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 |
9,609 |
9,592 |
-17 |
-0.2% |
9,410 |
High |
9,649 |
9,629 |
-20 |
-0.2% |
9,649 |
Low |
9,570 |
9,497 |
-73 |
-0.8% |
9,401 |
Close |
9,592 |
9,611 |
19 |
0.2% |
9,592 |
Range |
79 |
132 |
53 |
67.1% |
248 |
ATR |
143 |
142 |
-1 |
-0.5% |
0 |
Volume |
72,077 |
37,947 |
-34,130 |
-47.4% |
496,208 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,975 |
9,925 |
9,684 |
|
R3 |
9,843 |
9,793 |
9,647 |
|
R2 |
9,711 |
9,711 |
9,635 |
|
R1 |
9,661 |
9,661 |
9,623 |
9,686 |
PP |
9,579 |
9,579 |
9,579 |
9,592 |
S1 |
9,529 |
9,529 |
9,599 |
9,554 |
S2 |
9,447 |
9,447 |
9,587 |
|
S3 |
9,315 |
9,397 |
9,575 |
|
S4 |
9,183 |
9,265 |
9,539 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,291 |
10,190 |
9,729 |
|
R3 |
10,043 |
9,942 |
9,660 |
|
R2 |
9,795 |
9,795 |
9,638 |
|
R1 |
9,694 |
9,694 |
9,615 |
9,745 |
PP |
9,547 |
9,547 |
9,547 |
9,573 |
S1 |
9,446 |
9,446 |
9,569 |
9,497 |
S2 |
9,299 |
9,299 |
9,547 |
|
S3 |
9,051 |
9,198 |
9,524 |
|
S4 |
8,803 |
8,950 |
9,456 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,649 |
9,401 |
248 |
2.6% |
120 |
1.2% |
85% |
False |
False |
106,831 |
10 |
9,649 |
9,247 |
402 |
4.2% |
132 |
1.4% |
91% |
False |
False |
130,683 |
20 |
9,649 |
9,091 |
558 |
5.8% |
144 |
1.5% |
93% |
False |
False |
134,612 |
40 |
9,649 |
8,667 |
982 |
10.2% |
147 |
1.5% |
96% |
False |
False |
131,021 |
60 |
9,649 |
8,018 |
1,631 |
17.0% |
152 |
1.6% |
98% |
False |
False |
130,366 |
80 |
9,649 |
8,018 |
1,631 |
17.0% |
156 |
1.6% |
98% |
False |
False |
105,377 |
100 |
9,649 |
7,704 |
1,945 |
20.2% |
160 |
1.7% |
98% |
False |
False |
84,321 |
120 |
9,649 |
7,338 |
2,311 |
24.0% |
170 |
1.8% |
98% |
False |
False |
70,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,190 |
2.618 |
9,975 |
1.618 |
9,843 |
1.000 |
9,761 |
0.618 |
9,711 |
HIGH |
9,629 |
0.618 |
9,579 |
0.500 |
9,563 |
0.382 |
9,548 |
LOW |
9,497 |
0.618 |
9,416 |
1.000 |
9,365 |
1.618 |
9,284 |
2.618 |
9,152 |
4.250 |
8,936 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,595 |
9,598 |
PP |
9,579 |
9,586 |
S1 |
9,563 |
9,573 |
|