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 |
5,480.0 |
5,504.0 |
24.0 |
0.4% |
5,493.0 |
High |
5,497.0 |
5,514.0 |
17.0 |
0.3% |
5,578.5 |
Low |
5,437.5 |
5,303.0 |
-134.5 |
-2.5% |
5,432.0 |
Close |
5,469.0 |
5,337.0 |
-132.0 |
-2.4% |
5,516.0 |
Range |
59.5 |
211.0 |
151.5 |
254.6% |
146.5 |
ATR |
114.7 |
121.6 |
6.9 |
6.0% |
0.0 |
Volume |
97,996 |
207,921 |
109,925 |
112.2% |
618,616 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,017.7 |
5,888.3 |
5,453.1 |
|
R3 |
5,806.7 |
5,677.3 |
5,395.0 |
|
R2 |
5,595.7 |
5,595.7 |
5,375.7 |
|
R1 |
5,466.3 |
5,466.3 |
5,356.3 |
5,425.5 |
PP |
5,384.7 |
5,384.7 |
5,384.7 |
5,364.3 |
S1 |
5,255.3 |
5,255.3 |
5,317.7 |
5,214.5 |
S2 |
5,173.7 |
5,173.7 |
5,298.3 |
|
S3 |
4,962.7 |
5,044.3 |
5,279.0 |
|
S4 |
4,751.7 |
4,833.3 |
5,221.0 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,948.3 |
5,878.7 |
5,596.6 |
|
R3 |
5,801.8 |
5,732.2 |
5,556.3 |
|
R2 |
5,655.3 |
5,655.3 |
5,542.9 |
|
R1 |
5,585.7 |
5,585.7 |
5,529.4 |
5,620.5 |
PP |
5,508.8 |
5,508.8 |
5,508.8 |
5,526.3 |
S1 |
5,439.2 |
5,439.2 |
5,502.6 |
5,474.0 |
S2 |
5,362.3 |
5,362.3 |
5,489.1 |
|
S3 |
5,215.8 |
5,292.7 |
5,475.7 |
|
S4 |
5,069.3 |
5,146.2 |
5,435.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,576.0 |
5,303.0 |
273.0 |
5.1% |
107.6 |
2.0% |
12% |
False |
True |
135,910 |
10 |
5,578.5 |
5,160.0 |
418.5 |
7.8% |
111.2 |
2.1% |
42% |
False |
False |
132,925 |
20 |
5,578.5 |
5,160.0 |
418.5 |
7.8% |
115.9 |
2.2% |
42% |
False |
False |
128,648 |
40 |
5,578.5 |
4,521.0 |
1,057.5 |
19.8% |
115.5 |
2.2% |
77% |
False |
False |
131,646 |
60 |
5,578.5 |
4,521.0 |
1,057.5 |
19.8% |
116.3 |
2.2% |
77% |
False |
False |
118,834 |
80 |
5,578.5 |
4,521.0 |
1,057.5 |
19.8% |
116.9 |
2.2% |
77% |
False |
False |
89,408 |
100 |
5,578.5 |
4,404.0 |
1,174.5 |
22.0% |
116.9 |
2.2% |
79% |
False |
False |
71,612 |
120 |
5,578.5 |
3,820.5 |
1,758.0 |
32.9% |
118.9 |
2.2% |
86% |
False |
False |
60,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,410.8 |
2.618 |
6,066.4 |
1.618 |
5,855.4 |
1.000 |
5,725.0 |
0.618 |
5,644.4 |
HIGH |
5,514.0 |
0.618 |
5,433.4 |
0.500 |
5,408.5 |
0.382 |
5,383.6 |
LOW |
5,303.0 |
0.618 |
5,172.6 |
1.000 |
5,092.0 |
1.618 |
4,961.6 |
2.618 |
4,750.6 |
4.250 |
4,406.3 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,408.5 |
5,439.5 |
PP |
5,384.7 |
5,405.3 |
S1 |
5,360.8 |
5,371.2 |
|