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 |
9,604 |
9,723 |
119 |
1.2% |
9,350 |
High |
9,741 |
9,796 |
55 |
0.6% |
9,588 |
Low |
9,594 |
9,689 |
95 |
1.0% |
9,347 |
Close |
9,725 |
9,737 |
12 |
0.1% |
9,531 |
Range |
147 |
107 |
-40 |
-27.2% |
241 |
ATR |
137 |
135 |
-2 |
-1.6% |
0 |
Volume |
172,147 |
146,781 |
-25,366 |
-14.7% |
87,002 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,062 |
10,006 |
9,796 |
|
R3 |
9,955 |
9,899 |
9,767 |
|
R2 |
9,848 |
9,848 |
9,757 |
|
R1 |
9,792 |
9,792 |
9,747 |
9,820 |
PP |
9,741 |
9,741 |
9,741 |
9,755 |
S1 |
9,685 |
9,685 |
9,727 |
9,713 |
S2 |
9,634 |
9,634 |
9,718 |
|
S3 |
9,527 |
9,578 |
9,708 |
|
S4 |
9,420 |
9,471 |
9,678 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,212 |
10,112 |
9,664 |
|
R3 |
9,971 |
9,871 |
9,597 |
|
R2 |
9,730 |
9,730 |
9,575 |
|
R1 |
9,630 |
9,630 |
9,553 |
9,680 |
PP |
9,489 |
9,489 |
9,489 |
9,514 |
S1 |
9,389 |
9,389 |
9,509 |
9,439 |
S2 |
9,248 |
9,248 |
9,487 |
|
S3 |
9,007 |
9,148 |
9,465 |
|
S4 |
8,766 |
8,907 |
9,399 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,796 |
9,433 |
363 |
3.7% |
121 |
1.2% |
84% |
True |
False |
127,885 |
10 |
9,796 |
9,186 |
610 |
6.3% |
120 |
1.2% |
90% |
True |
False |
65,231 |
20 |
9,796 |
9,186 |
610 |
6.3% |
134 |
1.4% |
90% |
True |
False |
32,875 |
40 |
9,796 |
8,769 |
1,027 |
10.5% |
142 |
1.5% |
94% |
True |
False |
16,502 |
60 |
9,796 |
7,961 |
1,835 |
18.8% |
142 |
1.5% |
97% |
True |
False |
11,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,251 |
2.618 |
10,076 |
1.618 |
9,969 |
1.000 |
9,903 |
0.618 |
9,862 |
HIGH |
9,796 |
0.618 |
9,755 |
0.500 |
9,743 |
0.382 |
9,730 |
LOW |
9,689 |
0.618 |
9,623 |
1.000 |
9,582 |
1.618 |
9,516 |
2.618 |
9,409 |
4.250 |
9,234 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,743 |
9,710 |
PP |
9,741 |
9,684 |
S1 |
9,739 |
9,657 |
|