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 |
1,595.25 |
1,592.75 |
-2.50 |
-0.2% |
1,635.00 |
High |
1,603.00 |
1,608.50 |
5.50 |
0.3% |
1,668.50 |
Low |
1,585.25 |
1,584.50 |
-0.75 |
0.0% |
1,610.50 |
Close |
1,593.00 |
1,604.00 |
11.00 |
0.7% |
1,642.50 |
Range |
17.75 |
24.00 |
6.25 |
35.2% |
58.00 |
ATR |
32.07 |
31.49 |
-0.58 |
-1.8% |
0.00 |
Volume |
458,727 |
279,445 |
-179,282 |
-39.1% |
1,408,897 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,671.00 |
1,661.50 |
1,617.25 |
|
R3 |
1,647.00 |
1,637.50 |
1,610.50 |
|
R2 |
1,623.00 |
1,623.00 |
1,608.50 |
|
R1 |
1,613.50 |
1,613.50 |
1,606.25 |
1,618.25 |
PP |
1,599.00 |
1,599.00 |
1,599.00 |
1,601.50 |
S1 |
1,589.50 |
1,589.50 |
1,601.75 |
1,594.25 |
S2 |
1,575.00 |
1,575.00 |
1,599.50 |
|
S3 |
1,551.00 |
1,565.50 |
1,597.50 |
|
S4 |
1,527.00 |
1,541.50 |
1,590.75 |
|
|
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 |
1,584.50 |
84.00 |
5.2% |
33.50 |
2.1% |
23% |
False |
True |
319,318 |
10 |
1,668.50 |
1,584.50 |
84.00 |
5.2% |
31.25 |
1.9% |
23% |
False |
True |
294,853 |
20 |
1,668.50 |
1,561.25 |
107.25 |
6.7% |
32.75 |
2.0% |
40% |
False |
False |
291,827 |
40 |
1,668.50 |
1,399.50 |
269.00 |
16.8% |
30.50 |
1.9% |
76% |
False |
False |
289,198 |
60 |
1,668.50 |
1,392.50 |
276.00 |
17.2% |
30.25 |
1.9% |
77% |
False |
False |
281,393 |
80 |
1,668.50 |
1,336.75 |
331.75 |
20.7% |
31.50 |
2.0% |
81% |
False |
False |
211,312 |
100 |
1,668.50 |
1,293.50 |
375.00 |
23.4% |
32.00 |
2.0% |
83% |
False |
False |
169,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,710.50 |
2.618 |
1,671.25 |
1.618 |
1,647.25 |
1.000 |
1,632.50 |
0.618 |
1,623.25 |
HIGH |
1,608.50 |
0.618 |
1,599.25 |
0.500 |
1,596.50 |
0.382 |
1,593.75 |
LOW |
1,584.50 |
0.618 |
1,569.75 |
1.000 |
1,560.50 |
1.618 |
1,545.75 |
2.618 |
1,521.75 |
4.250 |
1,482.50 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,601.50 |
1,616.75 |
PP |
1,599.00 |
1,612.50 |
S1 |
1,596.50 |
1,608.25 |
|