Trading Metrics calculated at close of trading on 16-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,611 |
9,664 |
53 |
0.6% |
9,410 |
High |
9,714 |
9,803 |
89 |
0.9% |
9,649 |
Low |
9,578 |
9,654 |
76 |
0.8% |
9,401 |
Close |
9,662 |
9,786 |
124 |
1.3% |
9,592 |
Range |
136 |
149 |
13 |
9.6% |
248 |
ATR |
141 |
142 |
1 |
0.4% |
0 |
Volume |
28,675 |
34,319 |
5,644 |
19.7% |
496,208 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,195 |
10,139 |
9,868 |
|
R3 |
10,046 |
9,990 |
9,827 |
|
R2 |
9,897 |
9,897 |
9,813 |
|
R1 |
9,841 |
9,841 |
9,800 |
9,869 |
PP |
9,748 |
9,748 |
9,748 |
9,762 |
S1 |
9,692 |
9,692 |
9,772 |
9,720 |
S2 |
9,599 |
9,599 |
9,759 |
|
S3 |
9,450 |
9,543 |
9,745 |
|
S4 |
9,301 |
9,394 |
9,704 |
|
|
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 |
9,803 |
9,497 |
306 |
3.1% |
125 |
1.3% |
94% |
True |
False |
67,137 |
10 |
9,803 |
9,247 |
556 |
5.7% |
120 |
1.2% |
97% |
True |
False |
110,834 |
20 |
9,803 |
9,107 |
696 |
7.1% |
142 |
1.5% |
98% |
True |
False |
123,950 |
40 |
9,803 |
8,810 |
993 |
10.1% |
147 |
1.5% |
98% |
True |
False |
126,914 |
60 |
9,803 |
8,018 |
1,785 |
18.2% |
150 |
1.5% |
99% |
True |
False |
127,469 |
80 |
9,803 |
8,018 |
1,785 |
18.2% |
156 |
1.6% |
99% |
True |
False |
106,160 |
100 |
9,803 |
7,814 |
1,989 |
20.3% |
159 |
1.6% |
99% |
True |
False |
84,949 |
120 |
9,803 |
7,338 |
2,465 |
25.2% |
168 |
1.7% |
99% |
True |
False |
70,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,436 |
2.618 |
10,193 |
1.618 |
10,044 |
1.000 |
9,952 |
0.618 |
9,895 |
HIGH |
9,803 |
0.618 |
9,746 |
0.500 |
9,729 |
0.382 |
9,711 |
LOW |
9,654 |
0.618 |
9,562 |
1.000 |
9,505 |
1.618 |
9,413 |
2.618 |
9,264 |
4.250 |
9,021 |
|
|
Fisher Pivots for day following 16-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,767 |
9,741 |
PP |
9,748 |
9,695 |
S1 |
9,729 |
9,650 |
|