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 |
1,026.50 |
1,021.00 |
-5.50 |
-0.5% |
1,025.00 |
High |
1,031.00 |
1,027.75 |
-3.25 |
-0.3% |
1,038.75 |
Low |
1,013.25 |
995.25 |
-18.00 |
-1.8% |
1,014.75 |
Close |
1,019.75 |
996.50 |
-23.25 |
-2.3% |
1,027.50 |
Range |
17.75 |
32.50 |
14.75 |
83.1% |
24.00 |
ATR |
18.40 |
19.41 |
1.01 |
5.5% |
0.00 |
Volume |
1,570,206 |
1,647,166 |
76,960 |
4.9% |
9,681,168 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,104.00 |
1,082.75 |
1,014.50 |
|
R3 |
1,071.50 |
1,050.25 |
1,005.50 |
|
R2 |
1,039.00 |
1,039.00 |
1,002.50 |
|
R1 |
1,017.75 |
1,017.75 |
999.50 |
1,012.00 |
PP |
1,006.50 |
1,006.50 |
1,006.50 |
1,003.75 |
S1 |
985.25 |
985.25 |
993.50 |
979.50 |
S2 |
974.00 |
974.00 |
990.50 |
|
S3 |
941.50 |
952.75 |
987.50 |
|
S4 |
909.00 |
920.25 |
978.50 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,099.00 |
1,087.25 |
1,040.75 |
|
R3 |
1,075.00 |
1,063.25 |
1,034.00 |
|
R2 |
1,051.00 |
1,051.00 |
1,032.00 |
|
R1 |
1,039.25 |
1,039.25 |
1,029.75 |
1,045.00 |
PP |
1,027.00 |
1,027.00 |
1,027.00 |
1,030.00 |
S1 |
1,015.25 |
1,015.25 |
1,025.25 |
1,021.00 |
S2 |
1,003.00 |
1,003.00 |
1,023.00 |
|
S3 |
979.00 |
991.25 |
1,021.00 |
|
S4 |
955.00 |
967.25 |
1,014.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,038.75 |
995.25 |
43.50 |
4.4% |
19.25 |
1.9% |
3% |
False |
True |
1,848,040 |
10 |
1,038.75 |
976.75 |
62.00 |
6.2% |
19.50 |
2.0% |
32% |
False |
False |
1,841,932 |
20 |
1,038.75 |
975.50 |
63.25 |
6.3% |
19.75 |
2.0% |
33% |
False |
False |
1,828,786 |
40 |
1,038.75 |
865.25 |
173.50 |
17.4% |
18.25 |
1.8% |
76% |
False |
False |
1,886,007 |
60 |
1,038.75 |
865.25 |
173.50 |
17.4% |
18.25 |
1.8% |
76% |
False |
False |
1,796,600 |
80 |
1,038.75 |
865.25 |
173.50 |
17.4% |
19.25 |
1.9% |
76% |
False |
False |
1,351,632 |
100 |
1,038.75 |
819.75 |
219.00 |
22.0% |
20.00 |
2.0% |
81% |
False |
False |
1,082,227 |
120 |
1,038.75 |
738.25 |
300.50 |
30.2% |
21.25 |
2.1% |
86% |
False |
False |
902,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,166.00 |
2.618 |
1,112.75 |
1.618 |
1,080.25 |
1.000 |
1,060.25 |
0.618 |
1,047.75 |
HIGH |
1,027.75 |
0.618 |
1,015.25 |
0.500 |
1,011.50 |
0.382 |
1,007.75 |
LOW |
995.25 |
0.618 |
975.25 |
1.000 |
962.75 |
1.618 |
942.75 |
2.618 |
910.25 |
4.250 |
857.00 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,011.50 |
1,017.00 |
PP |
1,006.50 |
1,010.25 |
S1 |
1,001.50 |
1,003.25 |
|