Trading Metrics calculated at close of trading on 11-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,028.00 |
1,037.00 |
9.00 |
0.9% |
1,010.25 |
High |
1,039.50 |
1,043.75 |
4.25 |
0.4% |
1,043.75 |
Low |
1,023.00 |
1,033.50 |
10.50 |
1.0% |
1,008.25 |
Close |
1,037.50 |
1,037.25 |
-0.25 |
0.0% |
1,037.25 |
Range |
16.50 |
10.25 |
-6.25 |
-37.9% |
35.50 |
ATR |
17.35 |
16.84 |
-0.51 |
-2.9% |
0.00 |
Volume |
358,078 |
1,510,627 |
1,152,549 |
321.9% |
2,029,370 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,069.00 |
1,063.25 |
1,043.00 |
|
R3 |
1,058.75 |
1,053.00 |
1,040.00 |
|
R2 |
1,048.50 |
1,048.50 |
1,039.25 |
|
R1 |
1,042.75 |
1,042.75 |
1,038.25 |
1,045.50 |
PP |
1,038.25 |
1,038.25 |
1,038.25 |
1,039.50 |
S1 |
1,032.50 |
1,032.50 |
1,036.25 |
1,035.50 |
S2 |
1,028.00 |
1,028.00 |
1,035.25 |
|
S3 |
1,017.75 |
1,022.25 |
1,034.50 |
|
S4 |
1,007.50 |
1,012.00 |
1,031.50 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,136.25 |
1,122.25 |
1,056.75 |
|
R3 |
1,100.75 |
1,086.75 |
1,047.00 |
|
R2 |
1,065.25 |
1,065.25 |
1,043.75 |
|
R1 |
1,051.25 |
1,051.25 |
1,040.50 |
1,058.25 |
PP |
1,029.75 |
1,029.75 |
1,029.75 |
1,033.25 |
S1 |
1,015.75 |
1,015.75 |
1,034.00 |
1,022.75 |
S2 |
994.25 |
994.25 |
1,030.75 |
|
S3 |
958.75 |
980.25 |
1,027.50 |
|
S4 |
923.25 |
944.75 |
1,017.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,043.75 |
995.50 |
48.25 |
4.7% |
14.75 |
1.4% |
87% |
True |
False |
410,396 |
10 |
1,043.75 |
986.50 |
57.25 |
5.5% |
16.00 |
1.6% |
89% |
True |
False |
217,869 |
20 |
1,043.75 |
971.25 |
72.50 |
7.0% |
17.75 |
1.7% |
91% |
True |
False |
111,596 |
40 |
1,043.75 |
924.00 |
119.75 |
11.5% |
17.25 |
1.7% |
95% |
True |
False |
56,768 |
60 |
1,043.75 |
861.25 |
182.50 |
17.6% |
17.25 |
1.7% |
96% |
True |
False |
38,453 |
80 |
1,043.75 |
861.25 |
182.50 |
17.6% |
17.25 |
1.7% |
96% |
True |
False |
28,869 |
100 |
1,043.75 |
828.00 |
215.75 |
20.8% |
17.50 |
1.7% |
97% |
True |
False |
23,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,087.25 |
2.618 |
1,070.50 |
1.618 |
1,060.25 |
1.000 |
1,054.00 |
0.618 |
1,050.00 |
HIGH |
1,043.75 |
0.618 |
1,039.75 |
0.500 |
1,038.50 |
0.382 |
1,037.50 |
LOW |
1,033.50 |
0.618 |
1,027.25 |
1.000 |
1,023.25 |
1.618 |
1,017.00 |
2.618 |
1,006.75 |
4.250 |
990.00 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,038.50 |
1,034.50 |
PP |
1,038.25 |
1,032.00 |
S1 |
1,037.75 |
1,029.25 |
|