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 |
1,045.75 |
1,063.25 |
17.50 |
1.7% |
1,010.25 |
High |
1,064.00 |
1,071.50 |
7.50 |
0.7% |
1,043.75 |
Low |
1,044.50 |
1,056.25 |
11.75 |
1.1% |
1,008.25 |
Close |
1,063.50 |
1,062.75 |
-0.75 |
-0.1% |
1,037.25 |
Range |
19.50 |
15.25 |
-4.25 |
-21.8% |
35.50 |
ATR |
17.00 |
16.88 |
-0.13 |
-0.7% |
0.00 |
Volume |
2,605,342 |
2,485,619 |
-119,723 |
-4.6% |
2,029,370 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,109.25 |
1,101.25 |
1,071.25 |
|
R3 |
1,094.00 |
1,086.00 |
1,067.00 |
|
R2 |
1,078.75 |
1,078.75 |
1,065.50 |
|
R1 |
1,070.75 |
1,070.75 |
1,064.25 |
1,067.00 |
PP |
1,063.50 |
1,063.50 |
1,063.50 |
1,061.75 |
S1 |
1,055.50 |
1,055.50 |
1,061.25 |
1,052.00 |
S2 |
1,048.25 |
1,048.25 |
1,060.00 |
|
S3 |
1,033.00 |
1,040.25 |
1,058.50 |
|
S4 |
1,017.75 |
1,025.00 |
1,054.25 |
|
|
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 |
1,071.50 |
1,025.50 |
46.00 |
4.3% |
15.75 |
1.5% |
81% |
True |
False |
2,061,856 |
10 |
1,071.50 |
987.00 |
84.50 |
8.0% |
15.50 |
1.5% |
90% |
True |
False |
1,088,821 |
20 |
1,071.50 |
986.50 |
85.00 |
8.0% |
16.75 |
1.6% |
90% |
True |
False |
550,661 |
40 |
1,071.50 |
944.75 |
126.75 |
11.9% |
17.50 |
1.6% |
93% |
True |
False |
276,599 |
60 |
1,071.50 |
861.25 |
210.25 |
19.8% |
17.25 |
1.6% |
96% |
True |
False |
185,006 |
80 |
1,071.50 |
861.25 |
210.25 |
19.8% |
17.00 |
1.6% |
96% |
True |
False |
138,851 |
100 |
1,071.50 |
857.00 |
214.50 |
20.2% |
17.50 |
1.7% |
96% |
True |
False |
111,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,136.25 |
2.618 |
1,111.50 |
1.618 |
1,096.25 |
1.000 |
1,086.75 |
0.618 |
1,081.00 |
HIGH |
1,071.50 |
0.618 |
1,065.75 |
0.500 |
1,064.00 |
0.382 |
1,062.00 |
LOW |
1,056.25 |
0.618 |
1,046.75 |
1.000 |
1,041.00 |
1.618 |
1,031.50 |
2.618 |
1,016.25 |
4.250 |
991.50 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,064.00 |
1,060.00 |
PP |
1,063.50 |
1,057.50 |
S1 |
1,063.00 |
1,055.00 |
|