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 |
4,428.0 |
4,448.0 |
20.0 |
0.5% |
4,501.0 |
High |
4,442.0 |
4,473.0 |
31.0 |
0.7% |
4,534.0 |
Low |
4,404.0 |
4,413.0 |
9.0 |
0.2% |
4,404.0 |
Close |
4,433.0 |
4,427.0 |
-6.0 |
-0.1% |
4,427.0 |
Range |
38.0 |
60.0 |
22.0 |
57.9% |
130.0 |
ATR |
72.1 |
71.2 |
-0.9 |
-1.2% |
0.0 |
Volume |
25,462 |
25,729 |
267 |
1.0% |
164,423 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,617.7 |
4,582.3 |
4,460.0 |
|
R3 |
4,557.7 |
4,522.3 |
4,443.5 |
|
R2 |
4,497.7 |
4,497.7 |
4,438.0 |
|
R1 |
4,462.3 |
4,462.3 |
4,432.5 |
4,450.0 |
PP |
4,437.7 |
4,437.7 |
4,437.7 |
4,431.5 |
S1 |
4,402.3 |
4,402.3 |
4,421.5 |
4,390.0 |
S2 |
4,377.7 |
4,377.7 |
4,416.0 |
|
S3 |
4,317.7 |
4,342.3 |
4,410.5 |
|
S4 |
4,257.7 |
4,282.3 |
4,394.0 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,845.0 |
4,766.0 |
4,498.5 |
|
R3 |
4,715.0 |
4,636.0 |
4,462.8 |
|
R2 |
4,585.0 |
4,585.0 |
4,450.8 |
|
R1 |
4,506.0 |
4,506.0 |
4,438.9 |
4,480.5 |
PP |
4,455.0 |
4,455.0 |
4,455.0 |
4,442.3 |
S1 |
4,376.0 |
4,376.0 |
4,415.1 |
4,350.5 |
S2 |
4,325.0 |
4,325.0 |
4,403.2 |
|
S3 |
4,195.0 |
4,246.0 |
4,391.3 |
|
S4 |
4,065.0 |
4,116.0 |
4,355.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,534.0 |
4,404.0 |
130.0 |
2.9% |
57.0 |
1.3% |
18% |
False |
False |
32,884 |
10 |
4,534.0 |
4,334.0 |
200.0 |
4.5% |
56.2 |
1.3% |
47% |
False |
False |
29,786 |
20 |
4,534.0 |
4,224.0 |
310.0 |
7.0% |
65.0 |
1.5% |
65% |
False |
False |
30,413 |
40 |
4,534.0 |
3,692.0 |
842.0 |
19.0% |
58.6 |
1.3% |
87% |
False |
False |
28,069 |
60 |
4,534.0 |
3,665.0 |
869.0 |
19.6% |
55.0 |
1.2% |
88% |
False |
False |
29,738 |
80 |
4,534.0 |
3,665.0 |
869.0 |
19.6% |
51.0 |
1.2% |
88% |
False |
False |
22,568 |
100 |
4,534.0 |
3,638.0 |
896.0 |
20.2% |
46.3 |
1.0% |
88% |
False |
False |
18,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,728.0 |
2.618 |
4,630.1 |
1.618 |
4,570.1 |
1.000 |
4,533.0 |
0.618 |
4,510.1 |
HIGH |
4,473.0 |
0.618 |
4,450.1 |
0.500 |
4,443.0 |
0.382 |
4,435.9 |
LOW |
4,413.0 |
0.618 |
4,375.9 |
1.000 |
4,353.0 |
1.618 |
4,315.9 |
2.618 |
4,255.9 |
4.250 |
4,158.0 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4,443.0 |
4,438.5 |
PP |
4,437.7 |
4,434.7 |
S1 |
4,432.3 |
4,430.8 |
|