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 |
5,473.0 |
5,595.5 |
122.5 |
2.2% |
5,480.0 |
High |
5,587.0 |
5,630.0 |
43.0 |
0.8% |
5,514.5 |
Low |
5,455.0 |
5,548.0 |
93.0 |
1.7% |
5,268.5 |
Close |
5,575.5 |
5,594.0 |
18.5 |
0.3% |
5,372.0 |
Range |
132.0 |
82.0 |
-50.0 |
-37.9% |
246.0 |
ATR |
113.4 |
111.2 |
-2.2 |
-2.0% |
0.0 |
Volume |
16,469 |
17,915 |
1,446 |
8.8% |
14,963 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,836.7 |
5,797.3 |
5,639.1 |
|
R3 |
5,754.7 |
5,715.3 |
5,616.6 |
|
R2 |
5,672.7 |
5,672.7 |
5,609.0 |
|
R1 |
5,633.3 |
5,633.3 |
5,601.5 |
5,612.0 |
PP |
5,590.7 |
5,590.7 |
5,590.7 |
5,580.0 |
S1 |
5,551.3 |
5,551.3 |
5,586.5 |
5,530.0 |
S2 |
5,508.7 |
5,508.7 |
5,579.0 |
|
S3 |
5,426.7 |
5,469.3 |
5,571.5 |
|
S4 |
5,344.7 |
5,387.3 |
5,548.9 |
|
|
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 |
5,630.0 |
5,283.0 |
347.0 |
6.2% |
89.2 |
1.6% |
90% |
True |
False |
11,223 |
10 |
5,630.0 |
5,268.5 |
361.5 |
6.5% |
95.6 |
1.7% |
90% |
True |
False |
5,934 |
20 |
5,630.0 |
5,165.0 |
465.0 |
8.3% |
97.3 |
1.7% |
92% |
True |
False |
3,656 |
40 |
5,630.0 |
4,910.0 |
720.0 |
12.9% |
103.0 |
1.8% |
95% |
True |
False |
2,220 |
60 |
5,630.0 |
4,540.0 |
1,090.0 |
19.5% |
106.0 |
1.9% |
97% |
True |
False |
1,818 |
80 |
5,630.0 |
4,540.0 |
1,090.0 |
19.5% |
104.8 |
1.9% |
97% |
True |
False |
1,666 |
100 |
5,630.0 |
4,540.0 |
1,090.0 |
19.5% |
105.1 |
1.9% |
97% |
True |
False |
1,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,978.5 |
2.618 |
5,844.7 |
1.618 |
5,762.7 |
1.000 |
5,712.0 |
0.618 |
5,680.7 |
HIGH |
5,630.0 |
0.618 |
5,598.7 |
0.500 |
5,589.0 |
0.382 |
5,579.3 |
LOW |
5,548.0 |
0.618 |
5,497.3 |
1.000 |
5,466.0 |
1.618 |
5,415.3 |
2.618 |
5,333.3 |
4.250 |
5,199.5 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,592.3 |
5,576.8 |
PP |
5,590.7 |
5,559.7 |
S1 |
5,589.0 |
5,542.5 |
|