Trading Metrics calculated at close of trading on 11-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,546.54 |
9,625.44 |
78.90 |
0.8% |
9,440.13 |
High |
9,633.00 |
9,649.85 |
16.85 |
0.2% |
9,649.85 |
Low |
9,508.22 |
9,571.56 |
63.34 |
0.7% |
9,439.98 |
Close |
9,627.48 |
9,605.41 |
-22.07 |
-0.2% |
9,605.41 |
Range |
124.78 |
78.29 |
-46.49 |
-37.3% |
209.87 |
ATR |
125.41 |
122.04 |
-3.37 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,843.81 |
9,802.90 |
9,648.47 |
|
R3 |
9,765.52 |
9,724.61 |
9,626.94 |
|
R2 |
9,687.23 |
9,687.23 |
9,619.76 |
|
R1 |
9,646.32 |
9,646.32 |
9,612.59 |
9,627.63 |
PP |
9,608.94 |
9,608.94 |
9,608.94 |
9,599.60 |
S1 |
9,568.03 |
9,568.03 |
9,598.23 |
9,549.34 |
S2 |
9,530.65 |
9,530.65 |
9,591.06 |
|
S3 |
9,452.36 |
9,489.74 |
9,583.88 |
|
S4 |
9,374.07 |
9,411.45 |
9,562.35 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,194.69 |
10,109.92 |
9,720.84 |
|
R3 |
9,984.82 |
9,900.05 |
9,663.12 |
|
R2 |
9,774.95 |
9,774.95 |
9,643.89 |
|
R1 |
9,690.18 |
9,690.18 |
9,624.65 |
9,732.57 |
PP |
9,565.08 |
9,565.08 |
9,565.08 |
9,586.27 |
S1 |
9,480.31 |
9,480.31 |
9,586.17 |
9,522.70 |
S2 |
9,355.21 |
9,355.21 |
9,566.93 |
|
S3 |
9,145.34 |
9,270.44 |
9,547.70 |
|
S4 |
8,935.47 |
9,060.57 |
9,489.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,649.85 |
9,321.63 |
328.22 |
3.4% |
99.85 |
1.0% |
86% |
True |
False |
|
10 |
9,649.85 |
9,252.93 |
396.92 |
4.1% |
117.22 |
1.2% |
89% |
True |
False |
|
20 |
9,649.85 |
9,116.52 |
533.33 |
5.6% |
127.34 |
1.3% |
92% |
True |
False |
|
40 |
9,649.85 |
8,674.41 |
975.44 |
10.2% |
122.91 |
1.3% |
95% |
True |
False |
|
60 |
9,649.85 |
8,087.19 |
1,562.66 |
16.3% |
130.51 |
1.4% |
97% |
True |
False |
|
80 |
9,649.85 |
8,087.19 |
1,562.66 |
16.3% |
138.11 |
1.4% |
97% |
True |
False |
|
100 |
9,649.85 |
7,804.21 |
1,845.64 |
19.2% |
143.12 |
1.5% |
98% |
True |
False |
|
120 |
9,649.85 |
7,437.59 |
2,212.26 |
23.0% |
153.53 |
1.6% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,982.58 |
2.618 |
9,854.81 |
1.618 |
9,776.52 |
1.000 |
9,728.14 |
0.618 |
9,698.23 |
HIGH |
9,649.85 |
0.618 |
9,619.94 |
0.500 |
9,610.71 |
0.382 |
9,601.47 |
LOW |
9,571.56 |
0.618 |
9,523.18 |
1.000 |
9,493.27 |
1.618 |
9,444.89 |
2.618 |
9,366.60 |
4.250 |
9,238.83 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,610.71 |
9,591.28 |
PP |
9,608.94 |
9,577.15 |
S1 |
9,607.18 |
9,563.02 |
|