Trading Metrics calculated at close of trading on 16-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,625.0 |
5,646.5 |
21.5 |
0.4% |
5,472.0 |
High |
5,651.5 |
5,730.0 |
78.5 |
1.4% |
5,652.0 |
Low |
5,589.0 |
5,643.5 |
54.5 |
1.0% |
5,455.0 |
Close |
5,622.5 |
5,696.0 |
73.5 |
1.3% |
5,626.5 |
Range |
62.5 |
86.5 |
24.0 |
38.4% |
197.0 |
ATR |
104.4 |
104.6 |
0.2 |
0.2% |
0.0 |
Volume |
42,258 |
58,275 |
16,017 |
37.9% |
54,177 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,949.3 |
5,909.2 |
5,743.6 |
|
R3 |
5,862.8 |
5,822.7 |
5,719.8 |
|
R2 |
5,776.3 |
5,776.3 |
5,711.9 |
|
R1 |
5,736.2 |
5,736.2 |
5,703.9 |
5,756.3 |
PP |
5,689.8 |
5,689.8 |
5,689.8 |
5,699.9 |
S1 |
5,649.7 |
5,649.7 |
5,688.1 |
5,669.8 |
S2 |
5,603.3 |
5,603.3 |
5,680.1 |
|
S3 |
5,516.8 |
5,563.2 |
5,672.2 |
|
S4 |
5,430.3 |
5,476.7 |
5,648.4 |
|
|
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 |
5,730.0 |
5,535.0 |
195.0 |
3.4% |
78.1 |
1.4% |
83% |
True |
False |
31,602 |
10 |
5,730.0 |
5,268.5 |
461.5 |
8.1% |
82.4 |
1.4% |
93% |
True |
False |
19,687 |
20 |
5,730.0 |
5,165.0 |
565.0 |
9.9% |
93.4 |
1.6% |
94% |
True |
False |
10,381 |
40 |
5,730.0 |
5,057.0 |
673.0 |
11.8% |
102.6 |
1.8% |
95% |
True |
False |
5,691 |
60 |
5,730.0 |
4,540.0 |
1,190.0 |
20.9% |
104.3 |
1.8% |
97% |
True |
False |
3,960 |
80 |
5,730.0 |
4,540.0 |
1,190.0 |
20.9% |
102.6 |
1.8% |
97% |
True |
False |
3,404 |
100 |
5,730.0 |
4,540.0 |
1,190.0 |
20.9% |
104.7 |
1.8% |
97% |
True |
False |
2,765 |
120 |
5,730.0 |
3,993.0 |
1,737.0 |
30.5% |
106.3 |
1.9% |
98% |
True |
False |
2,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,097.6 |
2.618 |
5,956.5 |
1.618 |
5,870.0 |
1.000 |
5,816.5 |
0.618 |
5,783.5 |
HIGH |
5,730.0 |
0.618 |
5,697.0 |
0.500 |
5,686.8 |
0.382 |
5,676.5 |
LOW |
5,643.5 |
0.618 |
5,590.0 |
1.000 |
5,557.0 |
1.618 |
5,503.5 |
2.618 |
5,417.0 |
4.250 |
5,275.9 |
|
|
Fisher Pivots for day following 16-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,692.9 |
5,674.8 |
PP |
5,689.8 |
5,653.7 |
S1 |
5,686.8 |
5,632.5 |
|