Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
995.0 |
1,000.7 |
5.7 |
0.6% |
961.8 |
High |
1,010.0 |
1,005.8 |
-4.2 |
-0.4% |
1,000.1 |
Low |
994.7 |
991.8 |
-2.9 |
-0.3% |
950.1 |
Close |
1,001.1 |
998.4 |
-2.7 |
-0.3% |
998.0 |
Range |
15.3 |
14.0 |
-1.3 |
-8.5% |
50.0 |
ATR |
13.2 |
13.2 |
0.1 |
0.5% |
0.0 |
Volume |
601 |
3,485 |
2,884 |
479.9% |
5,699 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,040.7 |
1,033.5 |
1,006.1 |
|
R3 |
1,026.7 |
1,019.5 |
1,002.3 |
|
R2 |
1,012.7 |
1,012.7 |
1,001.0 |
|
R1 |
1,005.5 |
1,005.5 |
999.7 |
1,002.1 |
PP |
998.7 |
998.7 |
998.7 |
997.0 |
S1 |
991.5 |
991.5 |
997.1 |
988.1 |
S2 |
984.7 |
984.7 |
995.8 |
|
S3 |
970.7 |
977.5 |
994.6 |
|
S4 |
956.7 |
963.5 |
990.7 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,132.7 |
1,115.4 |
1,025.5 |
|
R3 |
1,082.7 |
1,065.4 |
1,011.8 |
|
R2 |
1,032.7 |
1,032.7 |
1,007.2 |
|
R1 |
1,015.4 |
1,015.4 |
1,002.6 |
1,024.1 |
PP |
982.7 |
982.7 |
982.7 |
987.1 |
S1 |
965.4 |
965.4 |
993.4 |
974.1 |
S2 |
932.7 |
932.7 |
988.8 |
|
S3 |
882.7 |
915.4 |
984.3 |
|
S4 |
832.7 |
865.4 |
970.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,010.0 |
955.8 |
54.2 |
5.4% |
17.7 |
1.8% |
79% |
False |
False |
1,795 |
10 |
1,010.0 |
942.9 |
67.1 |
6.7% |
13.8 |
1.4% |
83% |
False |
False |
1,206 |
20 |
1,010.0 |
933.5 |
76.5 |
7.7% |
12.8 |
1.3% |
85% |
False |
False |
1,151 |
40 |
1,010.0 |
929.2 |
80.8 |
8.1% |
11.0 |
1.1% |
86% |
False |
False |
1,336 |
60 |
1,010.0 |
909.5 |
100.5 |
10.1% |
10.6 |
1.1% |
88% |
False |
False |
1,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,065.3 |
2.618 |
1,042.5 |
1.618 |
1,028.5 |
1.000 |
1,019.8 |
0.618 |
1,014.5 |
HIGH |
1,005.8 |
0.618 |
1,000.5 |
0.500 |
998.8 |
0.382 |
997.1 |
LOW |
991.8 |
0.618 |
983.1 |
1.000 |
977.8 |
1.618 |
969.1 |
2.618 |
955.1 |
4.250 |
932.3 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
998.8 |
999.3 |
PP |
998.7 |
999.0 |
S1 |
998.5 |
998.7 |
|