Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,625.44 |
9,598.08 |
-27.36 |
-0.3% |
9,440.13 |
High |
9,649.85 |
9,631.11 |
-18.74 |
-0.2% |
9,649.85 |
Low |
9,571.56 |
9,535.96 |
-35.60 |
-0.4% |
9,439.98 |
Close |
9,605.41 |
9,626.80 |
21.39 |
0.2% |
9,605.41 |
Range |
78.29 |
95.15 |
16.86 |
21.5% |
209.87 |
ATR |
122.04 |
120.12 |
-1.92 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,883.41 |
9,850.25 |
9,679.13 |
|
R3 |
9,788.26 |
9,755.10 |
9,652.97 |
|
R2 |
9,693.11 |
9,693.11 |
9,644.24 |
|
R1 |
9,659.95 |
9,659.95 |
9,635.52 |
9,676.53 |
PP |
9,597.96 |
9,597.96 |
9,597.96 |
9,606.25 |
S1 |
9,564.80 |
9,564.80 |
9,618.08 |
9,581.38 |
S2 |
9,502.81 |
9,502.81 |
9,609.36 |
|
S3 |
9,407.66 |
9,469.65 |
9,600.63 |
|
S4 |
9,312.51 |
9,374.50 |
9,574.47 |
|
|
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 |
9,439.98 |
209.87 |
2.2% |
94.06 |
1.0% |
89% |
False |
False |
|
10 |
9,649.85 |
9,252.93 |
396.92 |
4.1% |
113.32 |
1.2% |
94% |
False |
False |
|
20 |
9,649.85 |
9,116.52 |
533.33 |
5.5% |
123.64 |
1.3% |
96% |
False |
False |
|
40 |
9,649.85 |
8,745.90 |
903.95 |
9.4% |
123.30 |
1.3% |
97% |
False |
False |
|
60 |
9,649.85 |
8,087.19 |
1,562.66 |
16.2% |
130.17 |
1.4% |
99% |
False |
False |
|
80 |
9,649.85 |
8,087.19 |
1,562.66 |
16.2% |
136.97 |
1.4% |
99% |
False |
False |
|
100 |
9,649.85 |
7,804.21 |
1,845.64 |
19.2% |
142.31 |
1.5% |
99% |
False |
False |
|
120 |
9,649.85 |
7,437.59 |
2,212.26 |
23.0% |
153.08 |
1.6% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,035.50 |
2.618 |
9,880.21 |
1.618 |
9,785.06 |
1.000 |
9,726.26 |
0.618 |
9,689.91 |
HIGH |
9,631.11 |
0.618 |
9,594.76 |
0.500 |
9,583.54 |
0.382 |
9,572.31 |
LOW |
9,535.96 |
0.618 |
9,477.16 |
1.000 |
9,440.81 |
1.618 |
9,382.01 |
2.618 |
9,286.86 |
4.250 |
9,131.57 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,612.38 |
9,610.88 |
PP |
9,597.96 |
9,594.96 |
S1 |
9,583.54 |
9,579.04 |
|