| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,791.0 |
2,712.0 |
-79.0 |
-2.8% |
2,762.0 |
| High |
2,797.0 |
2,717.0 |
-80.0 |
-2.9% |
2,833.0 |
| Low |
2,698.0 |
2,674.0 |
-24.0 |
-0.9% |
2,743.0 |
| Close |
2,717.0 |
2,706.0 |
-11.0 |
-0.4% |
2,804.0 |
| Range |
99.0 |
43.0 |
-56.0 |
-56.6% |
90.0 |
| ATR |
60.2 |
59.0 |
-1.2 |
-2.0% |
0.0 |
| Volume |
1,706,253 |
1,312,600 |
-393,653 |
-23.1% |
4,978,042 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.0 |
2,810.0 |
2,729.7 |
|
| R3 |
2,785.0 |
2,767.0 |
2,717.8 |
|
| R2 |
2,742.0 |
2,742.0 |
2,713.9 |
|
| R1 |
2,724.0 |
2,724.0 |
2,709.9 |
2,711.5 |
| PP |
2,699.0 |
2,699.0 |
2,699.0 |
2,692.8 |
| S1 |
2,681.0 |
2,681.0 |
2,702.1 |
2,668.5 |
| S2 |
2,656.0 |
2,656.0 |
2,698.1 |
|
| S3 |
2,613.0 |
2,638.0 |
2,694.2 |
|
| S4 |
2,570.0 |
2,595.0 |
2,682.4 |
|
|
| 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 |
2,674.0 |
159.0 |
5.9% |
51.8 |
1.9% |
20% |
False |
True |
1,130,404 |
| 10 |
2,833.0 |
2,639.0 |
194.0 |
7.2% |
53.5 |
2.0% |
35% |
False |
False |
1,110,755 |
| 20 |
2,833.0 |
2,583.0 |
250.0 |
9.2% |
56.7 |
2.1% |
49% |
False |
False |
1,032,513 |
| 40 |
2,833.0 |
2,252.0 |
581.0 |
21.5% |
56.4 |
2.1% |
78% |
False |
False |
1,031,048 |
| 60 |
2,833.0 |
2,252.0 |
581.0 |
21.5% |
57.4 |
2.1% |
78% |
False |
False |
991,736 |
| 80 |
2,833.0 |
2,252.0 |
581.0 |
21.5% |
57.8 |
2.1% |
78% |
False |
False |
746,400 |
| 100 |
2,833.0 |
2,110.0 |
723.0 |
26.7% |
59.1 |
2.2% |
82% |
False |
False |
597,479 |
| 120 |
2,833.0 |
1,890.0 |
943.0 |
34.8% |
60.8 |
2.2% |
87% |
False |
False |
500,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,899.8 |
|
2.618 |
2,829.6 |
|
1.618 |
2,786.6 |
|
1.000 |
2,760.0 |
|
0.618 |
2,743.6 |
|
HIGH |
2,717.0 |
|
0.618 |
2,700.6 |
|
0.500 |
2,695.5 |
|
0.382 |
2,690.4 |
|
LOW |
2,674.0 |
|
0.618 |
2,647.4 |
|
1.000 |
2,631.0 |
|
1.618 |
2,604.4 |
|
2.618 |
2,561.4 |
|
4.250 |
2,491.3 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,702.5 |
2,735.5 |
| PP |
2,699.0 |
2,725.7 |
| S1 |
2,695.5 |
2,715.8 |
|