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 |
5,329.0 |
5,309.0 |
-20.0 |
-0.4% |
5,493.0 |
High |
5,340.5 |
5,367.0 |
26.5 |
0.5% |
5,578.5 |
Low |
5,263.5 |
5,277.0 |
13.5 |
0.3% |
5,432.0 |
Close |
5,320.0 |
5,300.5 |
-19.5 |
-0.4% |
5,516.0 |
Range |
77.0 |
90.0 |
13.0 |
16.9% |
146.5 |
ATR |
118.4 |
116.4 |
-2.0 |
-1.7% |
0.0 |
Volume |
162,795 |
121,807 |
-40,988 |
-25.2% |
618,616 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,584.8 |
5,532.7 |
5,350.0 |
|
R3 |
5,494.8 |
5,442.7 |
5,325.3 |
|
R2 |
5,404.8 |
5,404.8 |
5,317.0 |
|
R1 |
5,352.7 |
5,352.7 |
5,308.8 |
5,333.8 |
PP |
5,314.8 |
5,314.8 |
5,314.8 |
5,305.4 |
S1 |
5,262.7 |
5,262.7 |
5,292.3 |
5,243.8 |
S2 |
5,224.8 |
5,224.8 |
5,284.0 |
|
S3 |
5,134.8 |
5,172.7 |
5,275.8 |
|
S4 |
5,044.8 |
5,082.7 |
5,251.0 |
|
|
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 |
5,263.5 |
312.5 |
5.9% |
104.1 |
2.0% |
12% |
False |
False |
140,493 |
10 |
5,578.5 |
5,263.5 |
315.0 |
5.9% |
108.9 |
2.1% |
12% |
False |
False |
135,641 |
20 |
5,578.5 |
5,160.0 |
418.5 |
7.9% |
113.7 |
2.1% |
34% |
False |
False |
131,281 |
40 |
5,578.5 |
4,521.0 |
1,057.5 |
20.0% |
115.7 |
2.2% |
74% |
False |
False |
131,528 |
60 |
5,578.5 |
4,521.0 |
1,057.5 |
20.0% |
115.6 |
2.2% |
74% |
False |
False |
123,433 |
80 |
5,578.5 |
4,521.0 |
1,057.5 |
20.0% |
115.2 |
2.2% |
74% |
False |
False |
92,944 |
100 |
5,578.5 |
4,413.0 |
1,165.5 |
22.0% |
116.2 |
2.2% |
76% |
False |
False |
74,440 |
120 |
5,578.5 |
3,965.0 |
1,613.5 |
30.4% |
117.6 |
2.2% |
83% |
False |
False |
62,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,749.5 |
2.618 |
5,602.6 |
1.618 |
5,512.6 |
1.000 |
5,457.0 |
0.618 |
5,422.6 |
HIGH |
5,367.0 |
0.618 |
5,332.6 |
0.500 |
5,322.0 |
0.382 |
5,311.4 |
LOW |
5,277.0 |
0.618 |
5,221.4 |
1.000 |
5,187.0 |
1.618 |
5,131.4 |
2.618 |
5,041.4 |
4.250 |
4,894.5 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,322.0 |
5,388.8 |
PP |
5,314.8 |
5,359.3 |
S1 |
5,307.7 |
5,329.9 |
|