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 |
1,641.25 |
1,625.00 |
-16.25 |
-1.0% |
1,635.00 |
High |
1,645.00 |
1,649.00 |
4.00 |
0.2% |
1,668.50 |
Low |
1,615.75 |
1,590.25 |
-25.50 |
-1.6% |
1,610.50 |
Close |
1,625.00 |
1,595.50 |
-29.50 |
-1.8% |
1,642.50 |
Range |
29.25 |
58.75 |
29.50 |
100.9% |
58.00 |
ATR |
31.20 |
33.17 |
1.97 |
6.3% |
0.00 |
Volume |
304,044 |
239,131 |
-64,913 |
-21.3% |
1,408,897 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,787.75 |
1,750.50 |
1,627.75 |
|
R3 |
1,729.00 |
1,691.75 |
1,611.75 |
|
R2 |
1,670.25 |
1,670.25 |
1,606.25 |
|
R1 |
1,633.00 |
1,633.00 |
1,601.00 |
1,622.25 |
PP |
1,611.50 |
1,611.50 |
1,611.50 |
1,606.25 |
S1 |
1,574.25 |
1,574.25 |
1,590.00 |
1,563.50 |
S2 |
1,552.75 |
1,552.75 |
1,584.75 |
|
S3 |
1,494.00 |
1,515.50 |
1,579.25 |
|
S4 |
1,435.25 |
1,456.75 |
1,563.25 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.50 |
1,786.50 |
1,674.50 |
|
R3 |
1,756.50 |
1,728.50 |
1,658.50 |
|
R2 |
1,698.50 |
1,698.50 |
1,653.25 |
|
R1 |
1,670.50 |
1,670.50 |
1,647.75 |
1,684.50 |
PP |
1,640.50 |
1,640.50 |
1,640.50 |
1,647.50 |
S1 |
1,612.50 |
1,612.50 |
1,637.25 |
1,626.50 |
S2 |
1,582.50 |
1,582.50 |
1,631.75 |
|
S3 |
1,524.50 |
1,554.50 |
1,626.50 |
|
S4 |
1,466.50 |
1,496.50 |
1,610.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,668.50 |
1,590.25 |
78.25 |
4.9% |
36.25 |
2.3% |
7% |
False |
True |
282,301 |
10 |
1,668.50 |
1,564.50 |
104.00 |
6.5% |
33.50 |
2.1% |
30% |
False |
False |
277,406 |
20 |
1,668.50 |
1,561.25 |
107.25 |
6.7% |
33.50 |
2.1% |
32% |
False |
False |
283,288 |
40 |
1,668.50 |
1,392.50 |
276.00 |
17.3% |
30.50 |
1.9% |
74% |
False |
False |
286,073 |
60 |
1,668.50 |
1,392.50 |
276.00 |
17.3% |
30.50 |
1.9% |
74% |
False |
False |
269,261 |
80 |
1,668.50 |
1,336.75 |
331.75 |
20.8% |
32.00 |
2.0% |
78% |
False |
False |
202,090 |
100 |
1,668.50 |
1,293.50 |
375.00 |
23.5% |
32.00 |
2.0% |
81% |
False |
False |
161,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,898.75 |
2.618 |
1,802.75 |
1.618 |
1,744.00 |
1.000 |
1,707.75 |
0.618 |
1,685.25 |
HIGH |
1,649.00 |
0.618 |
1,626.50 |
0.500 |
1,619.50 |
0.382 |
1,612.75 |
LOW |
1,590.25 |
0.618 |
1,554.00 |
1.000 |
1,531.50 |
1.618 |
1,495.25 |
2.618 |
1,436.50 |
4.250 |
1,340.50 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,619.50 |
1,629.50 |
PP |
1,611.50 |
1,618.00 |
S1 |
1,603.50 |
1,606.75 |
|