Trading Metrics calculated at close of trading on 15-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,010.1 |
1,002.9 |
-7.2 |
-0.7% |
995.0 |
High |
1,010.6 |
1,011.4 |
0.8 |
0.1% |
1,014.9 |
Low |
996.3 |
998.0 |
1.7 |
0.2% |
985.0 |
Close |
1,002.3 |
1,007.5 |
5.2 |
0.5% |
1,007.6 |
Range |
14.3 |
13.4 |
-0.9 |
-6.3% |
29.9 |
ATR |
13.7 |
13.7 |
0.0 |
-0.2% |
0.0 |
Volume |
689 |
841 |
152 |
22.1% |
7,675 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,045.8 |
1,040.1 |
1,014.9 |
|
R3 |
1,032.4 |
1,026.7 |
1,011.2 |
|
R2 |
1,019.0 |
1,019.0 |
1,010.0 |
|
R1 |
1,013.3 |
1,013.3 |
1,008.7 |
1,016.2 |
PP |
1,005.6 |
1,005.6 |
1,005.6 |
1,007.1 |
S1 |
999.9 |
999.9 |
1,006.3 |
1,002.8 |
S2 |
992.2 |
992.2 |
1,005.0 |
|
S3 |
978.8 |
986.5 |
1,003.8 |
|
S4 |
965.4 |
973.1 |
1,000.1 |
|
|
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% |
15.0 |
1.5% |
75% |
False |
False |
1,720 |
10 |
1,014.9 |
951.2 |
63.7 |
6.3% |
15.7 |
1.6% |
88% |
False |
False |
1,464 |
20 |
1,014.9 |
935.0 |
79.9 |
7.9% |
13.4 |
1.3% |
91% |
False |
False |
1,154 |
40 |
1,014.9 |
929.2 |
85.7 |
8.5% |
11.9 |
1.2% |
91% |
False |
False |
1,398 |
60 |
1,014.9 |
909.5 |
105.4 |
10.5% |
11.2 |
1.1% |
93% |
False |
False |
1,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,068.4 |
2.618 |
1,046.5 |
1.618 |
1,033.1 |
1.000 |
1,024.8 |
0.618 |
1,019.7 |
HIGH |
1,011.4 |
0.618 |
1,006.3 |
0.500 |
1,004.7 |
0.382 |
1,003.1 |
LOW |
998.0 |
0.618 |
989.7 |
1.000 |
984.6 |
1.618 |
976.3 |
2.618 |
962.9 |
4.250 |
941.1 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,006.6 |
1,006.9 |
PP |
1,005.6 |
1,006.2 |
S1 |
1,004.7 |
1,005.6 |
|