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 |
994.00 |
1,001.50 |
7.50 |
0.8% |
1,026.50 |
High |
1,004.25 |
1,016.25 |
12.00 |
1.2% |
1,031.00 |
Low |
991.25 |
1,000.00 |
8.75 |
0.9% |
991.00 |
Close |
1,001.75 |
1,014.00 |
12.25 |
1.2% |
1,014.00 |
Range |
13.00 |
16.25 |
3.25 |
25.0% |
40.00 |
ATR |
18.33 |
18.18 |
-0.15 |
-0.8% |
0.00 |
Volume |
1,920,576 |
1,398,009 |
-522,567 |
-27.2% |
9,742,653 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,058.75 |
1,052.75 |
1,023.00 |
|
R3 |
1,042.50 |
1,036.50 |
1,018.50 |
|
R2 |
1,026.25 |
1,026.25 |
1,017.00 |
|
R1 |
1,020.25 |
1,020.25 |
1,015.50 |
1,023.25 |
PP |
1,010.00 |
1,010.00 |
1,010.00 |
1,011.50 |
S1 |
1,004.00 |
1,004.00 |
1,012.50 |
1,007.00 |
S2 |
993.75 |
993.75 |
1,011.00 |
|
S3 |
977.50 |
987.75 |
1,009.50 |
|
S4 |
961.25 |
971.50 |
1,005.00 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,132.00 |
1,113.00 |
1,036.00 |
|
R3 |
1,092.00 |
1,073.00 |
1,025.00 |
|
R2 |
1,052.00 |
1,052.00 |
1,021.25 |
|
R1 |
1,033.00 |
1,033.00 |
1,017.75 |
1,022.50 |
PP |
1,012.00 |
1,012.00 |
1,012.00 |
1,006.75 |
S1 |
993.00 |
993.00 |
1,010.25 |
982.50 |
S2 |
972.00 |
972.00 |
1,006.75 |
|
S3 |
932.00 |
953.00 |
1,003.00 |
|
S4 |
892.00 |
913.00 |
992.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,031.00 |
991.00 |
40.00 |
3.9% |
18.00 |
1.8% |
58% |
False |
False |
1,948,530 |
10 |
1,038.75 |
991.00 |
47.75 |
4.7% |
17.00 |
1.7% |
48% |
False |
False |
1,942,382 |
20 |
1,038.75 |
975.50 |
63.25 |
6.2% |
18.75 |
1.8% |
61% |
False |
False |
1,881,617 |
40 |
1,038.75 |
865.50 |
173.25 |
17.1% |
18.25 |
1.8% |
86% |
False |
False |
1,893,922 |
60 |
1,038.75 |
865.25 |
173.50 |
17.1% |
18.00 |
1.8% |
86% |
False |
False |
1,894,439 |
80 |
1,038.75 |
865.25 |
173.50 |
17.1% |
18.75 |
1.9% |
86% |
False |
False |
1,432,943 |
100 |
1,038.75 |
819.75 |
219.00 |
21.6% |
19.75 |
1.9% |
89% |
False |
False |
1,147,438 |
120 |
1,038.75 |
758.25 |
280.50 |
27.7% |
21.00 |
2.1% |
91% |
False |
False |
956,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,085.25 |
2.618 |
1,058.75 |
1.618 |
1,042.50 |
1.000 |
1,032.50 |
0.618 |
1,026.25 |
HIGH |
1,016.25 |
0.618 |
1,010.00 |
0.500 |
1,008.00 |
0.382 |
1,006.25 |
LOW |
1,000.00 |
0.618 |
990.00 |
1.000 |
983.75 |
1.618 |
973.75 |
2.618 |
957.50 |
4.250 |
931.00 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,012.00 |
1,010.50 |
PP |
1,010.00 |
1,007.00 |
S1 |
1,008.00 |
1,003.50 |
|