Trading Metrics calculated at close of trading on 17-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,683.71 |
9,789.82 |
106.11 |
1.1% |
9,440.13 |
High |
9,799.72 |
9,854.58 |
54.86 |
0.6% |
9,649.85 |
Low |
9,679.18 |
9,749.46 |
70.28 |
0.7% |
9,439.98 |
Close |
9,791.71 |
9,783.92 |
-7.79 |
-0.1% |
9,605.41 |
Range |
120.54 |
105.12 |
-15.42 |
-12.8% |
209.87 |
ATR |
120.99 |
119.86 |
-1.13 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,111.35 |
10,052.75 |
9,841.74 |
|
R3 |
10,006.23 |
9,947.63 |
9,812.83 |
|
R2 |
9,901.11 |
9,901.11 |
9,803.19 |
|
R1 |
9,842.51 |
9,842.51 |
9,793.56 |
9,819.25 |
PP |
9,795.99 |
9,795.99 |
9,795.99 |
9,784.36 |
S1 |
9,737.39 |
9,737.39 |
9,774.28 |
9,714.13 |
S2 |
9,690.87 |
9,690.87 |
9,764.65 |
|
S3 |
9,585.75 |
9,632.27 |
9,755.01 |
|
S4 |
9,480.63 |
9,527.15 |
9,726.10 |
|
|
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 |
9,854.58 |
9,535.96 |
318.62 |
3.3% |
106.38 |
1.1% |
78% |
True |
False |
|
10 |
9,854.58 |
9,252.93 |
601.65 |
6.1% |
105.02 |
1.1% |
88% |
True |
False |
|
20 |
9,854.58 |
9,252.93 |
601.65 |
6.1% |
117.68 |
1.2% |
88% |
True |
False |
|
40 |
9,854.58 |
8,866.44 |
988.14 |
10.1% |
124.40 |
1.3% |
93% |
True |
False |
|
60 |
9,854.58 |
8,087.19 |
1,767.39 |
18.1% |
129.33 |
1.3% |
96% |
True |
False |
|
80 |
9,854.58 |
8,087.19 |
1,767.39 |
18.1% |
134.32 |
1.4% |
96% |
True |
False |
|
100 |
9,854.58 |
7,938.98 |
1,915.60 |
19.6% |
141.08 |
1.4% |
96% |
True |
False |
|
120 |
9,854.58 |
7,437.59 |
2,416.99 |
24.7% |
150.40 |
1.5% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,301.34 |
2.618 |
10,129.78 |
1.618 |
10,024.66 |
1.000 |
9,959.70 |
0.618 |
9,919.54 |
HIGH |
9,854.58 |
0.618 |
9,814.42 |
0.500 |
9,802.02 |
0.382 |
9,789.62 |
LOW |
9,749.46 |
0.618 |
9,684.50 |
1.000 |
9,644.34 |
1.618 |
9,579.38 |
2.618 |
9,474.26 |
4.250 |
9,302.70 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,802.02 |
9,761.87 |
PP |
9,795.99 |
9,739.81 |
S1 |
9,789.95 |
9,717.76 |
|