| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,786.0 |
2,791.0 |
5.0 |
0.2% |
2,762.0 |
| High |
2,796.0 |
2,797.0 |
1.0 |
0.0% |
2,833.0 |
| Low |
2,767.0 |
2,698.0 |
-69.0 |
-2.5% |
2,743.0 |
| Close |
2,775.0 |
2,717.0 |
-58.0 |
-2.1% |
2,804.0 |
| Range |
29.0 |
99.0 |
70.0 |
241.4% |
90.0 |
| ATR |
57.2 |
60.2 |
3.0 |
5.2% |
0.0 |
| Volume |
744,284 |
1,706,253 |
961,969 |
129.2% |
4,978,042 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,034.3 |
2,974.7 |
2,771.5 |
|
| R3 |
2,935.3 |
2,875.7 |
2,744.2 |
|
| R2 |
2,836.3 |
2,836.3 |
2,735.2 |
|
| R1 |
2,776.7 |
2,776.7 |
2,726.1 |
2,757.0 |
| PP |
2,737.3 |
2,737.3 |
2,737.3 |
2,727.5 |
| S1 |
2,677.7 |
2,677.7 |
2,707.9 |
2,658.0 |
| S2 |
2,638.3 |
2,638.3 |
2,698.9 |
|
| S3 |
2,539.3 |
2,578.7 |
2,689.8 |
|
| S4 |
2,440.3 |
2,479.7 |
2,662.6 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,063.3 |
3,023.7 |
2,853.5 |
|
| R3 |
2,973.3 |
2,933.7 |
2,828.8 |
|
| R2 |
2,883.3 |
2,883.3 |
2,820.5 |
|
| R1 |
2,843.7 |
2,843.7 |
2,812.3 |
2,863.5 |
| PP |
2,793.3 |
2,793.3 |
2,793.3 |
2,803.3 |
| S1 |
2,753.7 |
2,753.7 |
2,795.8 |
2,773.5 |
| S2 |
2,703.3 |
2,703.3 |
2,787.5 |
|
| S3 |
2,613.3 |
2,663.7 |
2,779.3 |
|
| S4 |
2,523.3 |
2,573.7 |
2,754.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,833.0 |
2,698.0 |
135.0 |
5.0% |
50.0 |
1.8% |
14% |
False |
True |
1,069,028 |
| 10 |
2,833.0 |
2,584.0 |
249.0 |
9.2% |
55.4 |
2.0% |
53% |
False |
False |
1,082,319 |
| 20 |
2,833.0 |
2,583.0 |
250.0 |
9.2% |
57.4 |
2.1% |
54% |
False |
False |
1,014,966 |
| 40 |
2,833.0 |
2,252.0 |
581.0 |
21.4% |
56.5 |
2.1% |
80% |
False |
False |
1,026,477 |
| 60 |
2,833.0 |
2,252.0 |
581.0 |
21.4% |
57.2 |
2.1% |
80% |
False |
False |
970,711 |
| 80 |
2,833.0 |
2,252.0 |
581.0 |
21.4% |
57.9 |
2.1% |
80% |
False |
False |
730,005 |
| 100 |
2,833.0 |
2,110.0 |
723.0 |
26.6% |
59.4 |
2.2% |
84% |
False |
False |
584,574 |
| 120 |
2,833.0 |
1,806.0 |
1,027.0 |
37.8% |
61.4 |
2.3% |
89% |
False |
False |
489,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,217.8 |
|
2.618 |
3,056.2 |
|
1.618 |
2,957.2 |
|
1.000 |
2,896.0 |
|
0.618 |
2,858.2 |
|
HIGH |
2,797.0 |
|
0.618 |
2,759.2 |
|
0.500 |
2,747.5 |
|
0.382 |
2,735.8 |
|
LOW |
2,698.0 |
|
0.618 |
2,636.8 |
|
1.000 |
2,599.0 |
|
1.618 |
2,537.8 |
|
2.618 |
2,438.8 |
|
4.250 |
2,277.3 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,747.5 |
2,765.5 |
| PP |
2,737.3 |
2,749.3 |
| S1 |
2,727.2 |
2,733.2 |
|