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 |
5,323.0 |
5,473.0 |
150.0 |
2.8% |
5,480.0 |
High |
5,431.5 |
5,504.0 |
72.5 |
1.3% |
5,514.0 |
Low |
5,321.0 |
5,454.5 |
133.5 |
2.5% |
5,263.5 |
Close |
5,368.5 |
5,481.5 |
113.0 |
2.1% |
5,368.5 |
Range |
110.5 |
49.5 |
-61.0 |
-55.2% |
250.5 |
ATR |
117.4 |
118.7 |
1.3 |
1.1% |
0.0 |
Volume |
144,842 |
109,816 |
-35,026 |
-24.2% |
735,361 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,628.5 |
5,604.5 |
5,508.7 |
|
R3 |
5,579.0 |
5,555.0 |
5,495.1 |
|
R2 |
5,529.5 |
5,529.5 |
5,490.6 |
|
R1 |
5,505.5 |
5,505.5 |
5,486.0 |
5,517.5 |
PP |
5,480.0 |
5,480.0 |
5,480.0 |
5,486.0 |
S1 |
5,456.0 |
5,456.0 |
5,477.0 |
5,468.0 |
S2 |
5,430.5 |
5,430.5 |
5,472.4 |
|
S3 |
5,381.0 |
5,406.5 |
5,467.9 |
|
S4 |
5,331.5 |
5,357.0 |
5,454.3 |
|
|
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 |
4.6% |
107.6 |
2.0% |
87% |
False |
False |
149,436 |
10 |
5,578.5 |
5,263.5 |
315.0 |
5.7% |
98.3 |
1.8% |
69% |
False |
False |
134,958 |
20 |
5,578.5 |
5,160.0 |
418.5 |
7.6% |
110.6 |
2.0% |
77% |
False |
False |
132,593 |
40 |
5,578.5 |
4,704.5 |
874.0 |
15.9% |
111.9 |
2.0% |
89% |
False |
False |
130,677 |
60 |
5,578.5 |
4,521.0 |
1,057.5 |
19.3% |
115.8 |
2.1% |
91% |
False |
False |
127,467 |
80 |
5,578.5 |
4,521.0 |
1,057.5 |
19.3% |
114.7 |
2.1% |
91% |
False |
False |
96,111 |
100 |
5,578.5 |
4,413.0 |
1,165.5 |
21.3% |
115.6 |
2.1% |
92% |
False |
False |
76,971 |
120 |
5,578.5 |
3,965.0 |
1,613.5 |
29.4% |
117.3 |
2.1% |
94% |
False |
False |
64,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,714.4 |
2.618 |
5,633.6 |
1.618 |
5,584.1 |
1.000 |
5,553.5 |
0.618 |
5,534.6 |
HIGH |
5,504.0 |
0.618 |
5,485.1 |
0.500 |
5,479.3 |
0.382 |
5,473.4 |
LOW |
5,454.5 |
0.618 |
5,423.9 |
1.000 |
5,405.0 |
1.618 |
5,374.4 |
2.618 |
5,324.9 |
4.250 |
5,244.1 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,480.8 |
5,451.2 |
PP |
5,480.0 |
5,420.8 |
S1 |
5,479.3 |
5,390.5 |
|