| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,700.0 |
2,708.0 |
8.0 |
0.3% |
2,786.0 |
| High |
2,729.0 |
2,768.0 |
39.0 |
1.4% |
2,797.0 |
| Low |
2,688.0 |
2,707.0 |
19.0 |
0.7% |
2,674.0 |
| Close |
2,697.0 |
2,733.0 |
36.0 |
1.3% |
2,733.0 |
| Range |
41.0 |
61.0 |
20.0 |
48.8% |
123.0 |
| ATR |
57.7 |
58.7 |
0.9 |
1.6% |
0.0 |
| Volume |
1,040,842 |
1,099,662 |
58,820 |
5.7% |
5,903,641 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.0 |
2,887.0 |
2,766.6 |
|
| R3 |
2,858.0 |
2,826.0 |
2,749.8 |
|
| R2 |
2,797.0 |
2,797.0 |
2,744.2 |
|
| R1 |
2,765.0 |
2,765.0 |
2,738.6 |
2,781.0 |
| PP |
2,736.0 |
2,736.0 |
2,736.0 |
2,744.0 |
| S1 |
2,704.0 |
2,704.0 |
2,727.4 |
2,720.0 |
| S2 |
2,675.0 |
2,675.0 |
2,721.8 |
|
| S3 |
2,614.0 |
2,643.0 |
2,716.2 |
|
| S4 |
2,553.0 |
2,582.0 |
2,699.5 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,103.7 |
3,041.3 |
2,800.7 |
|
| R3 |
2,980.7 |
2,918.3 |
2,766.8 |
|
| R2 |
2,857.7 |
2,857.7 |
2,755.6 |
|
| R1 |
2,795.3 |
2,795.3 |
2,744.3 |
2,765.0 |
| PP |
2,734.7 |
2,734.7 |
2,734.7 |
2,719.5 |
| S1 |
2,672.3 |
2,672.3 |
2,721.7 |
2,642.0 |
| S2 |
2,611.7 |
2,611.7 |
2,710.5 |
|
| S3 |
2,488.7 |
2,549.3 |
2,699.2 |
|
| S4 |
2,365.7 |
2,426.3 |
2,665.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,797.0 |
2,674.0 |
123.0 |
4.5% |
54.6 |
2.0% |
48% |
False |
False |
1,180,728 |
| 10 |
2,833.0 |
2,674.0 |
159.0 |
5.8% |
49.9 |
1.8% |
37% |
False |
False |
1,088,168 |
| 20 |
2,833.0 |
2,583.0 |
250.0 |
9.1% |
55.2 |
2.0% |
60% |
False |
False |
1,046,425 |
| 40 |
2,833.0 |
2,252.0 |
581.0 |
21.3% |
56.9 |
2.1% |
83% |
False |
False |
1,037,821 |
| 60 |
2,833.0 |
2,252.0 |
581.0 |
21.3% |
57.4 |
2.1% |
83% |
False |
False |
1,024,669 |
| 80 |
2,833.0 |
2,252.0 |
581.0 |
21.3% |
57.2 |
2.1% |
83% |
False |
False |
773,064 |
| 100 |
2,833.0 |
2,110.0 |
723.0 |
26.5% |
59.1 |
2.2% |
86% |
False |
False |
618,832 |
| 120 |
2,833.0 |
1,911.0 |
922.0 |
33.7% |
60.8 |
2.2% |
89% |
False |
False |
517,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,027.3 |
|
2.618 |
2,927.7 |
|
1.618 |
2,866.7 |
|
1.000 |
2,829.0 |
|
0.618 |
2,805.7 |
|
HIGH |
2,768.0 |
|
0.618 |
2,744.7 |
|
0.500 |
2,737.5 |
|
0.382 |
2,730.3 |
|
LOW |
2,707.0 |
|
0.618 |
2,669.3 |
|
1.000 |
2,646.0 |
|
1.618 |
2,608.3 |
|
2.618 |
2,547.3 |
|
4.250 |
2,447.8 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,737.5 |
2,729.0 |
| PP |
2,736.0 |
2,725.0 |
| S1 |
2,734.5 |
2,721.0 |
|