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 |
1,007.7 |
1,000.9 |
-6.8 |
-0.7% |
994.9 |
High |
1,010.8 |
1,011.5 |
0.7 |
0.1% |
1,013.7 |
Low |
994.4 |
993.0 |
-1.4 |
-0.1% |
983.2 |
Close |
1,001.1 |
1,006.3 |
5.2 |
0.5% |
1,006.4 |
Range |
16.4 |
18.5 |
2.1 |
12.8% |
30.5 |
ATR |
16.0 |
16.2 |
0.2 |
1.1% |
0.0 |
Volume |
133,411 |
93,924 |
-39,487 |
-29.6% |
538,227 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,059.1 |
1,051.2 |
1,016.5 |
|
R3 |
1,040.6 |
1,032.7 |
1,011.4 |
|
R2 |
1,022.1 |
1,022.1 |
1,009.7 |
|
R1 |
1,014.2 |
1,014.2 |
1,008.0 |
1,018.2 |
PP |
1,003.6 |
1,003.6 |
1,003.6 |
1,005.6 |
S1 |
995.7 |
995.7 |
1,004.6 |
999.7 |
S2 |
985.1 |
985.1 |
1,002.9 |
|
S3 |
966.6 |
977.2 |
1,001.2 |
|
S4 |
948.1 |
958.7 |
996.1 |
|
|
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% |
17.2 |
1.7% |
76% |
False |
False |
129,602 |
10 |
1,013.7 |
947.5 |
66.2 |
6.6% |
17.9 |
1.8% |
89% |
False |
False |
125,165 |
20 |
1,013.7 |
933.3 |
80.4 |
8.0% |
15.9 |
1.6% |
91% |
False |
False |
99,247 |
40 |
1,013.7 |
927.6 |
86.1 |
8.6% |
14.9 |
1.5% |
91% |
False |
False |
82,647 |
60 |
1,013.7 |
907.6 |
106.1 |
10.5% |
14.6 |
1.5% |
93% |
False |
False |
57,962 |
80 |
1,013.7 |
907.6 |
106.1 |
10.5% |
15.3 |
1.5% |
93% |
False |
False |
44,464 |
100 |
1,013.7 |
884.6 |
129.1 |
12.8% |
15.1 |
1.5% |
94% |
False |
False |
36,137 |
120 |
1,013.7 |
869.5 |
144.2 |
14.3% |
15.4 |
1.5% |
95% |
False |
False |
30,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,090.1 |
2.618 |
1,059.9 |
1.618 |
1,041.4 |
1.000 |
1,030.0 |
0.618 |
1,022.9 |
HIGH |
1,011.5 |
0.618 |
1,004.4 |
0.500 |
1,002.3 |
0.382 |
1,000.1 |
LOW |
993.0 |
0.618 |
981.6 |
1.000 |
974.5 |
1.618 |
963.1 |
2.618 |
944.6 |
4.250 |
914.4 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,005.0 |
1,005.3 |
PP |
1,003.6 |
1,004.3 |
S1 |
1,002.3 |
1,003.4 |
|