Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,496.59 |
9,546.54 |
49.95 |
0.5% |
9,542.91 |
High |
9,577.22 |
9,633.00 |
55.78 |
0.6% |
9,557.95 |
Low |
9,476.18 |
9,508.22 |
32.04 |
0.3% |
9,252.93 |
Close |
9,547.22 |
9,627.48 |
80.26 |
0.8% |
9,441.27 |
Range |
101.04 |
124.78 |
23.74 |
23.5% |
305.02 |
ATR |
125.46 |
125.41 |
-0.05 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,963.91 |
9,920.47 |
9,696.11 |
|
R3 |
9,839.13 |
9,795.69 |
9,661.79 |
|
R2 |
9,714.35 |
9,714.35 |
9,650.36 |
|
R1 |
9,670.91 |
9,670.91 |
9,638.92 |
9,692.63 |
PP |
9,589.57 |
9,589.57 |
9,589.57 |
9,600.43 |
S1 |
9,546.13 |
9,546.13 |
9,616.04 |
9,567.85 |
S2 |
9,464.79 |
9,464.79 |
9,604.60 |
|
S3 |
9,340.01 |
9,421.35 |
9,593.17 |
|
S4 |
9,215.23 |
9,296.57 |
9,558.85 |
|
|
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 |
9,633.00 |
9,252.93 |
380.07 |
3.9% |
103.66 |
1.1% |
99% |
True |
False |
|
10 |
9,633.00 |
9,252.93 |
380.07 |
3.9% |
124.43 |
1.3% |
99% |
True |
False |
|
20 |
9,633.00 |
9,116.52 |
516.48 |
5.4% |
128.49 |
1.3% |
99% |
True |
False |
|
40 |
9,633.00 |
8,584.40 |
1,048.60 |
10.9% |
124.84 |
1.3% |
99% |
True |
False |
|
60 |
9,633.00 |
8,087.19 |
1,545.81 |
16.1% |
130.90 |
1.4% |
100% |
True |
False |
|
80 |
9,633.00 |
8,087.19 |
1,545.81 |
16.1% |
138.07 |
1.4% |
100% |
True |
False |
|
100 |
9,633.00 |
7,791.95 |
1,841.05 |
19.1% |
144.21 |
1.5% |
100% |
True |
False |
|
120 |
9,633.00 |
7,278.78 |
2,354.22 |
24.5% |
157.06 |
1.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,163.32 |
2.618 |
9,959.67 |
1.618 |
9,834.89 |
1.000 |
9,757.78 |
0.618 |
9,710.11 |
HIGH |
9,633.00 |
0.618 |
9,585.33 |
0.500 |
9,570.61 |
0.382 |
9,555.89 |
LOW |
9,508.22 |
0.618 |
9,431.11 |
1.000 |
9,383.44 |
1.618 |
9,306.33 |
2.618 |
9,181.55 |
4.250 |
8,977.91 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,608.52 |
9,597.15 |
PP |
9,589.57 |
9,566.82 |
S1 |
9,570.61 |
9,536.49 |
|