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 |
1,604.50 |
1,635.50 |
31.00 |
1.9% |
1,641.25 |
High |
1,640.50 |
1,656.75 |
16.25 |
1.0% |
1,649.00 |
Low |
1,600.50 |
1,633.75 |
33.25 |
2.1% |
1,584.50 |
Close |
1,635.75 |
1,655.25 |
19.50 |
1.2% |
1,635.75 |
Range |
40.00 |
23.00 |
-17.00 |
-42.5% |
64.50 |
ATR |
32.10 |
31.45 |
-0.65 |
-2.0% |
0.00 |
Volume |
210,225 |
280,186 |
69,961 |
33.3% |
1,491,572 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,717.50 |
1,709.50 |
1,668.00 |
|
R3 |
1,694.50 |
1,686.50 |
1,661.50 |
|
R2 |
1,671.50 |
1,671.50 |
1,659.50 |
|
R1 |
1,663.50 |
1,663.50 |
1,657.25 |
1,667.50 |
PP |
1,648.50 |
1,648.50 |
1,648.50 |
1,650.50 |
S1 |
1,640.50 |
1,640.50 |
1,653.25 |
1,644.50 |
S2 |
1,625.50 |
1,625.50 |
1,651.00 |
|
S3 |
1,602.50 |
1,617.50 |
1,649.00 |
|
S4 |
1,579.50 |
1,594.50 |
1,642.50 |
|
|
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 |
1,656.75 |
1,584.50 |
72.25 |
4.4% |
32.75 |
2.0% |
98% |
True |
False |
293,542 |
10 |
1,668.50 |
1,584.50 |
84.00 |
5.1% |
31.50 |
1.9% |
84% |
False |
False |
288,950 |
20 |
1,668.50 |
1,561.25 |
107.25 |
6.5% |
33.00 |
2.0% |
88% |
False |
False |
288,743 |
40 |
1,668.50 |
1,437.25 |
231.25 |
14.0% |
30.25 |
1.8% |
94% |
False |
False |
289,598 |
60 |
1,668.50 |
1,392.50 |
276.00 |
16.7% |
30.25 |
1.8% |
95% |
False |
False |
285,143 |
80 |
1,668.50 |
1,341.00 |
327.50 |
19.8% |
31.25 |
1.9% |
96% |
False |
False |
217,438 |
100 |
1,668.50 |
1,299.75 |
368.75 |
22.3% |
32.00 |
1.9% |
96% |
False |
False |
173,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,754.50 |
2.618 |
1,717.00 |
1.618 |
1,694.00 |
1.000 |
1,679.75 |
0.618 |
1,671.00 |
HIGH |
1,656.75 |
0.618 |
1,648.00 |
0.500 |
1,645.25 |
0.382 |
1,642.50 |
LOW |
1,633.75 |
0.618 |
1,619.50 |
1.000 |
1,610.75 |
1.618 |
1,596.50 |
2.618 |
1,573.50 |
4.250 |
1,536.00 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,652.00 |
1,643.75 |
PP |
1,648.50 |
1,632.25 |
S1 |
1,645.25 |
1,620.50 |
|