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 |
1,001.50 |
1,013.50 |
12.00 |
1.2% |
1,026.50 |
High |
1,016.25 |
1,027.00 |
10.75 |
1.1% |
1,031.00 |
Low |
1,000.00 |
1,012.25 |
12.25 |
1.2% |
991.00 |
Close |
1,014.00 |
1,025.00 |
11.00 |
1.1% |
1,014.00 |
Range |
16.25 |
14.75 |
-1.50 |
-9.2% |
40.00 |
ATR |
18.18 |
17.93 |
-0.24 |
-1.3% |
0.00 |
Volume |
1,398,009 |
1,625,973 |
227,964 |
16.3% |
9,742,653 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,065.75 |
1,060.00 |
1,033.00 |
|
R3 |
1,051.00 |
1,045.25 |
1,029.00 |
|
R2 |
1,036.25 |
1,036.25 |
1,027.75 |
|
R1 |
1,030.50 |
1,030.50 |
1,026.25 |
1,033.50 |
PP |
1,021.50 |
1,021.50 |
1,021.50 |
1,022.75 |
S1 |
1,015.75 |
1,015.75 |
1,023.75 |
1,018.50 |
S2 |
1,006.75 |
1,006.75 |
1,022.25 |
|
S3 |
992.00 |
1,001.00 |
1,021.00 |
|
S4 |
977.25 |
986.25 |
1,017.00 |
|
|
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 |
1,027.75 |
991.00 |
36.75 |
3.6% |
17.25 |
1.7% |
93% |
False |
False |
1,959,684 |
10 |
1,038.75 |
991.00 |
47.75 |
4.7% |
17.00 |
1.7% |
71% |
False |
False |
1,911,706 |
20 |
1,038.75 |
975.50 |
63.25 |
6.2% |
19.00 |
1.9% |
78% |
False |
False |
1,863,960 |
40 |
1,038.75 |
892.50 |
146.25 |
14.3% |
17.75 |
1.7% |
91% |
False |
False |
1,888,928 |
60 |
1,038.75 |
865.25 |
173.50 |
16.9% |
18.00 |
1.8% |
92% |
False |
False |
1,890,295 |
80 |
1,038.75 |
865.25 |
173.50 |
16.9% |
18.75 |
1.8% |
92% |
False |
False |
1,453,230 |
100 |
1,038.75 |
819.75 |
219.00 |
21.4% |
19.50 |
1.9% |
94% |
False |
False |
1,163,685 |
120 |
1,038.75 |
758.25 |
280.50 |
27.4% |
20.75 |
2.0% |
95% |
False |
False |
969,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,089.75 |
2.618 |
1,065.50 |
1.618 |
1,050.75 |
1.000 |
1,041.75 |
0.618 |
1,036.00 |
HIGH |
1,027.00 |
0.618 |
1,021.25 |
0.500 |
1,019.50 |
0.382 |
1,018.00 |
LOW |
1,012.25 |
0.618 |
1,003.25 |
1.000 |
997.50 |
1.618 |
988.50 |
2.618 |
973.75 |
4.250 |
949.50 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,023.25 |
1,019.75 |
PP |
1,021.50 |
1,014.50 |
S1 |
1,019.50 |
1,009.00 |
|