Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,547 |
9,522 |
-25 |
-0.3% |
9,350 |
High |
9,588 |
9,569 |
-19 |
-0.2% |
9,588 |
Low |
9,509 |
9,433 |
-76 |
-0.8% |
9,347 |
Close |
9,531 |
9,550 |
19 |
0.2% |
9,531 |
Range |
79 |
136 |
57 |
72.2% |
241 |
ATR |
136 |
136 |
0 |
0.0% |
0 |
Volume |
74,846 |
112,693 |
37,847 |
50.6% |
87,002 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,925 |
9,874 |
9,625 |
|
R3 |
9,789 |
9,738 |
9,588 |
|
R2 |
9,653 |
9,653 |
9,575 |
|
R1 |
9,602 |
9,602 |
9,563 |
9,628 |
PP |
9,517 |
9,517 |
9,517 |
9,530 |
S1 |
9,466 |
9,466 |
9,538 |
9,492 |
S2 |
9,381 |
9,381 |
9,525 |
|
S3 |
9,245 |
9,330 |
9,513 |
|
S4 |
9,109 |
9,194 |
9,475 |
|
|
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 |
9,347 |
241 |
2.5% |
116 |
1.2% |
84% |
False |
False |
39,939 |
10 |
9,588 |
9,186 |
402 |
4.2% |
128 |
1.3% |
91% |
False |
False |
20,229 |
20 |
9,588 |
9,033 |
555 |
5.8% |
139 |
1.5% |
93% |
False |
False |
10,299 |
40 |
9,588 |
8,610 |
978 |
10.2% |
141 |
1.5% |
96% |
False |
False |
5,207 |
60 |
9,588 |
7,961 |
1,627 |
17.0% |
144 |
1.5% |
98% |
False |
False |
3,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,147 |
2.618 |
9,925 |
1.618 |
9,789 |
1.000 |
9,705 |
0.618 |
9,653 |
HIGH |
9,569 |
0.618 |
9,517 |
0.500 |
9,501 |
0.382 |
9,485 |
LOW |
9,433 |
0.618 |
9,349 |
1.000 |
9,297 |
1.618 |
9,213 |
2.618 |
9,077 |
4.250 |
8,855 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,534 |
9,537 |
PP |
9,517 |
9,524 |
S1 |
9,501 |
9,511 |
|