Trading Metrics calculated at close of trading on 16-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,549 |
9,604 |
55 |
0.6% |
9,350 |
High |
9,654 |
9,741 |
87 |
0.9% |
9,588 |
Low |
9,518 |
9,594 |
76 |
0.8% |
9,347 |
Close |
9,603 |
9,725 |
122 |
1.3% |
9,531 |
Range |
136 |
147 |
11 |
8.1% |
241 |
ATR |
136 |
137 |
1 |
0.6% |
0 |
Volume |
132,960 |
172,147 |
39,187 |
29.5% |
87,002 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,128 |
10,073 |
9,806 |
|
R3 |
9,981 |
9,926 |
9,766 |
|
R2 |
9,834 |
9,834 |
9,752 |
|
R1 |
9,779 |
9,779 |
9,739 |
9,807 |
PP |
9,687 |
9,687 |
9,687 |
9,700 |
S1 |
9,632 |
9,632 |
9,712 |
9,660 |
S2 |
9,540 |
9,540 |
9,698 |
|
S3 |
9,393 |
9,485 |
9,685 |
|
S4 |
9,246 |
9,338 |
9,644 |
|
|
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 |
9,741 |
9,433 |
308 |
3.2% |
126 |
1.3% |
95% |
True |
False |
100,403 |
10 |
9,741 |
9,186 |
555 |
5.7% |
117 |
1.2% |
97% |
True |
False |
50,639 |
20 |
9,741 |
9,049 |
692 |
7.1% |
138 |
1.4% |
98% |
True |
False |
25,541 |
40 |
9,741 |
8,750 |
991 |
10.2% |
142 |
1.5% |
98% |
True |
False |
12,834 |
60 |
9,741 |
7,961 |
1,780 |
18.3% |
143 |
1.5% |
99% |
True |
False |
8,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,366 |
2.618 |
10,126 |
1.618 |
9,979 |
1.000 |
9,888 |
0.618 |
9,832 |
HIGH |
9,741 |
0.618 |
9,685 |
0.500 |
9,668 |
0.382 |
9,650 |
LOW |
9,594 |
0.618 |
9,503 |
1.000 |
9,447 |
1.618 |
9,356 |
2.618 |
9,209 |
4.250 |
8,969 |
|
|
Fisher Pivots for day following 16-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,706 |
9,679 |
PP |
9,687 |
9,633 |
S1 |
9,668 |
9,587 |
|