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 |
996.25 |
994.00 |
-2.25 |
-0.2% |
1,025.00 |
High |
1,001.00 |
1,004.25 |
3.25 |
0.3% |
1,038.75 |
Low |
991.00 |
991.25 |
0.25 |
0.0% |
1,014.75 |
Close |
994.25 |
1,001.75 |
7.50 |
0.8% |
1,027.50 |
Range |
10.00 |
13.00 |
3.00 |
30.0% |
24.00 |
ATR |
18.74 |
18.33 |
-0.41 |
-2.2% |
0.00 |
Volume |
3,206,696 |
1,920,576 |
-1,286,120 |
-40.1% |
9,681,168 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,038.00 |
1,033.00 |
1,009.00 |
|
R3 |
1,025.00 |
1,020.00 |
1,005.25 |
|
R2 |
1,012.00 |
1,012.00 |
1,004.25 |
|
R1 |
1,007.00 |
1,007.00 |
1,003.00 |
1,009.50 |
PP |
999.00 |
999.00 |
999.00 |
1,000.50 |
S1 |
994.00 |
994.00 |
1,000.50 |
996.50 |
S2 |
986.00 |
986.00 |
999.25 |
|
S3 |
973.00 |
981.00 |
998.25 |
|
S4 |
960.00 |
968.00 |
994.50 |
|
|
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 |
991.00 |
47.75 |
4.8% |
18.00 |
1.8% |
23% |
False |
False |
2,082,635 |
10 |
1,038.75 |
991.00 |
47.75 |
4.8% |
18.50 |
1.8% |
23% |
False |
False |
1,966,569 |
20 |
1,038.75 |
975.50 |
63.25 |
6.3% |
19.25 |
1.9% |
42% |
False |
False |
1,898,309 |
40 |
1,038.75 |
865.50 |
173.25 |
17.3% |
18.00 |
1.8% |
79% |
False |
False |
1,903,451 |
60 |
1,038.75 |
865.25 |
173.50 |
17.3% |
18.00 |
1.8% |
79% |
False |
False |
1,877,802 |
80 |
1,038.75 |
865.25 |
173.50 |
17.3% |
19.00 |
1.9% |
79% |
False |
False |
1,415,517 |
100 |
1,038.75 |
819.75 |
219.00 |
21.9% |
19.75 |
2.0% |
83% |
False |
False |
1,133,470 |
120 |
1,038.75 |
745.25 |
293.50 |
29.3% |
21.00 |
2.1% |
87% |
False |
False |
944,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,059.50 |
2.618 |
1,038.25 |
1.618 |
1,025.25 |
1.000 |
1,017.25 |
0.618 |
1,012.25 |
HIGH |
1,004.25 |
0.618 |
999.25 |
0.500 |
997.75 |
0.382 |
996.25 |
LOW |
991.25 |
0.618 |
983.25 |
1.000 |
978.25 |
1.618 |
970.25 |
2.618 |
957.25 |
4.250 |
936.00 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,000.50 |
1,009.50 |
PP |
999.00 |
1,006.75 |
S1 |
997.75 |
1,004.25 |
|