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 |
993.5 |
998.5 |
5.0 |
0.5% |
994.9 |
High |
1,000.5 |
1,013.7 |
13.2 |
1.3% |
1,013.7 |
Low |
983.2 |
996.3 |
13.1 |
1.3% |
983.2 |
Close |
996.8 |
1,006.4 |
9.6 |
1.0% |
1,006.4 |
Range |
17.3 |
17.4 |
0.1 |
0.6% |
30.5 |
ATR |
15.8 |
16.0 |
0.1 |
0.7% |
0.0 |
Volume |
126,493 |
129,181 |
2,688 |
2.1% |
538,227 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,057.7 |
1,049.4 |
1,016.0 |
|
R3 |
1,040.3 |
1,032.0 |
1,011.2 |
|
R2 |
1,022.9 |
1,022.9 |
1,009.6 |
|
R1 |
1,014.6 |
1,014.6 |
1,008.0 |
1,018.8 |
PP |
1,005.5 |
1,005.5 |
1,005.5 |
1,007.5 |
S1 |
997.2 |
997.2 |
1,004.8 |
1,001.4 |
S2 |
988.1 |
988.1 |
1,003.2 |
|
S3 |
970.7 |
979.8 |
1,001.6 |
|
S4 |
953.3 |
962.4 |
996.8 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,092.6 |
1,080.0 |
1,023.2 |
|
R3 |
1,062.1 |
1,049.5 |
1,014.8 |
|
R2 |
1,031.6 |
1,031.6 |
1,012.0 |
|
R1 |
1,019.0 |
1,019.0 |
1,009.2 |
1,025.3 |
PP |
1,001.1 |
1,001.1 |
1,001.1 |
1,004.3 |
S1 |
988.5 |
988.5 |
1,003.6 |
994.8 |
S2 |
970.6 |
970.6 |
1,000.8 |
|
S3 |
940.1 |
958.0 |
998.0 |
|
S4 |
909.6 |
927.5 |
989.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,013.7 |
983.2 |
30.5 |
3.0% |
15.9 |
1.6% |
76% |
True |
False |
140,404 |
10 |
1,013.7 |
944.3 |
69.4 |
6.9% |
17.7 |
1.8% |
89% |
True |
False |
117,200 |
20 |
1,013.7 |
931.3 |
82.4 |
8.2% |
16.0 |
1.6% |
91% |
True |
False |
95,298 |
40 |
1,013.7 |
927.6 |
86.1 |
8.6% |
14.7 |
1.5% |
92% |
True |
False |
77,536 |
60 |
1,013.7 |
907.6 |
106.1 |
10.5% |
14.4 |
1.4% |
93% |
True |
False |
54,334 |
80 |
1,013.7 |
907.6 |
106.1 |
10.5% |
15.3 |
1.5% |
93% |
True |
False |
41,752 |
100 |
1,013.7 |
884.6 |
129.1 |
12.8% |
15.1 |
1.5% |
94% |
True |
False |
33,904 |
120 |
1,013.7 |
869.5 |
144.2 |
14.3% |
15.5 |
1.5% |
95% |
True |
False |
28,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,087.7 |
2.618 |
1,059.3 |
1.618 |
1,041.9 |
1.000 |
1,031.1 |
0.618 |
1,024.5 |
HIGH |
1,013.7 |
0.618 |
1,007.1 |
0.500 |
1,005.0 |
0.382 |
1,002.9 |
LOW |
996.3 |
0.618 |
985.5 |
1.000 |
978.9 |
1.618 |
968.1 |
2.618 |
950.7 |
4.250 |
922.4 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,005.9 |
1,003.8 |
PP |
1,005.5 |
1,001.1 |
S1 |
1,005.0 |
998.5 |
|