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 |
9,492 |
9,536 |
44 |
0.5% |
9,523 |
High |
9,577 |
9,632 |
55 |
0.6% |
9,558 |
Low |
9,444 |
9,504 |
60 |
0.6% |
9,247 |
Close |
9,538 |
9,605 |
67 |
0.7% |
9,417 |
Range |
133 |
128 |
-5 |
-3.8% |
311 |
ATR |
149 |
147 |
-1 |
-1.0% |
0 |
Volume |
131,740 |
162,669 |
30,929 |
23.5% |
772,679 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,964 |
9,913 |
9,676 |
|
R3 |
9,836 |
9,785 |
9,640 |
|
R2 |
9,708 |
9,708 |
9,629 |
|
R1 |
9,657 |
9,657 |
9,617 |
9,683 |
PP |
9,580 |
9,580 |
9,580 |
9,593 |
S1 |
9,529 |
9,529 |
9,593 |
9,555 |
S2 |
9,452 |
9,452 |
9,582 |
|
S3 |
9,324 |
9,401 |
9,570 |
|
S4 |
9,196 |
9,273 |
9,535 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,340 |
10,190 |
9,588 |
|
R3 |
10,029 |
9,879 |
9,503 |
|
R2 |
9,718 |
9,718 |
9,474 |
|
R1 |
9,568 |
9,568 |
9,446 |
9,488 |
PP |
9,407 |
9,407 |
9,407 |
9,367 |
S1 |
9,257 |
9,257 |
9,389 |
9,177 |
S2 |
9,096 |
9,096 |
9,360 |
|
S3 |
8,785 |
8,946 |
9,332 |
|
S4 |
8,474 |
8,635 |
9,246 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,632 |
9,247 |
385 |
4.0% |
124 |
1.3% |
93% |
True |
False |
137,430 |
10 |
9,638 |
9,247 |
391 |
4.1% |
142 |
1.5% |
92% |
False |
False |
149,811 |
20 |
9,638 |
9,091 |
547 |
5.7% |
152 |
1.6% |
94% |
False |
False |
143,342 |
40 |
9,638 |
8,503 |
1,135 |
11.8% |
149 |
1.5% |
97% |
False |
False |
134,619 |
60 |
9,638 |
8,018 |
1,620 |
16.9% |
152 |
1.6% |
98% |
False |
False |
133,074 |
80 |
9,638 |
8,018 |
1,620 |
16.9% |
157 |
1.6% |
98% |
False |
False |
104,005 |
100 |
9,638 |
7,677 |
1,961 |
20.4% |
162 |
1.7% |
98% |
False |
False |
83,222 |
120 |
9,638 |
7,338 |
2,300 |
23.9% |
172 |
1.8% |
99% |
False |
False |
69,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,176 |
2.618 |
9,967 |
1.618 |
9,839 |
1.000 |
9,760 |
0.618 |
9,711 |
HIGH |
9,632 |
0.618 |
9,583 |
0.500 |
9,568 |
0.382 |
9,553 |
LOW |
9,504 |
0.618 |
9,425 |
1.000 |
9,376 |
1.618 |
9,297 |
2.618 |
9,169 |
4.250 |
8,960 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,593 |
9,576 |
PP |
9,580 |
9,546 |
S1 |
9,568 |
9,517 |
|