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 |
9,440.13 |
9,496.59 |
56.46 |
0.6% |
9,542.91 |
High |
9,511.02 |
9,577.22 |
66.20 |
0.7% |
9,557.95 |
Low |
9,439.98 |
9,476.18 |
36.20 |
0.4% |
9,252.93 |
Close |
9,497.34 |
9,547.22 |
49.88 |
0.5% |
9,441.27 |
Range |
71.04 |
101.04 |
30.00 |
42.2% |
305.02 |
ATR |
127.34 |
125.46 |
-1.88 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,836.66 |
9,792.98 |
9,602.79 |
|
R3 |
9,735.62 |
9,691.94 |
9,575.01 |
|
R2 |
9,634.58 |
9,634.58 |
9,565.74 |
|
R1 |
9,590.90 |
9,590.90 |
9,556.48 |
9,612.74 |
PP |
9,533.54 |
9,533.54 |
9,533.54 |
9,544.46 |
S1 |
9,489.86 |
9,489.86 |
9,537.96 |
9,511.70 |
S2 |
9,432.50 |
9,432.50 |
9,528.70 |
|
S3 |
9,331.46 |
9,388.82 |
9,519.43 |
|
S4 |
9,230.42 |
9,287.78 |
9,491.65 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,332.44 |
10,191.88 |
9,609.03 |
|
R3 |
10,027.42 |
9,886.86 |
9,525.15 |
|
R2 |
9,722.40 |
9,722.40 |
9,497.19 |
|
R1 |
9,581.84 |
9,581.84 |
9,469.23 |
9,499.61 |
PP |
9,417.38 |
9,417.38 |
9,417.38 |
9,376.27 |
S1 |
9,276.82 |
9,276.82 |
9,413.31 |
9,194.59 |
S2 |
9,112.36 |
9,112.36 |
9,385.35 |
|
S3 |
8,807.34 |
8,971.80 |
9,357.39 |
|
S4 |
8,502.32 |
8,666.78 |
9,273.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,577.22 |
9,252.93 |
324.29 |
3.4% |
92.43 |
1.0% |
91% |
True |
False |
|
10 |
9,630.20 |
9,252.93 |
377.27 |
4.0% |
121.67 |
1.3% |
78% |
False |
False |
|
20 |
9,630.20 |
9,116.52 |
513.68 |
5.4% |
132.40 |
1.4% |
84% |
False |
False |
|
40 |
9,630.20 |
8,363.95 |
1,266.25 |
13.3% |
128.32 |
1.3% |
93% |
False |
False |
|
60 |
9,630.20 |
8,087.19 |
1,543.01 |
16.2% |
131.22 |
1.4% |
95% |
False |
False |
|
80 |
9,630.20 |
8,087.19 |
1,543.01 |
16.2% |
139.53 |
1.5% |
95% |
False |
False |
|
100 |
9,630.20 |
7,791.95 |
1,838.25 |
19.3% |
145.85 |
1.5% |
95% |
False |
False |
|
120 |
9,630.20 |
7,257.83 |
2,372.37 |
24.8% |
157.71 |
1.7% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,006.64 |
2.618 |
9,841.74 |
1.618 |
9,740.70 |
1.000 |
9,678.26 |
0.618 |
9,639.66 |
HIGH |
9,577.22 |
0.618 |
9,538.62 |
0.500 |
9,526.70 |
0.382 |
9,514.78 |
LOW |
9,476.18 |
0.618 |
9,413.74 |
1.000 |
9,375.14 |
1.618 |
9,312.70 |
2.618 |
9,211.66 |
4.250 |
9,046.76 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,540.38 |
9,514.62 |
PP |
9,533.54 |
9,482.02 |
S1 |
9,526.70 |
9,449.43 |
|