Trading Metrics calculated at close of trading on 11-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
996.0 |
999.2 |
3.2 |
0.3% |
995.0 |
High |
1,001.0 |
1,014.9 |
13.9 |
1.4% |
1,014.9 |
Low |
985.0 |
997.6 |
12.6 |
1.3% |
985.0 |
Close |
998.0 |
1,007.6 |
9.6 |
1.0% |
1,007.6 |
Range |
16.0 |
17.3 |
1.3 |
8.1% |
29.9 |
ATR |
13.4 |
13.7 |
0.3 |
2.1% |
0.0 |
Volume |
939 |
2,650 |
1,711 |
182.2% |
7,675 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,058.6 |
1,050.4 |
1,017.1 |
|
R3 |
1,041.3 |
1,033.1 |
1,012.4 |
|
R2 |
1,024.0 |
1,024.0 |
1,010.8 |
|
R1 |
1,015.8 |
1,015.8 |
1,009.2 |
1,019.9 |
PP |
1,006.7 |
1,006.7 |
1,006.7 |
1,008.8 |
S1 |
998.5 |
998.5 |
1,006.0 |
1,002.6 |
S2 |
989.4 |
989.4 |
1,004.4 |
|
S3 |
972.1 |
981.2 |
1,002.8 |
|
S4 |
954.8 |
963.9 |
998.1 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,092.2 |
1,079.8 |
1,024.0 |
|
R3 |
1,062.3 |
1,049.9 |
1,015.8 |
|
R2 |
1,032.4 |
1,032.4 |
1,013.1 |
|
R1 |
1,020.0 |
1,020.0 |
1,010.3 |
1,026.2 |
PP |
1,002.5 |
1,002.5 |
1,002.5 |
1,005.6 |
S1 |
990.1 |
990.1 |
1,004.9 |
996.3 |
S2 |
972.6 |
972.6 |
1,002.1 |
|
S3 |
942.7 |
960.2 |
999.4 |
|
S4 |
912.8 |
930.3 |
991.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,014.9 |
985.0 |
29.9 |
3.0% |
14.7 |
1.5% |
76% |
True |
False |
1,832 |
10 |
1,014.9 |
950.1 |
64.8 |
6.4% |
15.3 |
1.5% |
89% |
True |
False |
1,390 |
20 |
1,014.9 |
933.5 |
81.4 |
8.1% |
13.5 |
1.3% |
91% |
True |
False |
1,255 |
40 |
1,014.9 |
929.2 |
85.7 |
8.5% |
11.6 |
1.1% |
91% |
True |
False |
1,376 |
60 |
1,014.9 |
909.5 |
105.4 |
10.5% |
10.9 |
1.1% |
93% |
True |
False |
1,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,088.4 |
2.618 |
1,060.2 |
1.618 |
1,042.9 |
1.000 |
1,032.2 |
0.618 |
1,025.6 |
HIGH |
1,014.9 |
0.618 |
1,008.3 |
0.500 |
1,006.3 |
0.382 |
1,004.2 |
LOW |
997.6 |
0.618 |
986.9 |
1.000 |
980.3 |
1.618 |
969.6 |
2.618 |
952.3 |
4.250 |
924.1 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,007.2 |
1,005.1 |
PP |
1,006.7 |
1,002.5 |
S1 |
1,006.3 |
1,000.0 |
|