Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,010.25 |
1,019.75 |
9.50 |
0.9% |
1,022.00 |
High |
1,022.50 |
1,031.75 |
9.25 |
0.9% |
1,026.00 |
Low |
1,008.25 |
1,014.75 |
6.50 |
0.6% |
986.50 |
Close |
1,020.75 |
1,028.00 |
7.25 |
0.7% |
1,009.50 |
Range |
14.25 |
17.00 |
2.75 |
19.3% |
39.50 |
ATR |
17.44 |
17.41 |
-0.03 |
-0.2% |
0.00 |
Volume |
46,328 |
114,337 |
68,009 |
146.8% |
131,308 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,075.75 |
1,069.00 |
1,037.25 |
|
R3 |
1,058.75 |
1,052.00 |
1,032.75 |
|
R2 |
1,041.75 |
1,041.75 |
1,031.00 |
|
R1 |
1,035.00 |
1,035.00 |
1,029.50 |
1,038.50 |
PP |
1,024.75 |
1,024.75 |
1,024.75 |
1,026.50 |
S1 |
1,018.00 |
1,018.00 |
1,026.50 |
1,021.50 |
S2 |
1,007.75 |
1,007.75 |
1,025.00 |
|
S3 |
990.75 |
1,001.00 |
1,023.25 |
|
S4 |
973.75 |
984.00 |
1,018.75 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.75 |
1,107.25 |
1,031.25 |
|
R3 |
1,086.25 |
1,067.75 |
1,020.25 |
|
R2 |
1,046.75 |
1,046.75 |
1,016.75 |
|
R1 |
1,028.25 |
1,028.25 |
1,013.00 |
1,017.75 |
PP |
1,007.25 |
1,007.25 |
1,007.25 |
1,002.00 |
S1 |
988.75 |
988.75 |
1,006.00 |
978.25 |
S2 |
967.75 |
967.75 |
1,002.25 |
|
S3 |
928.25 |
949.25 |
998.75 |
|
S4 |
888.75 |
909.75 |
987.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,031.75 |
986.50 |
45.25 |
4.4% |
13.75 |
1.3% |
92% |
True |
False |
52,680 |
10 |
1,034.25 |
986.50 |
47.75 |
4.6% |
16.25 |
1.6% |
87% |
False |
False |
32,496 |
20 |
1,034.25 |
971.25 |
63.00 |
6.1% |
18.50 |
1.8% |
90% |
False |
False |
18,473 |
40 |
1,034.25 |
899.75 |
134.50 |
13.1% |
17.50 |
1.7% |
95% |
False |
False |
10,106 |
60 |
1,034.25 |
861.25 |
173.00 |
16.8% |
17.50 |
1.7% |
96% |
False |
False |
7,311 |
80 |
1,034.25 |
861.25 |
173.00 |
16.8% |
17.25 |
1.7% |
96% |
False |
False |
5,514 |
100 |
1,034.25 |
816.50 |
217.75 |
21.2% |
17.50 |
1.7% |
97% |
False |
False |
4,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,104.00 |
2.618 |
1,076.25 |
1.618 |
1,059.25 |
1.000 |
1,048.75 |
0.618 |
1,042.25 |
HIGH |
1,031.75 |
0.618 |
1,025.25 |
0.500 |
1,023.25 |
0.382 |
1,021.25 |
LOW |
1,014.75 |
0.618 |
1,004.25 |
1.000 |
997.75 |
1.618 |
987.25 |
2.618 |
970.25 |
4.250 |
942.50 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,026.50 |
1,023.25 |
PP |
1,024.75 |
1,018.50 |
S1 |
1,023.25 |
1,013.50 |
|