Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,019.75 |
1,028.00 |
8.25 |
0.8% |
1,022.00 |
High |
1,031.75 |
1,039.50 |
7.75 |
0.8% |
1,026.00 |
Low |
1,014.75 |
1,023.00 |
8.25 |
0.8% |
986.50 |
Close |
1,028.00 |
1,037.50 |
9.50 |
0.9% |
1,009.50 |
Range |
17.00 |
16.50 |
-0.50 |
-2.9% |
39.50 |
ATR |
17.41 |
17.35 |
-0.07 |
-0.4% |
0.00 |
Volume |
114,337 |
358,078 |
243,741 |
213.2% |
131,308 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,082.75 |
1,076.75 |
1,046.50 |
|
R3 |
1,066.25 |
1,060.25 |
1,042.00 |
|
R2 |
1,049.75 |
1,049.75 |
1,040.50 |
|
R1 |
1,043.75 |
1,043.75 |
1,039.00 |
1,046.75 |
PP |
1,033.25 |
1,033.25 |
1,033.25 |
1,035.00 |
S1 |
1,027.25 |
1,027.25 |
1,036.00 |
1,030.25 |
S2 |
1,016.75 |
1,016.75 |
1,034.50 |
|
S3 |
1,000.25 |
1,010.75 |
1,033.00 |
|
S4 |
983.75 |
994.25 |
1,028.50 |
|
|
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 |
1,039.50 |
987.00 |
52.50 |
5.1% |
15.25 |
1.5% |
96% |
True |
False |
115,786 |
10 |
1,039.50 |
986.50 |
53.00 |
5.1% |
17.00 |
1.6% |
96% |
True |
False |
67,583 |
20 |
1,039.50 |
971.25 |
68.25 |
6.6% |
18.00 |
1.7% |
97% |
True |
False |
36,262 |
40 |
1,039.50 |
917.00 |
122.50 |
11.8% |
17.25 |
1.7% |
98% |
True |
False |
19,034 |
60 |
1,039.50 |
861.25 |
178.25 |
17.2% |
17.50 |
1.7% |
99% |
True |
False |
13,279 |
80 |
1,039.50 |
861.25 |
178.25 |
17.2% |
17.25 |
1.7% |
99% |
True |
False |
9,987 |
100 |
1,039.50 |
828.00 |
211.50 |
20.4% |
17.50 |
1.7% |
99% |
True |
False |
7,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,109.50 |
2.618 |
1,082.75 |
1.618 |
1,066.25 |
1.000 |
1,056.00 |
0.618 |
1,049.75 |
HIGH |
1,039.50 |
0.618 |
1,033.25 |
0.500 |
1,031.25 |
0.382 |
1,029.25 |
LOW |
1,023.00 |
0.618 |
1,012.75 |
1.000 |
1,006.50 |
1.618 |
996.25 |
2.618 |
979.75 |
4.250 |
953.00 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,035.50 |
1,033.00 |
PP |
1,033.25 |
1,028.50 |
S1 |
1,031.25 |
1,024.00 |
|