| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,712.0 |
2,700.0 |
-12.0 |
-0.4% |
2,762.0 |
| High |
2,717.0 |
2,729.0 |
12.0 |
0.4% |
2,833.0 |
| Low |
2,674.0 |
2,688.0 |
14.0 |
0.5% |
2,743.0 |
| Close |
2,706.0 |
2,697.0 |
-9.0 |
-0.3% |
2,804.0 |
| Range |
43.0 |
41.0 |
-2.0 |
-4.7% |
90.0 |
| ATR |
59.0 |
57.7 |
-1.3 |
-2.2% |
0.0 |
| Volume |
1,312,600 |
1,040,842 |
-271,758 |
-20.7% |
4,978,042 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.7 |
2,803.3 |
2,719.6 |
|
| R3 |
2,786.7 |
2,762.3 |
2,708.3 |
|
| R2 |
2,745.7 |
2,745.7 |
2,704.5 |
|
| R1 |
2,721.3 |
2,721.3 |
2,700.8 |
2,713.0 |
| PP |
2,704.7 |
2,704.7 |
2,704.7 |
2,700.5 |
| S1 |
2,680.3 |
2,680.3 |
2,693.2 |
2,672.0 |
| S2 |
2,663.7 |
2,663.7 |
2,689.5 |
|
| S3 |
2,622.7 |
2,639.3 |
2,685.7 |
|
| S4 |
2,581.7 |
2,598.3 |
2,674.5 |
|
|
| 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% |
50.8 |
1.9% |
14% |
False |
False |
1,144,031 |
| 10 |
2,833.0 |
2,648.0 |
185.0 |
6.9% |
54.0 |
2.0% |
26% |
False |
False |
1,120,735 |
| 20 |
2,833.0 |
2,583.0 |
250.0 |
9.3% |
56.4 |
2.1% |
46% |
False |
False |
1,045,888 |
| 40 |
2,833.0 |
2,252.0 |
581.0 |
21.5% |
56.4 |
2.1% |
77% |
False |
False |
1,033,111 |
| 60 |
2,833.0 |
2,252.0 |
581.0 |
21.5% |
57.1 |
2.1% |
77% |
False |
False |
1,007,517 |
| 80 |
2,833.0 |
2,252.0 |
581.0 |
21.5% |
57.0 |
2.1% |
77% |
False |
False |
759,394 |
| 100 |
2,833.0 |
2,110.0 |
723.0 |
26.8% |
58.9 |
2.2% |
81% |
False |
False |
607,870 |
| 120 |
2,833.0 |
1,911.0 |
922.0 |
34.2% |
60.7 |
2.2% |
85% |
False |
False |
508,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,903.3 |
|
2.618 |
2,836.3 |
|
1.618 |
2,795.3 |
|
1.000 |
2,770.0 |
|
0.618 |
2,754.3 |
|
HIGH |
2,729.0 |
|
0.618 |
2,713.3 |
|
0.500 |
2,708.5 |
|
0.382 |
2,703.7 |
|
LOW |
2,688.0 |
|
0.618 |
2,662.7 |
|
1.000 |
2,647.0 |
|
1.618 |
2,621.7 |
|
2.618 |
2,580.7 |
|
4.250 |
2,513.8 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,708.5 |
2,735.5 |
| PP |
2,704.7 |
2,722.7 |
| S1 |
2,700.8 |
2,709.8 |
|