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 |
5,309.0 |
5,323.0 |
14.0 |
0.3% |
5,480.0 |
High |
5,367.0 |
5,431.5 |
64.5 |
1.2% |
5,514.0 |
Low |
5,277.0 |
5,321.0 |
44.0 |
0.8% |
5,263.5 |
Close |
5,300.5 |
5,368.5 |
68.0 |
1.3% |
5,368.5 |
Range |
90.0 |
110.5 |
20.5 |
22.8% |
250.5 |
ATR |
116.4 |
117.4 |
1.0 |
0.9% |
0.0 |
Volume |
121,807 |
144,842 |
23,035 |
18.9% |
735,361 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,705.2 |
5,647.3 |
5,429.3 |
|
R3 |
5,594.7 |
5,536.8 |
5,398.9 |
|
R2 |
5,484.2 |
5,484.2 |
5,388.8 |
|
R1 |
5,426.3 |
5,426.3 |
5,378.6 |
5,455.3 |
PP |
5,373.7 |
5,373.7 |
5,373.7 |
5,388.1 |
S1 |
5,315.8 |
5,315.8 |
5,358.4 |
5,344.8 |
S2 |
5,263.2 |
5,263.2 |
5,348.2 |
|
S3 |
5,152.7 |
5,205.3 |
5,338.1 |
|
S4 |
5,042.2 |
5,094.8 |
5,307.7 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,133.5 |
6,001.5 |
5,506.3 |
|
R3 |
5,883.0 |
5,751.0 |
5,437.4 |
|
R2 |
5,632.5 |
5,632.5 |
5,414.4 |
|
R1 |
5,500.5 |
5,500.5 |
5,391.5 |
5,441.3 |
PP |
5,382.0 |
5,382.0 |
5,382.0 |
5,352.4 |
S1 |
5,250.0 |
5,250.0 |
5,345.5 |
5,190.8 |
S2 |
5,131.5 |
5,131.5 |
5,322.6 |
|
S3 |
4,881.0 |
4,999.5 |
5,299.6 |
|
S4 |
4,630.5 |
4,749.0 |
5,230.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,514.0 |
5,263.5 |
250.5 |
4.7% |
109.6 |
2.0% |
42% |
False |
False |
147,072 |
10 |
5,578.5 |
5,263.5 |
315.0 |
5.9% |
100.0 |
1.9% |
33% |
False |
False |
135,397 |
20 |
5,578.5 |
5,160.0 |
418.5 |
7.8% |
110.8 |
2.1% |
50% |
False |
False |
131,262 |
40 |
5,578.5 |
4,521.0 |
1,057.5 |
19.7% |
116.5 |
2.2% |
80% |
False |
False |
132,188 |
60 |
5,578.5 |
4,521.0 |
1,057.5 |
19.7% |
116.0 |
2.2% |
80% |
False |
False |
125,778 |
80 |
5,578.5 |
4,521.0 |
1,057.5 |
19.7% |
115.2 |
2.1% |
80% |
False |
False |
94,746 |
100 |
5,578.5 |
4,413.0 |
1,165.5 |
21.7% |
116.4 |
2.2% |
82% |
False |
False |
75,879 |
120 |
5,578.5 |
3,965.0 |
1,613.5 |
30.1% |
117.8 |
2.2% |
87% |
False |
False |
63,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,901.1 |
2.618 |
5,720.8 |
1.618 |
5,610.3 |
1.000 |
5,542.0 |
0.618 |
5,499.8 |
HIGH |
5,431.5 |
0.618 |
5,389.3 |
0.500 |
5,376.3 |
0.382 |
5,363.2 |
LOW |
5,321.0 |
0.618 |
5,252.7 |
1.000 |
5,210.5 |
1.618 |
5,142.2 |
2.618 |
5,031.7 |
4.250 |
4,851.4 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,376.3 |
5,361.5 |
PP |
5,373.7 |
5,354.5 |
S1 |
5,371.1 |
5,347.5 |
|