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 |
1,592.75 |
1,604.50 |
11.75 |
0.7% |
1,641.25 |
High |
1,608.50 |
1,640.50 |
32.00 |
2.0% |
1,649.00 |
Low |
1,584.50 |
1,600.50 |
16.00 |
1.0% |
1,584.50 |
Close |
1,604.00 |
1,635.75 |
31.75 |
2.0% |
1,635.75 |
Range |
24.00 |
40.00 |
16.00 |
66.7% |
64.50 |
ATR |
31.49 |
32.10 |
0.61 |
1.9% |
0.00 |
Volume |
279,445 |
210,225 |
-69,220 |
-24.8% |
1,491,572 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,745.50 |
1,730.75 |
1,657.75 |
|
R3 |
1,705.50 |
1,690.75 |
1,646.75 |
|
R2 |
1,665.50 |
1,665.50 |
1,643.00 |
|
R1 |
1,650.75 |
1,650.75 |
1,639.50 |
1,658.00 |
PP |
1,625.50 |
1,625.50 |
1,625.50 |
1,629.25 |
S1 |
1,610.75 |
1,610.75 |
1,632.00 |
1,618.00 |
S2 |
1,585.50 |
1,585.50 |
1,628.50 |
|
S3 |
1,545.50 |
1,570.75 |
1,624.75 |
|
S4 |
1,505.50 |
1,530.75 |
1,613.75 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.50 |
1,790.75 |
1,671.25 |
|
R3 |
1,752.00 |
1,726.25 |
1,653.50 |
|
R2 |
1,687.50 |
1,687.50 |
1,647.50 |
|
R1 |
1,661.75 |
1,661.75 |
1,641.75 |
1,642.50 |
PP |
1,623.00 |
1,623.00 |
1,623.00 |
1,613.50 |
S1 |
1,597.25 |
1,597.25 |
1,629.75 |
1,578.00 |
S2 |
1,558.50 |
1,558.50 |
1,624.00 |
|
S3 |
1,494.00 |
1,532.75 |
1,618.00 |
|
S4 |
1,429.50 |
1,468.25 |
1,600.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,649.00 |
1,584.50 |
64.50 |
3.9% |
34.00 |
2.1% |
79% |
False |
False |
298,314 |
10 |
1,668.50 |
1,584.50 |
84.00 |
5.1% |
31.25 |
1.9% |
61% |
False |
False |
290,046 |
20 |
1,668.50 |
1,561.25 |
107.25 |
6.6% |
33.00 |
2.0% |
69% |
False |
False |
288,773 |
40 |
1,668.50 |
1,399.50 |
269.00 |
16.4% |
31.00 |
1.9% |
88% |
False |
False |
288,857 |
60 |
1,668.50 |
1,392.50 |
276.00 |
16.9% |
30.50 |
1.9% |
88% |
False |
False |
284,560 |
80 |
1,668.50 |
1,336.75 |
331.75 |
20.3% |
31.50 |
1.9% |
90% |
False |
False |
213,938 |
100 |
1,668.50 |
1,299.75 |
368.75 |
22.5% |
32.25 |
2.0% |
91% |
False |
False |
171,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,810.50 |
2.618 |
1,745.25 |
1.618 |
1,705.25 |
1.000 |
1,680.50 |
0.618 |
1,665.25 |
HIGH |
1,640.50 |
0.618 |
1,625.25 |
0.500 |
1,620.50 |
0.382 |
1,615.75 |
LOW |
1,600.50 |
0.618 |
1,575.75 |
1.000 |
1,560.50 |
1.618 |
1,535.75 |
2.618 |
1,495.75 |
4.250 |
1,430.50 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,630.75 |
1,628.00 |
PP |
1,625.50 |
1,620.25 |
S1 |
1,620.50 |
1,612.50 |
|