Trading Metrics calculated at close of trading on 17-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,646.5 |
5,742.0 |
95.5 |
1.7% |
5,472.0 |
High |
5,730.0 |
5,750.0 |
20.0 |
0.3% |
5,652.0 |
Low |
5,643.5 |
5,697.5 |
54.0 |
1.0% |
5,455.0 |
Close |
5,696.0 |
5,739.0 |
43.0 |
0.8% |
5,626.5 |
Range |
86.5 |
52.5 |
-34.0 |
-39.3% |
197.0 |
ATR |
104.6 |
101.0 |
-3.6 |
-3.5% |
0.0 |
Volume |
58,275 |
87,256 |
28,981 |
49.7% |
54,177 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,886.3 |
5,865.2 |
5,767.9 |
|
R3 |
5,833.8 |
5,812.7 |
5,753.4 |
|
R2 |
5,781.3 |
5,781.3 |
5,748.6 |
|
R1 |
5,760.2 |
5,760.2 |
5,743.8 |
5,744.5 |
PP |
5,728.8 |
5,728.8 |
5,728.8 |
5,721.0 |
S1 |
5,707.7 |
5,707.7 |
5,734.2 |
5,692.0 |
S2 |
5,676.3 |
5,676.3 |
5,729.4 |
|
S3 |
5,623.8 |
5,655.2 |
5,724.6 |
|
S4 |
5,571.3 |
5,602.7 |
5,710.1 |
|
|
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 |
5,750.0 |
5,535.0 |
215.0 |
3.7% |
72.2 |
1.3% |
95% |
True |
False |
45,470 |
10 |
5,750.0 |
5,283.0 |
467.0 |
8.1% |
80.7 |
1.4% |
98% |
True |
False |
28,346 |
20 |
5,750.0 |
5,268.5 |
481.5 |
8.4% |
90.3 |
1.6% |
98% |
True |
False |
14,683 |
40 |
5,750.0 |
5,111.0 |
639.0 |
11.1% |
101.7 |
1.8% |
98% |
True |
False |
7,869 |
60 |
5,750.0 |
4,540.0 |
1,210.0 |
21.1% |
103.0 |
1.8% |
99% |
True |
False |
5,407 |
80 |
5,750.0 |
4,540.0 |
1,210.0 |
21.1% |
102.2 |
1.8% |
99% |
True |
False |
4,493 |
100 |
5,750.0 |
4,540.0 |
1,210.0 |
21.1% |
104.6 |
1.8% |
99% |
True |
False |
3,638 |
120 |
5,750.0 |
3,993.0 |
1,757.0 |
30.6% |
105.8 |
1.8% |
99% |
True |
False |
3,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,973.1 |
2.618 |
5,887.4 |
1.618 |
5,834.9 |
1.000 |
5,802.5 |
0.618 |
5,782.4 |
HIGH |
5,750.0 |
0.618 |
5,729.9 |
0.500 |
5,723.8 |
0.382 |
5,717.6 |
LOW |
5,697.5 |
0.618 |
5,665.1 |
1.000 |
5,645.0 |
1.618 |
5,612.6 |
2.618 |
5,560.1 |
4.250 |
5,474.4 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,733.9 |
5,715.8 |
PP |
5,728.8 |
5,692.7 |
S1 |
5,723.8 |
5,669.5 |
|