Trading Metrics calculated at close of trading on 15-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,598.08 |
9,626.42 |
28.34 |
0.3% |
9,440.13 |
High |
9,631.11 |
9,713.71 |
82.60 |
0.9% |
9,649.85 |
Low |
9,535.96 |
9,580.93 |
44.97 |
0.5% |
9,439.98 |
Close |
9,626.80 |
9,683.41 |
56.61 |
0.6% |
9,605.41 |
Range |
95.15 |
132.78 |
37.63 |
39.5% |
209.87 |
ATR |
120.12 |
121.03 |
0.90 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,057.69 |
10,003.33 |
9,756.44 |
|
R3 |
9,924.91 |
9,870.55 |
9,719.92 |
|
R2 |
9,792.13 |
9,792.13 |
9,707.75 |
|
R1 |
9,737.77 |
9,737.77 |
9,695.58 |
9,764.95 |
PP |
9,659.35 |
9,659.35 |
9,659.35 |
9,672.94 |
S1 |
9,604.99 |
9,604.99 |
9,671.24 |
9,632.17 |
S2 |
9,526.57 |
9,526.57 |
9,659.07 |
|
S3 |
9,393.79 |
9,472.21 |
9,646.90 |
|
S4 |
9,261.01 |
9,339.43 |
9,610.38 |
|
|
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 |
9,713.71 |
9,476.18 |
237.53 |
2.5% |
106.41 |
1.1% |
87% |
True |
False |
|
10 |
9,713.71 |
9,252.93 |
460.78 |
4.8% |
115.90 |
1.2% |
93% |
True |
False |
|
20 |
9,713.71 |
9,131.94 |
581.77 |
6.0% |
120.42 |
1.2% |
95% |
True |
False |
|
40 |
9,713.71 |
8,811.27 |
902.44 |
9.3% |
123.89 |
1.3% |
97% |
True |
False |
|
60 |
9,713.71 |
8,087.19 |
1,626.52 |
16.8% |
130.39 |
1.3% |
98% |
True |
False |
|
80 |
9,713.71 |
8,087.19 |
1,626.52 |
16.8% |
136.19 |
1.4% |
98% |
True |
False |
|
100 |
9,713.71 |
7,938.98 |
1,774.73 |
18.3% |
141.88 |
1.5% |
98% |
True |
False |
|
120 |
9,713.71 |
7,437.59 |
2,276.12 |
23.5% |
151.57 |
1.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,278.03 |
2.618 |
10,061.33 |
1.618 |
9,928.55 |
1.000 |
9,846.49 |
0.618 |
9,795.77 |
HIGH |
9,713.71 |
0.618 |
9,662.99 |
0.500 |
9,647.32 |
0.382 |
9,631.65 |
LOW |
9,580.93 |
0.618 |
9,498.87 |
1.000 |
9,448.15 |
1.618 |
9,366.09 |
2.618 |
9,233.31 |
4.250 |
9,016.62 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,671.38 |
9,663.89 |
PP |
9,659.35 |
9,644.36 |
S1 |
9,647.32 |
9,624.84 |
|