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 |
1,625.00 |
1,595.25 |
-29.75 |
-1.8% |
1,635.00 |
High |
1,649.00 |
1,603.00 |
-46.00 |
-2.8% |
1,668.50 |
Low |
1,590.25 |
1,585.25 |
-5.00 |
-0.3% |
1,610.50 |
Close |
1,595.50 |
1,593.00 |
-2.50 |
-0.2% |
1,642.50 |
Range |
58.75 |
17.75 |
-41.00 |
-69.8% |
58.00 |
ATR |
33.17 |
32.07 |
-1.10 |
-3.3% |
0.00 |
Volume |
239,131 |
458,727 |
219,596 |
91.8% |
1,408,897 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,647.00 |
1,637.75 |
1,602.75 |
|
R3 |
1,629.25 |
1,620.00 |
1,598.00 |
|
R2 |
1,611.50 |
1,611.50 |
1,596.25 |
|
R1 |
1,602.25 |
1,602.25 |
1,594.75 |
1,598.00 |
PP |
1,593.75 |
1,593.75 |
1,593.75 |
1,591.50 |
S1 |
1,584.50 |
1,584.50 |
1,591.25 |
1,580.25 |
S2 |
1,576.00 |
1,576.00 |
1,589.75 |
|
S3 |
1,558.25 |
1,566.75 |
1,588.00 |
|
S4 |
1,540.50 |
1,549.00 |
1,583.25 |
|
|
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 |
1,585.25 |
83.25 |
5.2% |
35.25 |
2.2% |
9% |
False |
True |
315,896 |
10 |
1,668.50 |
1,585.25 |
83.25 |
5.2% |
31.75 |
2.0% |
9% |
False |
True |
296,121 |
20 |
1,668.50 |
1,561.25 |
107.25 |
6.7% |
33.00 |
2.1% |
30% |
False |
False |
292,827 |
40 |
1,668.50 |
1,399.50 |
269.00 |
16.9% |
30.25 |
1.9% |
72% |
False |
False |
290,371 |
60 |
1,668.50 |
1,392.50 |
276.00 |
17.3% |
30.50 |
1.9% |
73% |
False |
False |
276,844 |
80 |
1,668.50 |
1,336.75 |
331.75 |
20.8% |
31.75 |
2.0% |
77% |
False |
False |
207,821 |
100 |
1,668.50 |
1,293.50 |
375.00 |
23.5% |
32.00 |
2.0% |
80% |
False |
False |
166,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,678.50 |
2.618 |
1,649.50 |
1.618 |
1,631.75 |
1.000 |
1,620.75 |
0.618 |
1,614.00 |
HIGH |
1,603.00 |
0.618 |
1,596.25 |
0.500 |
1,594.00 |
0.382 |
1,592.00 |
LOW |
1,585.25 |
0.618 |
1,574.25 |
1.000 |
1,567.50 |
1.618 |
1,556.50 |
2.618 |
1,538.75 |
4.250 |
1,509.75 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,594.00 |
1,617.00 |
PP |
1,593.75 |
1,609.00 |
S1 |
1,593.50 |
1,601.00 |
|