Trading Metrics calculated at close of trading on 08-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4,473.0 |
4,482.0 |
9.0 |
0.2% |
4,501.0 |
High |
4,479.0 |
4,534.0 |
55.0 |
1.2% |
4,534.0 |
Low |
4,442.0 |
4,477.0 |
35.0 |
0.8% |
4,404.0 |
Close |
4,468.0 |
4,534.0 |
66.0 |
1.5% |
4,427.0 |
Range |
37.0 |
57.0 |
20.0 |
54.1% |
130.0 |
ATR |
69.8 |
69.5 |
-0.3 |
-0.4% |
0.0 |
Volume |
20,204 |
28,780 |
8,576 |
42.4% |
164,423 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,686.0 |
4,667.0 |
4,565.4 |
|
R3 |
4,629.0 |
4,610.0 |
4,549.7 |
|
R2 |
4,572.0 |
4,572.0 |
4,544.5 |
|
R1 |
4,553.0 |
4,553.0 |
4,539.2 |
4,562.5 |
PP |
4,515.0 |
4,515.0 |
4,515.0 |
4,519.8 |
S1 |
4,496.0 |
4,496.0 |
4,528.8 |
4,505.5 |
S2 |
4,458.0 |
4,458.0 |
4,523.6 |
|
S3 |
4,401.0 |
4,439.0 |
4,518.3 |
|
S4 |
4,344.0 |
4,382.0 |
4,502.7 |
|
|
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% |
47.8 |
1.1% |
100% |
True |
False |
29,162 |
10 |
4,534.0 |
4,398.0 |
136.0 |
3.0% |
51.9 |
1.1% |
100% |
True |
False |
28,906 |
20 |
4,534.0 |
4,224.0 |
310.0 |
6.8% |
63.6 |
1.4% |
100% |
True |
False |
30,448 |
40 |
4,534.0 |
3,857.0 |
677.0 |
14.9% |
57.4 |
1.3% |
100% |
True |
False |
27,930 |
60 |
4,534.0 |
3,665.0 |
869.0 |
19.2% |
54.9 |
1.2% |
100% |
True |
False |
27,590 |
80 |
4,534.0 |
3,665.0 |
869.0 |
19.2% |
51.9 |
1.1% |
100% |
True |
False |
23,180 |
100 |
4,534.0 |
3,638.0 |
896.0 |
19.8% |
47.2 |
1.0% |
100% |
True |
False |
18,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,776.3 |
2.618 |
4,683.2 |
1.618 |
4,626.2 |
1.000 |
4,591.0 |
0.618 |
4,569.2 |
HIGH |
4,534.0 |
0.618 |
4,512.2 |
0.500 |
4,505.5 |
0.382 |
4,498.8 |
LOW |
4,477.0 |
0.618 |
4,441.8 |
1.000 |
4,420.0 |
1.618 |
4,384.8 |
2.618 |
4,327.8 |
4.250 |
4,234.8 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
4,524.5 |
4,513.8 |
PP |
4,515.0 |
4,493.7 |
S1 |
4,505.5 |
4,473.5 |
|