Trading Metrics calculated at close of trading on 11-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,479 |
9,547 |
68 |
0.7% |
9,350 |
High |
9,572 |
9,588 |
16 |
0.2% |
9,588 |
Low |
9,443 |
9,509 |
66 |
0.7% |
9,347 |
Close |
9,544 |
9,531 |
-13 |
-0.1% |
9,531 |
Range |
129 |
79 |
-50 |
-38.8% |
241 |
ATR |
141 |
136 |
-4 |
-3.1% |
0 |
Volume |
9,371 |
74,846 |
65,475 |
698.7% |
87,002 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,780 |
9,734 |
9,575 |
|
R3 |
9,701 |
9,655 |
9,553 |
|
R2 |
9,622 |
9,622 |
9,546 |
|
R1 |
9,576 |
9,576 |
9,538 |
9,560 |
PP |
9,543 |
9,543 |
9,543 |
9,534 |
S1 |
9,497 |
9,497 |
9,524 |
9,481 |
S2 |
9,464 |
9,464 |
9,517 |
|
S3 |
9,385 |
9,418 |
9,509 |
|
S4 |
9,306 |
9,339 |
9,488 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,212 |
10,112 |
9,664 |
|
R3 |
9,971 |
9,871 |
9,597 |
|
R2 |
9,730 |
9,730 |
9,575 |
|
R1 |
9,630 |
9,630 |
9,553 |
9,680 |
PP |
9,489 |
9,489 |
9,489 |
9,514 |
S1 |
9,389 |
9,389 |
9,509 |
9,439 |
S2 |
9,248 |
9,248 |
9,487 |
|
S3 |
9,007 |
9,148 |
9,465 |
|
S4 |
8,766 |
8,907 |
9,399 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,588 |
9,257 |
331 |
3.5% |
113 |
1.2% |
83% |
True |
False |
17,489 |
10 |
9,588 |
9,186 |
402 |
4.2% |
129 |
1.4% |
86% |
True |
False |
8,995 |
20 |
9,588 |
9,033 |
555 |
5.8% |
143 |
1.5% |
90% |
True |
False |
4,670 |
40 |
9,588 |
8,553 |
1,035 |
10.9% |
140 |
1.5% |
94% |
True |
False |
2,392 |
60 |
9,588 |
7,961 |
1,627 |
17.1% |
144 |
1.5% |
96% |
True |
False |
1,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,924 |
2.618 |
9,795 |
1.618 |
9,716 |
1.000 |
9,667 |
0.618 |
9,637 |
HIGH |
9,588 |
0.618 |
9,558 |
0.500 |
9,549 |
0.382 |
9,539 |
LOW |
9,509 |
0.618 |
9,460 |
1.000 |
9,430 |
1.618 |
9,381 |
2.618 |
9,302 |
4.250 |
9,173 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,549 |
9,517 |
PP |
9,543 |
9,503 |
S1 |
9,537 |
9,490 |
|