Trading Metrics calculated at close of trading on 16-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,002.9 |
1,011.4 |
8.5 |
0.8% |
995.0 |
High |
1,011.4 |
1,023.0 |
11.6 |
1.1% |
1,014.9 |
Low |
998.0 |
1,009.2 |
11.2 |
1.1% |
985.0 |
Close |
1,007.5 |
1,021.5 |
14.0 |
1.4% |
1,007.6 |
Range |
13.4 |
13.8 |
0.4 |
3.0% |
29.9 |
ATR |
13.7 |
13.8 |
0.1 |
0.9% |
0.0 |
Volume |
841 |
728 |
-113 |
-13.4% |
7,675 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,059.3 |
1,054.2 |
1,029.1 |
|
R3 |
1,045.5 |
1,040.4 |
1,025.3 |
|
R2 |
1,031.7 |
1,031.7 |
1,024.0 |
|
R1 |
1,026.6 |
1,026.6 |
1,022.8 |
1,029.2 |
PP |
1,017.9 |
1,017.9 |
1,017.9 |
1,019.2 |
S1 |
1,012.8 |
1,012.8 |
1,020.2 |
1,015.4 |
S2 |
1,004.1 |
1,004.1 |
1,019.0 |
|
S3 |
990.3 |
999.0 |
1,017.7 |
|
S4 |
976.5 |
985.2 |
1,013.9 |
|
|
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 |
1,023.0 |
985.0 |
38.0 |
3.7% |
15.0 |
1.5% |
96% |
True |
False |
1,169 |
10 |
1,023.0 |
955.8 |
67.2 |
6.6% |
16.4 |
1.6% |
98% |
True |
False |
1,482 |
20 |
1,023.0 |
935.0 |
88.0 |
8.6% |
13.8 |
1.4% |
98% |
True |
False |
1,146 |
40 |
1,023.0 |
929.2 |
93.8 |
9.2% |
12.1 |
1.2% |
98% |
True |
False |
1,392 |
60 |
1,023.0 |
909.5 |
113.5 |
11.1% |
11.2 |
1.1% |
99% |
True |
False |
1,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,081.7 |
2.618 |
1,059.1 |
1.618 |
1,045.3 |
1.000 |
1,036.8 |
0.618 |
1,031.5 |
HIGH |
1,023.0 |
0.618 |
1,017.7 |
0.500 |
1,016.1 |
0.382 |
1,014.5 |
LOW |
1,009.2 |
0.618 |
1,000.7 |
1.000 |
995.4 |
1.618 |
986.9 |
2.618 |
973.1 |
4.250 |
950.6 |
|
|
Fisher Pivots for day following 16-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,019.7 |
1,017.6 |
PP |
1,017.9 |
1,013.6 |
S1 |
1,016.1 |
1,009.7 |
|