Trading Metrics calculated at close of trading on 17-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,009.0 |
1,018.3 |
9.3 |
0.9% |
994.9 |
High |
1,023.3 |
1,025.8 |
2.5 |
0.2% |
1,013.7 |
Low |
1,007.9 |
1,010.6 |
2.7 |
0.3% |
983.2 |
Close |
1,020.2 |
1,013.5 |
-6.7 |
-0.7% |
1,006.4 |
Range |
15.4 |
15.2 |
-0.2 |
-1.3% |
30.5 |
ATR |
16.2 |
16.1 |
-0.1 |
-0.5% |
0.0 |
Volume |
109,669 |
115,086 |
5,417 |
4.9% |
538,227 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,062.2 |
1,053.1 |
1,021.9 |
|
R3 |
1,047.0 |
1,037.9 |
1,017.7 |
|
R2 |
1,031.8 |
1,031.8 |
1,016.3 |
|
R1 |
1,022.7 |
1,022.7 |
1,014.9 |
1,019.7 |
PP |
1,016.6 |
1,016.6 |
1,016.6 |
1,015.1 |
S1 |
1,007.5 |
1,007.5 |
1,012.1 |
1,004.5 |
S2 |
1,001.4 |
1,001.4 |
1,010.7 |
|
S3 |
986.2 |
992.3 |
1,009.3 |
|
S4 |
971.0 |
977.1 |
1,005.1 |
|
|
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 |
1,025.8 |
993.0 |
32.8 |
3.2% |
16.6 |
1.6% |
63% |
True |
False |
116,254 |
10 |
1,025.8 |
976.1 |
49.7 |
4.9% |
16.8 |
1.7% |
75% |
True |
False |
131,004 |
20 |
1,025.8 |
935.7 |
90.1 |
8.9% |
16.4 |
1.6% |
86% |
True |
False |
103,161 |
40 |
1,025.8 |
927.6 |
98.2 |
9.7% |
15.2 |
1.5% |
87% |
True |
False |
87,264 |
60 |
1,025.8 |
907.6 |
118.2 |
11.7% |
14.5 |
1.4% |
90% |
True |
False |
61,657 |
80 |
1,025.8 |
907.6 |
118.2 |
11.7% |
15.3 |
1.5% |
90% |
True |
False |
47,157 |
100 |
1,025.8 |
884.6 |
141.2 |
13.9% |
15.2 |
1.5% |
91% |
True |
False |
38,351 |
120 |
1,025.8 |
869.5 |
156.3 |
15.4% |
15.4 |
1.5% |
92% |
True |
False |
32,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,090.4 |
2.618 |
1,065.6 |
1.618 |
1,050.4 |
1.000 |
1,041.0 |
0.618 |
1,035.2 |
HIGH |
1,025.8 |
0.618 |
1,020.0 |
0.500 |
1,018.2 |
0.382 |
1,016.4 |
LOW |
1,010.6 |
0.618 |
1,001.2 |
1.000 |
995.4 |
1.618 |
986.0 |
2.618 |
970.8 |
4.250 |
946.0 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,018.2 |
1,012.1 |
PP |
1,016.6 |
1,010.8 |
S1 |
1,015.1 |
1,009.4 |
|