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 |
9,664 |
9,789 |
125 |
1.3% |
9,410 |
High |
9,803 |
9,857 |
54 |
0.6% |
9,649 |
Low |
9,654 |
9,751 |
97 |
1.0% |
9,401 |
Close |
9,786 |
9,799 |
13 |
0.1% |
9,592 |
Range |
149 |
106 |
-43 |
-28.9% |
248 |
ATR |
142 |
139 |
-3 |
-1.8% |
0 |
Volume |
34,319 |
21,825 |
-12,494 |
-36.4% |
496,208 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,120 |
10,066 |
9,857 |
|
R3 |
10,014 |
9,960 |
9,828 |
|
R2 |
9,908 |
9,908 |
9,819 |
|
R1 |
9,854 |
9,854 |
9,809 |
9,881 |
PP |
9,802 |
9,802 |
9,802 |
9,816 |
S1 |
9,748 |
9,748 |
9,789 |
9,775 |
S2 |
9,696 |
9,696 |
9,780 |
|
S3 |
9,590 |
9,642 |
9,770 |
|
S4 |
9,484 |
9,536 |
9,741 |
|
|
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 |
9,857 |
9,497 |
360 |
3.7% |
121 |
1.2% |
84% |
True |
False |
38,968 |
10 |
9,857 |
9,247 |
610 |
6.2% |
122 |
1.2% |
90% |
True |
False |
88,199 |
20 |
9,857 |
9,244 |
613 |
6.3% |
138 |
1.4% |
91% |
True |
False |
118,580 |
40 |
9,857 |
8,828 |
1,029 |
10.5% |
147 |
1.5% |
94% |
True |
False |
124,110 |
60 |
9,857 |
8,018 |
1,839 |
18.8% |
151 |
1.5% |
97% |
True |
False |
125,530 |
80 |
9,857 |
8,018 |
1,839 |
18.8% |
153 |
1.6% |
97% |
True |
False |
106,431 |
100 |
9,857 |
7,814 |
2,043 |
20.8% |
159 |
1.6% |
97% |
True |
False |
85,167 |
120 |
9,857 |
7,338 |
2,519 |
25.7% |
168 |
1.7% |
98% |
True |
False |
70,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,308 |
2.618 |
10,135 |
1.618 |
10,029 |
1.000 |
9,963 |
0.618 |
9,923 |
HIGH |
9,857 |
0.618 |
9,817 |
0.500 |
9,804 |
0.382 |
9,792 |
LOW |
9,751 |
0.618 |
9,686 |
1.000 |
9,645 |
1.618 |
9,580 |
2.618 |
9,474 |
4.250 |
9,301 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,804 |
9,772 |
PP |
9,802 |
9,745 |
S1 |
9,801 |
9,718 |
|