Trading Metrics calculated at close of trading on 17-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,011.4 |
1,018.8 |
7.4 |
0.7% |
995.0 |
High |
1,023.0 |
1,026.5 |
3.5 |
0.3% |
1,014.9 |
Low |
1,009.2 |
1,013.4 |
4.2 |
0.4% |
985.0 |
Close |
1,021.5 |
1,014.8 |
-6.7 |
-0.7% |
1,007.6 |
Range |
13.8 |
13.1 |
-0.7 |
-5.1% |
29.9 |
ATR |
13.8 |
13.8 |
-0.1 |
-0.4% |
0.0 |
Volume |
728 |
540 |
-188 |
-25.8% |
7,675 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,057.5 |
1,049.3 |
1,022.0 |
|
R3 |
1,044.4 |
1,036.2 |
1,018.4 |
|
R2 |
1,031.3 |
1,031.3 |
1,017.2 |
|
R1 |
1,023.1 |
1,023.1 |
1,016.0 |
1,020.7 |
PP |
1,018.2 |
1,018.2 |
1,018.2 |
1,017.0 |
S1 |
1,010.0 |
1,010.0 |
1,013.6 |
1,007.6 |
S2 |
1,005.1 |
1,005.1 |
1,012.4 |
|
S3 |
992.0 |
996.9 |
1,011.2 |
|
S4 |
978.9 |
983.8 |
1,007.6 |
|
|
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 |
1,026.5 |
996.3 |
30.2 |
3.0% |
14.4 |
1.4% |
61% |
True |
False |
1,089 |
10 |
1,026.5 |
977.8 |
48.7 |
4.8% |
15.0 |
1.5% |
76% |
True |
False |
1,403 |
20 |
1,026.5 |
940.0 |
86.5 |
8.5% |
13.9 |
1.4% |
86% |
True |
False |
1,162 |
40 |
1,026.5 |
929.2 |
97.3 |
9.6% |
12.3 |
1.2% |
88% |
True |
False |
1,356 |
60 |
1,026.5 |
909.5 |
117.0 |
11.5% |
11.2 |
1.1% |
90% |
True |
False |
1,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,082.2 |
2.618 |
1,060.8 |
1.618 |
1,047.7 |
1.000 |
1,039.6 |
0.618 |
1,034.6 |
HIGH |
1,026.5 |
0.618 |
1,021.5 |
0.500 |
1,020.0 |
0.382 |
1,018.4 |
LOW |
1,013.4 |
0.618 |
1,005.3 |
1.000 |
1,000.3 |
1.618 |
992.2 |
2.618 |
979.1 |
4.250 |
957.7 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,020.0 |
1,014.0 |
PP |
1,018.2 |
1,013.1 |
S1 |
1,016.5 |
1,012.3 |
|