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 |
1,043.25 |
1,045.75 |
2.50 |
0.2% |
1,010.25 |
High |
1,052.00 |
1,064.00 |
12.00 |
1.1% |
1,043.75 |
Low |
1,038.25 |
1,044.50 |
6.25 |
0.6% |
1,008.25 |
Close |
1,046.00 |
1,063.50 |
17.50 |
1.7% |
1,037.25 |
Range |
13.75 |
19.50 |
5.75 |
41.8% |
35.50 |
ATR |
16.81 |
17.00 |
0.19 |
1.1% |
0.00 |
Volume |
1,946,759 |
2,605,342 |
658,583 |
33.8% |
2,029,370 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,115.75 |
1,109.25 |
1,074.25 |
|
R3 |
1,096.25 |
1,089.75 |
1,068.75 |
|
R2 |
1,076.75 |
1,076.75 |
1,067.00 |
|
R1 |
1,070.25 |
1,070.25 |
1,065.25 |
1,073.50 |
PP |
1,057.25 |
1,057.25 |
1,057.25 |
1,059.00 |
S1 |
1,050.75 |
1,050.75 |
1,061.75 |
1,054.00 |
S2 |
1,037.75 |
1,037.75 |
1,060.00 |
|
S3 |
1,018.25 |
1,031.25 |
1,058.25 |
|
S4 |
998.75 |
1,011.75 |
1,052.75 |
|
|
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 |
1,064.00 |
1,023.00 |
41.00 |
3.9% |
16.00 |
1.5% |
99% |
True |
False |
1,636,348 |
10 |
1,064.00 |
986.50 |
77.50 |
7.3% |
15.00 |
1.4% |
99% |
True |
False |
844,514 |
20 |
1,064.00 |
972.50 |
91.50 |
8.6% |
17.00 |
1.6% |
99% |
True |
False |
426,500 |
40 |
1,064.00 |
939.50 |
124.50 |
11.7% |
17.50 |
1.6% |
100% |
True |
False |
214,498 |
60 |
1,064.00 |
861.25 |
202.75 |
19.1% |
17.25 |
1.6% |
100% |
True |
False |
143,599 |
80 |
1,064.00 |
861.25 |
202.75 |
19.1% |
17.00 |
1.6% |
100% |
True |
False |
107,781 |
100 |
1,064.00 |
833.50 |
230.50 |
21.7% |
17.50 |
1.7% |
100% |
True |
False |
86,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,147.00 |
2.618 |
1,115.00 |
1.618 |
1,095.50 |
1.000 |
1,083.50 |
0.618 |
1,076.00 |
HIGH |
1,064.00 |
0.618 |
1,056.50 |
0.500 |
1,054.25 |
0.382 |
1,052.00 |
LOW |
1,044.50 |
0.618 |
1,032.50 |
1.000 |
1,025.00 |
1.618 |
1,013.00 |
2.618 |
993.50 |
4.250 |
961.50 |
|
|
Fisher Pivots for day following 16-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,060.50 |
1,057.25 |
PP |
1,057.25 |
1,051.00 |
S1 |
1,054.25 |
1,044.75 |
|