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 |
4,944.5 |
5,011.0 |
66.5 |
1.3% |
4,916.0 |
High |
5,006.5 |
5,036.0 |
29.5 |
0.6% |
5,012.5 |
Low |
4,922.0 |
4,966.0 |
44.0 |
0.9% |
4,893.0 |
Close |
4,986.5 |
5,011.0 |
24.5 |
0.5% |
4,980.0 |
Range |
84.5 |
70.0 |
-14.5 |
-17.2% |
119.5 |
ATR |
73.1 |
72.9 |
-0.2 |
-0.3% |
0.0 |
Volume |
52,244 |
137,541 |
85,297 |
163.3% |
85,588 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,214.5 |
5,182.5 |
5,049.5 |
|
R3 |
5,144.5 |
5,112.5 |
5,030.0 |
|
R2 |
5,074.5 |
5,074.5 |
5,024.0 |
|
R1 |
5,042.5 |
5,042.5 |
5,017.5 |
5,046.0 |
PP |
5,004.5 |
5,004.5 |
5,004.5 |
5,006.0 |
S1 |
4,972.5 |
4,972.5 |
5,004.5 |
4,976.0 |
S2 |
4,934.5 |
4,934.5 |
4,998.0 |
|
S3 |
4,864.5 |
4,902.5 |
4,992.0 |
|
S4 |
4,794.5 |
4,832.5 |
4,972.5 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,320.5 |
5,269.5 |
5,045.5 |
|
R3 |
5,201.0 |
5,150.0 |
5,013.0 |
|
R2 |
5,081.5 |
5,081.5 |
5,002.0 |
|
R1 |
5,030.5 |
5,030.5 |
4,991.0 |
5,056.0 |
PP |
4,962.0 |
4,962.0 |
4,962.0 |
4,974.5 |
S1 |
4,911.0 |
4,911.0 |
4,969.0 |
4,936.5 |
S2 |
4,842.5 |
4,842.5 |
4,958.0 |
|
S3 |
4,723.0 |
4,791.5 |
4,947.0 |
|
S4 |
4,603.5 |
4,672.0 |
4,914.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,036.0 |
4,895.0 |
141.0 |
2.8% |
76.5 |
1.5% |
82% |
True |
False |
53,282 |
10 |
5,036.0 |
4,742.5 |
293.5 |
5.9% |
67.5 |
1.3% |
91% |
True |
False |
28,133 |
20 |
5,036.0 |
4,568.0 |
468.0 |
9.3% |
61.5 |
1.2% |
95% |
True |
False |
14,656 |
40 |
5,036.0 |
4,346.0 |
690.0 |
13.8% |
57.5 |
1.1% |
96% |
True |
False |
7,393 |
60 |
5,036.0 |
4,041.0 |
995.0 |
19.9% |
60.5 |
1.2% |
97% |
True |
False |
4,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,333.5 |
2.618 |
5,219.5 |
1.618 |
5,149.5 |
1.000 |
5,106.0 |
0.618 |
5,079.5 |
HIGH |
5,036.0 |
0.618 |
5,009.5 |
0.500 |
5,001.0 |
0.382 |
4,992.5 |
LOW |
4,966.0 |
0.618 |
4,922.5 |
1.000 |
4,896.0 |
1.618 |
4,852.5 |
2.618 |
4,782.5 |
4.250 |
4,668.5 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,007.5 |
5,000.5 |
PP |
5,004.5 |
4,989.5 |
S1 |
5,001.0 |
4,979.0 |
|