Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
996.8 |
1,003.7 |
6.9 |
0.7% |
960.0 |
High |
1,011.7 |
1,007.4 |
-4.3 |
-0.4% |
1,001.9 |
Low |
996.2 |
991.3 |
-4.9 |
-0.5% |
946.7 |
Close |
1,002.3 |
999.5 |
-2.8 |
-0.3% |
999.2 |
Range |
15.5 |
16.1 |
0.6 |
3.9% |
55.2 |
ATR |
13.7 |
13.9 |
0.2 |
1.2% |
0.0 |
Volume |
524 |
1,667 |
1,143 |
218.1% |
6,676 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,047.7 |
1,039.7 |
1,008.4 |
|
R3 |
1,031.6 |
1,023.6 |
1,003.9 |
|
R2 |
1,015.5 |
1,015.5 |
1,002.5 |
|
R1 |
1,007.5 |
1,007.5 |
1,001.0 |
1,003.5 |
PP |
999.4 |
999.4 |
999.4 |
997.4 |
S1 |
991.4 |
991.4 |
998.0 |
987.4 |
S2 |
983.3 |
983.3 |
996.5 |
|
S3 |
967.2 |
975.3 |
995.1 |
|
S4 |
951.1 |
959.2 |
990.6 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.2 |
1,128.9 |
1,029.6 |
|
R3 |
1,093.0 |
1,073.7 |
1,014.4 |
|
R2 |
1,037.8 |
1,037.8 |
1,009.3 |
|
R1 |
1,018.5 |
1,018.5 |
1,004.3 |
1,028.2 |
PP |
982.6 |
982.6 |
982.6 |
987.4 |
S1 |
963.3 |
963.3 |
994.1 |
973.0 |
S2 |
927.4 |
927.4 |
989.1 |
|
S3 |
872.2 |
908.1 |
984.0 |
|
S4 |
817.0 |
852.9 |
968.8 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,075.8 |
2.618 |
1,049.5 |
1.618 |
1,033.4 |
1.000 |
1,023.5 |
0.618 |
1,017.3 |
HIGH |
1,007.4 |
0.618 |
1,001.2 |
0.500 |
999.4 |
0.382 |
997.5 |
LOW |
991.3 |
0.618 |
981.4 |
1.000 |
975.2 |
1.618 |
965.3 |
2.618 |
949.2 |
4.250 |
922.9 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
999.5 |
1,000.8 |
PP |
999.4 |
1,000.3 |
S1 |
999.4 |
999.9 |
|