| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,708.0 |
2,785.0 |
77.0 |
2.8% |
2,786.0 |
| High |
2,768.0 |
2,803.0 |
35.0 |
1.3% |
2,797.0 |
| Low |
2,707.0 |
2,773.0 |
66.0 |
2.4% |
2,674.0 |
| Close |
2,733.0 |
2,787.0 |
54.0 |
2.0% |
2,733.0 |
| Range |
61.0 |
30.0 |
-31.0 |
-50.8% |
123.0 |
| ATR |
58.7 |
59.5 |
0.8 |
1.4% |
0.0 |
| Volume |
1,099,662 |
831,369 |
-268,293 |
-24.4% |
5,903,641 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,877.7 |
2,862.3 |
2,803.5 |
|
| R3 |
2,847.7 |
2,832.3 |
2,795.3 |
|
| R2 |
2,817.7 |
2,817.7 |
2,792.5 |
|
| R1 |
2,802.3 |
2,802.3 |
2,789.8 |
2,810.0 |
| PP |
2,787.7 |
2,787.7 |
2,787.7 |
2,791.5 |
| S1 |
2,772.3 |
2,772.3 |
2,784.3 |
2,780.0 |
| S2 |
2,757.7 |
2,757.7 |
2,781.5 |
|
| S3 |
2,727.7 |
2,742.3 |
2,778.8 |
|
| S4 |
2,697.7 |
2,712.3 |
2,770.5 |
|
|
| 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 |
2,803.0 |
2,674.0 |
129.0 |
4.6% |
54.8 |
2.0% |
88% |
True |
False |
1,198,145 |
| 10 |
2,833.0 |
2,674.0 |
159.0 |
5.7% |
49.3 |
1.8% |
71% |
False |
False |
1,070,341 |
| 20 |
2,833.0 |
2,583.0 |
250.0 |
9.0% |
55.6 |
2.0% |
82% |
False |
False |
1,060,153 |
| 40 |
2,833.0 |
2,340.0 |
493.0 |
17.7% |
54.9 |
2.0% |
91% |
False |
False |
1,027,829 |
| 60 |
2,833.0 |
2,252.0 |
581.0 |
20.8% |
57.5 |
2.1% |
92% |
False |
False |
1,036,515 |
| 80 |
2,833.0 |
2,252.0 |
581.0 |
20.8% |
57.0 |
2.0% |
92% |
False |
False |
783,447 |
| 100 |
2,833.0 |
2,110.0 |
723.0 |
25.9% |
58.7 |
2.1% |
94% |
False |
False |
627,129 |
| 120 |
2,833.0 |
1,916.0 |
917.0 |
32.9% |
60.5 |
2.2% |
95% |
False |
False |
524,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,930.5 |
|
2.618 |
2,881.5 |
|
1.618 |
2,851.5 |
|
1.000 |
2,833.0 |
|
0.618 |
2,821.5 |
|
HIGH |
2,803.0 |
|
0.618 |
2,791.5 |
|
0.500 |
2,788.0 |
|
0.382 |
2,784.5 |
|
LOW |
2,773.0 |
|
0.618 |
2,754.5 |
|
1.000 |
2,743.0 |
|
1.618 |
2,724.5 |
|
2.618 |
2,694.5 |
|
4.250 |
2,645.5 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,788.0 |
2,773.2 |
| PP |
2,787.7 |
2,759.3 |
| S1 |
2,787.3 |
2,745.5 |
|