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 |
5,650.5 |
5,740.0 |
89.5 |
1.6% |
5,426.0 |
High |
5,733.0 |
5,752.0 |
19.0 |
0.3% |
5,653.5 |
Low |
5,646.5 |
5,699.5 |
53.0 |
0.9% |
5,424.0 |
Close |
5,699.0 |
5,740.5 |
41.5 |
0.7% |
5,629.5 |
Range |
86.5 |
52.5 |
-34.0 |
-39.3% |
229.5 |
ATR |
97.5 |
94.3 |
-3.2 |
-3.3% |
0.0 |
Volume |
5,333 |
14,858 |
9,525 |
178.6% |
7,325 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,888.2 |
5,866.8 |
5,769.4 |
|
R3 |
5,835.7 |
5,814.3 |
5,754.9 |
|
R2 |
5,783.2 |
5,783.2 |
5,750.1 |
|
R1 |
5,761.8 |
5,761.8 |
5,745.3 |
5,772.5 |
PP |
5,730.7 |
5,730.7 |
5,730.7 |
5,736.0 |
S1 |
5,709.3 |
5,709.3 |
5,735.7 |
5,720.0 |
S2 |
5,678.2 |
5,678.2 |
5,730.9 |
|
S3 |
5,625.7 |
5,656.8 |
5,726.1 |
|
S4 |
5,573.2 |
5,604.3 |
5,711.6 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,257.5 |
6,173.0 |
5,755.7 |
|
R3 |
6,028.0 |
5,943.5 |
5,692.6 |
|
R2 |
5,798.5 |
5,798.5 |
5,671.6 |
|
R1 |
5,714.0 |
5,714.0 |
5,650.5 |
5,756.3 |
PP |
5,569.0 |
5,569.0 |
5,569.0 |
5,590.1 |
S1 |
5,484.5 |
5,484.5 |
5,608.5 |
5,526.8 |
S2 |
5,339.5 |
5,339.5 |
5,587.4 |
|
S3 |
5,110.0 |
5,255.0 |
5,566.4 |
|
S4 |
4,880.5 |
5,025.5 |
5,503.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,752.0 |
5,538.5 |
213.5 |
3.7% |
71.7 |
1.2% |
95% |
True |
False |
5,446 |
10 |
5,752.0 |
5,331.0 |
421.0 |
7.3% |
76.8 |
1.3% |
97% |
True |
False |
3,350 |
20 |
5,752.0 |
5,275.0 |
477.0 |
8.3% |
87.2 |
1.5% |
98% |
True |
False |
1,824 |
40 |
5,752.0 |
5,166.5 |
585.5 |
10.2% |
93.3 |
1.6% |
98% |
True |
False |
1,018 |
60 |
5,752.0 |
4,558.0 |
1,194.0 |
20.8% |
87.5 |
1.5% |
99% |
True |
False |
710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,975.1 |
2.618 |
5,889.4 |
1.618 |
5,836.9 |
1.000 |
5,804.5 |
0.618 |
5,784.4 |
HIGH |
5,752.0 |
0.618 |
5,731.9 |
0.500 |
5,725.8 |
0.382 |
5,719.6 |
LOW |
5,699.5 |
0.618 |
5,667.1 |
1.000 |
5,647.0 |
1.618 |
5,614.6 |
2.618 |
5,562.1 |
4.250 |
5,476.4 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,735.6 |
5,717.6 |
PP |
5,730.7 |
5,694.7 |
S1 |
5,725.8 |
5,671.8 |
|