
|
S4 |
814.6 |
850.4 |
966.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,009.7 |
952.5 |
57.2 |
5.7% |
19.6 |
2.0% |
78% |
False |
False |
139,103 |
10 |
1,009.7 |
941.2 |
68.5 |
6.9% |
16.2 |
1.6% |
82% |
False |
False |
106,192 |
20 |
1,009.7 |
931.3 |
78.4 |
7.9% |
15.5 |
1.6% |
84% |
False |
False |
88,269 |
40 |
1,009.7 |
927.5 |
82.2 |
8.2% |
14.4 |
1.4% |
85% |
False |
False |
72,152 |
60 |
1,009.7 |
907.6 |
102.1 |
10.2% |
14.2 |
1.4% |
88% |
False |
False |
50,143 |
80 |
1,009.7 |
907.6 |
102.1 |
10.2% |
15.2 |
1.5% |
88% |
False |
False |
38,616 |
100 |
1,009.7 |
872.0 |
137.7 |
13.8% |
15.1 |
1.5% |
91% |
False |
False |
31,367 |
120 |
1,009.7 |
869.5 |
140.2 |
14.1% |
15.6 |
1.6% |
91% |
False |
False |
26,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,073.9 |
2.618 |
1,047.4 |
1.618 |
1,031.2 |
1.000 |
1,021.2 |
0.618 |
1,015.0 |
HIGH |
1,005.0 |
0.618 |
998.8 |
0.500 |
996.9 |
0.382 |
995.0 |
LOW |
988.8 |
0.618 |
978.8 |
1.000 |
972.6 |
1.618 |
962.6 |
2.618 |
946.4 |
4.250 |
920.0 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
997.0 |
998.4 |
PP |
997.0 |
997.9 |
S1 |
996.9 |
997.5 |
|