Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,000.7 |
996.0 |
-4.7 |
-0.5% |
961.8 |
High |
1,005.8 |
1,001.0 |
-4.8 |
-0.5% |
1,000.1 |
Low |
991.8 |
985.0 |
-6.8 |
-0.7% |
950.1 |
Close |
998.4 |
998.0 |
-0.4 |
0.0% |
998.0 |
Range |
14.0 |
16.0 |
2.0 |
14.3% |
50.0 |
ATR |
13.2 |
13.4 |
0.2 |
1.5% |
0.0 |
Volume |
3,485 |
939 |
-2,546 |
-73.1% |
5,699 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,042.7 |
1,036.3 |
1,006.8 |
|
R3 |
1,026.7 |
1,020.3 |
1,002.4 |
|
R2 |
1,010.7 |
1,010.7 |
1,000.9 |
|
R1 |
1,004.3 |
1,004.3 |
999.5 |
1,007.5 |
PP |
994.7 |
994.7 |
994.7 |
996.3 |
S1 |
988.3 |
988.3 |
996.5 |
991.5 |
S2 |
978.7 |
978.7 |
995.1 |
|
S3 |
962.7 |
972.3 |
993.6 |
|
S4 |
946.7 |
956.3 |
989.2 |
|
|
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 |
977.8 |
32.2 |
3.2% |
15.7 |
1.6% |
63% |
False |
False |
1,716 |
10 |
1,010.0 |
944.4 |
65.6 |
6.6% |
14.5 |
1.4% |
82% |
False |
False |
1,167 |
20 |
1,010.0 |
933.5 |
76.5 |
7.7% |
13.2 |
1.3% |
84% |
False |
False |
1,163 |
40 |
1,010.0 |
929.2 |
80.8 |
8.1% |
11.2 |
1.1% |
85% |
False |
False |
1,325 |
60 |
1,010.0 |
909.5 |
100.5 |
10.1% |
10.7 |
1.1% |
88% |
False |
False |
1,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,069.0 |
2.618 |
1,042.9 |
1.618 |
1,026.9 |
1.000 |
1,017.0 |
0.618 |
1,010.9 |
HIGH |
1,001.0 |
0.618 |
994.9 |
0.500 |
993.0 |
0.382 |
991.1 |
LOW |
985.0 |
0.618 |
975.1 |
1.000 |
969.0 |
1.618 |
959.1 |
2.618 |
943.1 |
4.250 |
917.0 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
996.3 |
997.8 |
PP |
994.7 |
997.7 |
S1 |
993.0 |
997.5 |
|