Trading Metrics calculated at close of trading on 15-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,569.0 |
5,625.0 |
56.0 |
1.0% |
5,472.0 |
High |
5,645.5 |
5,651.5 |
6.0 |
0.1% |
5,652.0 |
Low |
5,535.0 |
5,589.0 |
54.0 |
1.0% |
5,455.0 |
Close |
5,620.0 |
5,622.5 |
2.5 |
0.0% |
5,626.5 |
Range |
110.5 |
62.5 |
-48.0 |
-43.4% |
197.0 |
ATR |
107.6 |
104.4 |
-3.2 |
-3.0% |
0.0 |
Volume |
28,344 |
42,258 |
13,914 |
49.1% |
54,177 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,808.5 |
5,778.0 |
5,656.9 |
|
R3 |
5,746.0 |
5,715.5 |
5,639.7 |
|
R2 |
5,683.5 |
5,683.5 |
5,634.0 |
|
R1 |
5,653.0 |
5,653.0 |
5,628.2 |
5,637.0 |
PP |
5,621.0 |
5,621.0 |
5,621.0 |
5,613.0 |
S1 |
5,590.5 |
5,590.5 |
5,616.8 |
5,574.5 |
S2 |
5,558.5 |
5,558.5 |
5,611.0 |
|
S3 |
5,496.0 |
5,528.0 |
5,605.3 |
|
S4 |
5,433.5 |
5,465.5 |
5,588.1 |
|
|
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% |
87.2 |
1.6% |
85% |
False |
False |
23,240 |
10 |
5,652.0 |
5,268.5 |
383.5 |
6.8% |
94.6 |
1.7% |
92% |
False |
False |
13,931 |
20 |
5,652.0 |
5,165.0 |
487.0 |
8.7% |
91.3 |
1.6% |
94% |
False |
False |
7,522 |
40 |
5,652.0 |
5,038.5 |
613.5 |
10.9% |
103.1 |
1.8% |
95% |
False |
False |
4,244 |
60 |
5,652.0 |
4,540.0 |
1,112.0 |
19.8% |
104.1 |
1.9% |
97% |
False |
False |
2,995 |
80 |
5,652.0 |
4,540.0 |
1,112.0 |
19.8% |
104.1 |
1.9% |
97% |
False |
False |
2,682 |
100 |
5,652.0 |
4,540.0 |
1,112.0 |
19.8% |
105.1 |
1.9% |
97% |
False |
False |
2,183 |
120 |
5,652.0 |
3,993.0 |
1,659.0 |
29.5% |
106.1 |
1.9% |
98% |
False |
False |
1,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,917.1 |
2.618 |
5,815.1 |
1.618 |
5,752.6 |
1.000 |
5,714.0 |
0.618 |
5,690.1 |
HIGH |
5,651.5 |
0.618 |
5,627.6 |
0.500 |
5,620.3 |
0.382 |
5,612.9 |
LOW |
5,589.0 |
0.618 |
5,550.4 |
1.000 |
5,526.5 |
1.618 |
5,487.9 |
2.618 |
5,425.4 |
4.250 |
5,323.4 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,621.8 |
5,612.8 |
PP |
5,621.0 |
5,603.2 |
S1 |
5,620.3 |
5,593.5 |
|