Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
999.2 |
1,010.1 |
10.9 |
1.1% |
995.0 |
High |
1,014.9 |
1,010.6 |
-4.3 |
-0.4% |
1,014.9 |
Low |
997.6 |
996.3 |
-1.3 |
-0.1% |
985.0 |
Close |
1,007.6 |
1,002.3 |
-5.3 |
-0.5% |
1,007.6 |
Range |
17.3 |
14.3 |
-3.0 |
-17.3% |
29.9 |
ATR |
13.7 |
13.7 |
0.0 |
0.3% |
0.0 |
Volume |
2,650 |
689 |
-1,961 |
-74.0% |
7,675 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,046.0 |
1,038.4 |
1,010.2 |
|
R3 |
1,031.7 |
1,024.1 |
1,006.2 |
|
R2 |
1,017.4 |
1,017.4 |
1,004.9 |
|
R1 |
1,009.8 |
1,009.8 |
1,003.6 |
1,006.5 |
PP |
1,003.1 |
1,003.1 |
1,003.1 |
1,001.4 |
S1 |
995.5 |
995.5 |
1,001.0 |
992.2 |
S2 |
988.8 |
988.8 |
999.7 |
|
S3 |
974.5 |
981.2 |
998.4 |
|
S4 |
960.2 |
966.9 |
994.4 |
|
|
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% |
15.4 |
1.5% |
58% |
False |
False |
1,672 |
10 |
1,014.9 |
950.1 |
64.8 |
6.5% |
15.7 |
1.6% |
81% |
False |
False |
1,406 |
20 |
1,014.9 |
933.5 |
81.4 |
8.1% |
13.4 |
1.3% |
85% |
False |
False |
1,218 |
40 |
1,014.9 |
929.2 |
85.7 |
8.6% |
11.8 |
1.2% |
85% |
False |
False |
1,382 |
60 |
1,014.9 |
909.5 |
105.4 |
10.5% |
11.0 |
1.1% |
88% |
False |
False |
1,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,071.4 |
2.618 |
1,048.0 |
1.618 |
1,033.7 |
1.000 |
1,024.9 |
0.618 |
1,019.4 |
HIGH |
1,010.6 |
0.618 |
1,005.1 |
0.500 |
1,003.5 |
0.382 |
1,001.8 |
LOW |
996.3 |
0.618 |
987.5 |
1.000 |
982.0 |
1.618 |
973.2 |
2.618 |
958.9 |
4.250 |
935.5 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,003.5 |
1,001.5 |
PP |
1,003.1 |
1,000.7 |
S1 |
1,002.7 |
1,000.0 |
|