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 |
9,522 |
9,549 |
27 |
0.3% |
9,350 |
High |
9,569 |
9,654 |
85 |
0.9% |
9,588 |
Low |
9,433 |
9,518 |
85 |
0.9% |
9,347 |
Close |
9,550 |
9,603 |
53 |
0.6% |
9,531 |
Range |
136 |
136 |
0 |
0.0% |
241 |
ATR |
136 |
136 |
0 |
0.0% |
0 |
Volume |
112,693 |
132,960 |
20,267 |
18.0% |
87,002 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,000 |
9,937 |
9,678 |
|
R3 |
9,864 |
9,801 |
9,641 |
|
R2 |
9,728 |
9,728 |
9,628 |
|
R1 |
9,665 |
9,665 |
9,616 |
9,697 |
PP |
9,592 |
9,592 |
9,592 |
9,607 |
S1 |
9,529 |
9,529 |
9,591 |
9,561 |
S2 |
9,456 |
9,456 |
9,578 |
|
S3 |
9,320 |
9,393 |
9,566 |
|
S4 |
9,184 |
9,257 |
9,528 |
|
|
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 |
9,654 |
9,391 |
263 |
2.7% |
121 |
1.3% |
81% |
True |
False |
66,389 |
10 |
9,654 |
9,186 |
468 |
4.9% |
129 |
1.3% |
89% |
True |
False |
33,467 |
20 |
9,654 |
9,047 |
607 |
6.3% |
136 |
1.4% |
92% |
True |
False |
16,943 |
40 |
9,654 |
8,702 |
952 |
9.9% |
141 |
1.5% |
95% |
True |
False |
8,531 |
60 |
9,654 |
7,961 |
1,693 |
17.6% |
143 |
1.5% |
97% |
True |
False |
5,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,232 |
2.618 |
10,010 |
1.618 |
9,874 |
1.000 |
9,790 |
0.618 |
9,738 |
HIGH |
9,654 |
0.618 |
9,602 |
0.500 |
9,586 |
0.382 |
9,570 |
LOW |
9,518 |
0.618 |
9,434 |
1.000 |
9,382 |
1.618 |
9,298 |
2.618 |
9,162 |
4.250 |
8,940 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,597 |
9,583 |
PP |
9,592 |
9,563 |
S1 |
9,586 |
9,544 |
|