Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,428 |
9,479 |
51 |
0.5% |
9,447 |
High |
9,513 |
9,572 |
59 |
0.6% |
9,492 |
Low |
9,391 |
9,443 |
52 |
0.6% |
9,186 |
Close |
9,479 |
9,544 |
65 |
0.7% |
9,356 |
Range |
122 |
129 |
7 |
5.7% |
306 |
ATR |
142 |
141 |
-1 |
-0.6% |
0 |
Volume |
2,078 |
9,371 |
7,293 |
351.0% |
2,600 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,907 |
9,854 |
9,615 |
|
R3 |
9,778 |
9,725 |
9,580 |
|
R2 |
9,649 |
9,649 |
9,568 |
|
R1 |
9,596 |
9,596 |
9,556 |
9,623 |
PP |
9,520 |
9,520 |
9,520 |
9,533 |
S1 |
9,467 |
9,467 |
9,532 |
9,494 |
S2 |
9,391 |
9,391 |
9,520 |
|
S3 |
9,262 |
9,338 |
9,509 |
|
S4 |
9,133 |
9,209 |
9,473 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,263 |
10,115 |
9,524 |
|
R3 |
9,957 |
9,809 |
9,440 |
|
R2 |
9,651 |
9,651 |
9,412 |
|
R1 |
9,503 |
9,503 |
9,384 |
9,424 |
PP |
9,345 |
9,345 |
9,345 |
9,305 |
S1 |
9,197 |
9,197 |
9,328 |
9,118 |
S2 |
9,039 |
9,039 |
9,300 |
|
S3 |
8,733 |
8,891 |
9,272 |
|
S4 |
8,427 |
8,585 |
9,188 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,572 |
9,186 |
386 |
4.0% |
118 |
1.2% |
93% |
True |
False |
2,578 |
10 |
9,576 |
9,186 |
390 |
4.1% |
136 |
1.4% |
92% |
False |
False |
1,607 |
20 |
9,576 |
9,033 |
543 |
5.7% |
146 |
1.5% |
94% |
False |
False |
932 |
40 |
9,576 |
8,440 |
1,136 |
11.9% |
143 |
1.5% |
97% |
False |
False |
523 |
60 |
9,576 |
7,961 |
1,615 |
16.9% |
143 |
1.5% |
98% |
False |
False |
362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,120 |
2.618 |
9,910 |
1.618 |
9,781 |
1.000 |
9,701 |
0.618 |
9,652 |
HIGH |
9,572 |
0.618 |
9,523 |
0.500 |
9,508 |
0.382 |
9,492 |
LOW |
9,443 |
0.618 |
9,363 |
1.000 |
9,314 |
1.618 |
9,234 |
2.618 |
9,105 |
4.250 |
8,895 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,532 |
9,516 |
PP |
9,520 |
9,488 |
S1 |
9,508 |
9,460 |
|