Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,618.5 |
5,569.0 |
-49.5 |
-0.9% |
5,472.0 |
High |
5,652.0 |
5,645.5 |
-6.5 |
-0.1% |
5,652.0 |
Low |
5,603.0 |
5,535.0 |
-68.0 |
-1.2% |
5,455.0 |
Close |
5,626.5 |
5,620.0 |
-6.5 |
-0.1% |
5,626.5 |
Range |
49.0 |
110.5 |
61.5 |
125.5% |
197.0 |
ATR |
107.4 |
107.6 |
0.2 |
0.2% |
0.0 |
Volume |
11,218 |
28,344 |
17,126 |
152.7% |
54,177 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,931.7 |
5,886.3 |
5,680.8 |
|
R3 |
5,821.2 |
5,775.8 |
5,650.4 |
|
R2 |
5,710.7 |
5,710.7 |
5,640.3 |
|
R1 |
5,665.3 |
5,665.3 |
5,630.1 |
5,688.0 |
PP |
5,600.2 |
5,600.2 |
5,600.2 |
5,611.5 |
S1 |
5,554.8 |
5,554.8 |
5,609.9 |
5,577.5 |
S2 |
5,489.7 |
5,489.7 |
5,599.7 |
|
S3 |
5,379.2 |
5,444.3 |
5,589.6 |
|
S4 |
5,268.7 |
5,333.8 |
5,559.2 |
|
|
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 |
5,455.0 |
197.0 |
3.5% |
83.4 |
1.5% |
84% |
False |
False |
16,504 |
10 |
5,652.0 |
5,268.5 |
383.5 |
6.8% |
92.8 |
1.7% |
92% |
False |
False |
9,748 |
20 |
5,652.0 |
5,165.0 |
487.0 |
8.7% |
93.3 |
1.7% |
93% |
False |
False |
5,488 |
40 |
5,652.0 |
5,012.5 |
639.5 |
11.4% |
102.8 |
1.8% |
95% |
False |
False |
3,191 |
60 |
5,652.0 |
4,540.0 |
1,112.0 |
19.8% |
106.3 |
1.9% |
97% |
False |
False |
2,300 |
80 |
5,652.0 |
4,540.0 |
1,112.0 |
19.8% |
104.5 |
1.9% |
97% |
False |
False |
2,155 |
100 |
5,652.0 |
4,540.0 |
1,112.0 |
19.8% |
105.1 |
1.9% |
97% |
False |
False |
1,761 |
120 |
5,652.0 |
3,993.0 |
1,659.0 |
29.5% |
106.5 |
1.9% |
98% |
False |
False |
1,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,115.1 |
2.618 |
5,934.8 |
1.618 |
5,824.3 |
1.000 |
5,756.0 |
0.618 |
5,713.8 |
HIGH |
5,645.5 |
0.618 |
5,603.3 |
0.500 |
5,590.3 |
0.382 |
5,577.2 |
LOW |
5,535.0 |
0.618 |
5,466.7 |
1.000 |
5,424.5 |
1.618 |
5,356.2 |
2.618 |
5,245.7 |
4.250 |
5,065.4 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,610.1 |
5,611.2 |
PP |
5,600.2 |
5,602.3 |
S1 |
5,590.3 |
5,593.5 |
|