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 |
5,472.0 |
5,473.0 |
1.0 |
0.0% |
5,480.0 |
High |
5,503.5 |
5,587.0 |
83.5 |
1.5% |
5,514.5 |
Low |
5,460.0 |
5,455.0 |
-5.0 |
-0.1% |
5,268.5 |
Close |
5,485.0 |
5,575.5 |
90.5 |
1.6% |
5,372.0 |
Range |
43.5 |
132.0 |
88.5 |
203.4% |
246.0 |
ATR |
112.0 |
113.4 |
1.4 |
1.3% |
0.0 |
Volume |
8,575 |
16,469 |
7,894 |
92.1% |
14,963 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,935.2 |
5,887.3 |
5,648.1 |
|
R3 |
5,803.2 |
5,755.3 |
5,611.8 |
|
R2 |
5,671.2 |
5,671.2 |
5,599.7 |
|
R1 |
5,623.3 |
5,623.3 |
5,587.6 |
5,647.3 |
PP |
5,539.2 |
5,539.2 |
5,539.2 |
5,551.1 |
S1 |
5,491.3 |
5,491.3 |
5,563.4 |
5,515.3 |
S2 |
5,407.2 |
5,407.2 |
5,551.3 |
|
S3 |
5,275.2 |
5,359.3 |
5,539.2 |
|
S4 |
5,143.2 |
5,227.3 |
5,502.9 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,123.0 |
5,993.5 |
5,507.3 |
|
R3 |
5,877.0 |
5,747.5 |
5,439.7 |
|
R2 |
5,631.0 |
5,631.0 |
5,417.1 |
|
R1 |
5,501.5 |
5,501.5 |
5,394.6 |
5,443.3 |
PP |
5,385.0 |
5,385.0 |
5,385.0 |
5,355.9 |
S1 |
5,255.5 |
5,255.5 |
5,349.5 |
5,197.3 |
S2 |
5,139.0 |
5,139.0 |
5,326.9 |
|
S3 |
4,893.0 |
5,009.5 |
5,304.4 |
|
S4 |
4,647.0 |
4,763.5 |
5,236.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,587.0 |
5,268.5 |
318.5 |
5.7% |
86.7 |
1.6% |
96% |
True |
False |
7,772 |
10 |
5,587.0 |
5,268.5 |
318.5 |
5.7% |
94.1 |
1.7% |
96% |
True |
False |
4,184 |
20 |
5,587.0 |
5,165.0 |
422.0 |
7.6% |
99.2 |
1.8% |
97% |
True |
False |
2,811 |
40 |
5,587.0 |
4,821.0 |
766.0 |
13.7% |
104.2 |
1.9% |
98% |
True |
False |
1,787 |
60 |
5,587.0 |
4,540.0 |
1,047.0 |
18.8% |
106.8 |
1.9% |
99% |
True |
False |
1,594 |
80 |
5,587.0 |
4,540.0 |
1,047.0 |
18.8% |
105.2 |
1.9% |
99% |
True |
False |
1,448 |
100 |
5,587.0 |
4,425.0 |
1,162.0 |
20.8% |
105.8 |
1.9% |
99% |
True |
False |
1,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,148.0 |
2.618 |
5,932.6 |
1.618 |
5,800.6 |
1.000 |
5,719.0 |
0.618 |
5,668.6 |
HIGH |
5,587.0 |
0.618 |
5,536.6 |
0.500 |
5,521.0 |
0.382 |
5,505.4 |
LOW |
5,455.0 |
0.618 |
5,373.4 |
1.000 |
5,323.0 |
1.618 |
5,241.4 |
2.618 |
5,109.4 |
4.250 |
4,894.0 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,557.3 |
5,535.7 |
PP |
5,539.2 |
5,495.8 |
S1 |
5,521.0 |
5,456.0 |
|