Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
1,021.00 |
996.25 |
-24.75 |
-2.4% |
1,025.00 |
High |
1,027.75 |
1,001.00 |
-26.75 |
-2.6% |
1,038.75 |
Low |
995.25 |
991.00 |
-4.25 |
-0.4% |
1,014.75 |
Close |
996.50 |
994.25 |
-2.25 |
-0.2% |
1,027.50 |
Range |
32.50 |
10.00 |
-22.50 |
-69.2% |
24.00 |
ATR |
19.41 |
18.74 |
-0.67 |
-3.5% |
0.00 |
Volume |
1,647,166 |
3,206,696 |
1,559,530 |
94.7% |
9,681,168 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,025.50 |
1,019.75 |
999.75 |
|
R3 |
1,015.50 |
1,009.75 |
997.00 |
|
R2 |
1,005.50 |
1,005.50 |
996.00 |
|
R1 |
999.75 |
999.75 |
995.25 |
997.50 |
PP |
995.50 |
995.50 |
995.50 |
994.25 |
S1 |
989.75 |
989.75 |
993.25 |
987.50 |
S2 |
985.50 |
985.50 |
992.50 |
|
S3 |
975.50 |
979.75 |
991.50 |
|
S4 |
965.50 |
969.75 |
988.75 |
|
|
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 |
991.00 |
47.75 |
4.8% |
19.00 |
1.9% |
7% |
False |
True |
2,075,789 |
10 |
1,038.75 |
991.00 |
47.75 |
4.8% |
18.50 |
1.9% |
7% |
False |
True |
1,987,262 |
20 |
1,038.75 |
975.50 |
63.25 |
6.4% |
19.50 |
2.0% |
30% |
False |
False |
1,895,406 |
40 |
1,038.75 |
865.50 |
173.25 |
17.4% |
18.00 |
1.8% |
74% |
False |
False |
1,917,911 |
60 |
1,038.75 |
865.25 |
173.50 |
17.5% |
18.25 |
1.8% |
74% |
False |
False |
1,848,757 |
80 |
1,038.75 |
865.25 |
173.50 |
17.5% |
19.00 |
1.9% |
74% |
False |
False |
1,391,598 |
100 |
1,038.75 |
819.75 |
219.00 |
22.0% |
19.75 |
2.0% |
80% |
False |
False |
1,114,278 |
120 |
1,038.75 |
745.25 |
293.50 |
29.5% |
21.00 |
2.1% |
85% |
False |
False |
928,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,043.50 |
2.618 |
1,027.25 |
1.618 |
1,017.25 |
1.000 |
1,011.00 |
0.618 |
1,007.25 |
HIGH |
1,001.00 |
0.618 |
997.25 |
0.500 |
996.00 |
0.382 |
994.75 |
LOW |
991.00 |
0.618 |
984.75 |
1.000 |
981.00 |
1.618 |
974.75 |
2.618 |
964.75 |
4.250 |
948.50 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
996.00 |
1,011.00 |
PP |
995.50 |
1,005.50 |
S1 |
994.75 |
999.75 |
|