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 |
5,595.5 |
5,618.5 |
23.0 |
0.4% |
5,472.0 |
High |
5,630.0 |
5,652.0 |
22.0 |
0.4% |
5,652.0 |
Low |
5,548.0 |
5,603.0 |
55.0 |
1.0% |
5,455.0 |
Close |
5,594.0 |
5,626.5 |
32.5 |
0.6% |
5,626.5 |
Range |
82.0 |
49.0 |
-33.0 |
-40.2% |
197.0 |
ATR |
111.2 |
107.4 |
-3.8 |
-3.4% |
0.0 |
Volume |
17,915 |
11,218 |
-6,697 |
-37.4% |
54,177 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,774.2 |
5,749.3 |
5,653.5 |
|
R3 |
5,725.2 |
5,700.3 |
5,640.0 |
|
R2 |
5,676.2 |
5,676.2 |
5,635.5 |
|
R1 |
5,651.3 |
5,651.3 |
5,631.0 |
5,663.8 |
PP |
5,627.2 |
5,627.2 |
5,627.2 |
5,633.4 |
S1 |
5,602.3 |
5,602.3 |
5,622.0 |
5,614.8 |
S2 |
5,578.2 |
5,578.2 |
5,617.5 |
|
S3 |
5,529.2 |
5,553.3 |
5,613.0 |
|
S4 |
5,480.2 |
5,504.3 |
5,599.6 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,168.8 |
6,094.7 |
5,734.9 |
|
R3 |
5,971.8 |
5,897.7 |
5,680.7 |
|
R2 |
5,774.8 |
5,774.8 |
5,662.6 |
|
R1 |
5,700.7 |
5,700.7 |
5,644.6 |
5,737.8 |
PP |
5,577.8 |
5,577.8 |
5,577.8 |
5,596.4 |
S1 |
5,503.7 |
5,503.7 |
5,608.4 |
5,540.8 |
S2 |
5,380.8 |
5,380.8 |
5,590.4 |
|
S3 |
5,183.8 |
5,306.7 |
5,572.3 |
|
S4 |
4,986.8 |
5,109.7 |
5,518.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,652.0 |
5,325.0 |
327.0 |
5.8% |
83.0 |
1.5% |
92% |
True |
False |
12,209 |
10 |
5,652.0 |
5,268.5 |
383.5 |
6.8% |
90.0 |
1.6% |
93% |
True |
False |
6,999 |
20 |
5,652.0 |
5,165.0 |
487.0 |
8.7% |
95.0 |
1.7% |
95% |
True |
False |
4,090 |
40 |
5,652.0 |
4,965.5 |
686.5 |
12.2% |
101.4 |
1.8% |
96% |
True |
False |
2,487 |
60 |
5,652.0 |
4,540.0 |
1,112.0 |
19.8% |
105.4 |
1.9% |
98% |
True |
False |
1,882 |
80 |
5,652.0 |
4,540.0 |
1,112.0 |
19.8% |
104.1 |
1.9% |
98% |
True |
False |
1,802 |
100 |
5,652.0 |
4,540.0 |
1,112.0 |
19.8% |
104.6 |
1.9% |
98% |
True |
False |
1,478 |
120 |
5,652.0 |
3,993.0 |
1,659.0 |
29.5% |
106.1 |
1.9% |
98% |
True |
False |
1,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,860.3 |
2.618 |
5,780.3 |
1.618 |
5,731.3 |
1.000 |
5,701.0 |
0.618 |
5,682.3 |
HIGH |
5,652.0 |
0.618 |
5,633.3 |
0.500 |
5,627.5 |
0.382 |
5,621.7 |
LOW |
5,603.0 |
0.618 |
5,572.7 |
1.000 |
5,554.0 |
1.618 |
5,523.7 |
2.618 |
5,474.7 |
4.250 |
5,394.8 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,627.5 |
5,602.2 |
PP |
5,627.2 |
5,577.8 |
S1 |
5,626.8 |
5,553.5 |
|