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 |
998.5 |
1,007.7 |
9.2 |
0.9% |
994.9 |
High |
1,013.7 |
1,010.8 |
-2.9 |
-0.3% |
1,013.7 |
Low |
996.3 |
994.4 |
-1.9 |
-0.2% |
983.2 |
Close |
1,006.4 |
1,001.1 |
-5.3 |
-0.5% |
1,006.4 |
Range |
17.4 |
16.4 |
-1.0 |
-5.7% |
30.5 |
ATR |
16.0 |
16.0 |
0.0 |
0.2% |
0.0 |
Volume |
129,181 |
133,411 |
4,230 |
3.3% |
538,227 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,051.3 |
1,042.6 |
1,010.1 |
|
R3 |
1,034.9 |
1,026.2 |
1,005.6 |
|
R2 |
1,018.5 |
1,018.5 |
1,004.1 |
|
R1 |
1,009.8 |
1,009.8 |
1,002.6 |
1,006.0 |
PP |
1,002.1 |
1,002.1 |
1,002.1 |
1,000.2 |
S1 |
993.4 |
993.4 |
999.6 |
989.6 |
S2 |
985.7 |
985.7 |
998.1 |
|
S3 |
969.3 |
977.0 |
996.6 |
|
S4 |
952.9 |
960.6 |
992.1 |
|
|
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% |
16.9 |
1.7% |
59% |
False |
False |
134,327 |
10 |
1,013.7 |
944.3 |
69.4 |
6.9% |
17.8 |
1.8% |
82% |
False |
False |
124,496 |
20 |
1,013.7 |
931.3 |
82.4 |
8.2% |
15.9 |
1.6% |
85% |
False |
False |
98,457 |
40 |
1,013.7 |
927.6 |
86.1 |
8.6% |
14.9 |
1.5% |
85% |
False |
False |
80,645 |
60 |
1,013.7 |
907.6 |
106.1 |
10.6% |
14.4 |
1.4% |
88% |
False |
False |
56,465 |
80 |
1,013.7 |
907.6 |
106.1 |
10.6% |
15.3 |
1.5% |
88% |
False |
False |
43,385 |
100 |
1,013.7 |
884.6 |
129.1 |
12.9% |
15.1 |
1.5% |
90% |
False |
False |
35,211 |
120 |
1,013.7 |
869.5 |
144.2 |
14.4% |
15.5 |
1.5% |
91% |
False |
False |
29,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,080.5 |
2.618 |
1,053.7 |
1.618 |
1,037.3 |
1.000 |
1,027.2 |
0.618 |
1,020.9 |
HIGH |
1,010.8 |
0.618 |
1,004.5 |
0.500 |
1,002.6 |
0.382 |
1,000.7 |
LOW |
994.4 |
0.618 |
984.3 |
1.000 |
978.0 |
1.618 |
967.9 |
2.618 |
951.5 |
4.250 |
924.7 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,002.6 |
1,000.2 |
PP |
1,002.1 |
999.3 |
S1 |
1,001.6 |
998.5 |
|