Trading Metrics calculated at close of trading on 16-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,000.9 |
1,009.0 |
8.1 |
0.8% |
994.9 |
High |
1,011.5 |
1,023.3 |
11.8 |
1.2% |
1,013.7 |
Low |
993.0 |
1,007.9 |
14.9 |
1.5% |
983.2 |
Close |
1,006.3 |
1,020.2 |
13.9 |
1.4% |
1,006.4 |
Range |
18.5 |
15.4 |
-3.1 |
-16.8% |
30.5 |
ATR |
16.2 |
16.2 |
0.1 |
0.4% |
0.0 |
Volume |
93,924 |
109,669 |
15,745 |
16.8% |
538,227 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,063.3 |
1,057.2 |
1,028.7 |
|
R3 |
1,047.9 |
1,041.8 |
1,024.4 |
|
R2 |
1,032.5 |
1,032.5 |
1,023.0 |
|
R1 |
1,026.4 |
1,026.4 |
1,021.6 |
1,029.5 |
PP |
1,017.1 |
1,017.1 |
1,017.1 |
1,018.7 |
S1 |
1,011.0 |
1,011.0 |
1,018.8 |
1,014.1 |
S2 |
1,001.7 |
1,001.7 |
1,017.4 |
|
S3 |
986.3 |
995.6 |
1,016.0 |
|
S4 |
970.9 |
980.2 |
1,011.7 |
|
|
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 |
1,023.3 |
983.2 |
40.1 |
3.9% |
17.0 |
1.7% |
92% |
True |
False |
118,535 |
10 |
1,023.3 |
952.5 |
70.8 |
6.9% |
18.3 |
1.8% |
96% |
True |
False |
128,819 |
20 |
1,023.3 |
933.3 |
90.0 |
8.8% |
16.3 |
1.6% |
97% |
True |
False |
100,055 |
40 |
1,023.3 |
927.6 |
95.7 |
9.4% |
15.1 |
1.5% |
97% |
True |
False |
84,810 |
60 |
1,023.3 |
907.6 |
115.7 |
11.3% |
14.5 |
1.4% |
97% |
True |
False |
59,773 |
80 |
1,023.3 |
907.6 |
115.7 |
11.3% |
15.3 |
1.5% |
97% |
True |
False |
45,765 |
100 |
1,023.3 |
884.6 |
138.7 |
13.6% |
15.2 |
1.5% |
98% |
True |
False |
37,214 |
120 |
1,023.3 |
869.5 |
153.8 |
15.1% |
15.4 |
1.5% |
98% |
True |
False |
31,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,088.8 |
2.618 |
1,063.6 |
1.618 |
1,048.2 |
1.000 |
1,038.7 |
0.618 |
1,032.8 |
HIGH |
1,023.3 |
0.618 |
1,017.4 |
0.500 |
1,015.6 |
0.382 |
1,013.8 |
LOW |
1,007.9 |
0.618 |
998.4 |
1.000 |
992.5 |
1.618 |
983.0 |
2.618 |
967.6 |
4.250 |
942.5 |
|
|
Fisher Pivots for day following 16-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,018.7 |
1,016.2 |
PP |
1,017.1 |
1,012.2 |
S1 |
1,015.6 |
1,008.2 |
|