Trading Metrics calculated at close of trading on 01-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,523 |
9,494 |
-29 |
-0.3% |
9,487 |
High |
9,558 |
9,554 |
-4 |
0.0% |
9,638 |
Low |
9,426 |
9,284 |
-142 |
-1.5% |
9,441 |
Close |
9,486 |
9,303 |
-183 |
-1.9% |
9,536 |
Range |
132 |
270 |
138 |
104.5% |
197 |
ATR |
155 |
163 |
8 |
5.3% |
0 |
Volume |
136,892 |
124,591 |
-12,301 |
-9.0% |
724,464 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,190 |
10,017 |
9,452 |
|
R3 |
9,920 |
9,747 |
9,377 |
|
R2 |
9,650 |
9,650 |
9,353 |
|
R1 |
9,477 |
9,477 |
9,328 |
9,429 |
PP |
9,380 |
9,380 |
9,380 |
9,356 |
S1 |
9,207 |
9,207 |
9,278 |
9,159 |
S2 |
9,110 |
9,110 |
9,254 |
|
S3 |
8,840 |
8,937 |
9,229 |
|
S4 |
8,570 |
8,667 |
9,155 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,129 |
10,030 |
9,644 |
|
R3 |
9,932 |
9,833 |
9,590 |
|
R2 |
9,735 |
9,735 |
9,572 |
|
R1 |
9,636 |
9,636 |
9,554 |
9,686 |
PP |
9,538 |
9,538 |
9,538 |
9,563 |
S1 |
9,439 |
9,439 |
9,518 |
9,489 |
S2 |
9,341 |
9,341 |
9,500 |
|
S3 |
9,144 |
9,242 |
9,482 |
|
S4 |
8,947 |
9,045 |
9,428 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,638 |
9,284 |
354 |
3.8% |
162 |
1.7% |
5% |
False |
True |
144,893 |
10 |
9,638 |
9,107 |
531 |
5.7% |
164 |
1.8% |
37% |
False |
False |
137,066 |
20 |
9,638 |
9,091 |
547 |
5.9% |
167 |
1.8% |
39% |
False |
False |
132,950 |
40 |
9,638 |
8,018 |
1,620 |
17.4% |
155 |
1.7% |
79% |
False |
False |
130,898 |
60 |
9,638 |
8,018 |
1,620 |
17.4% |
155 |
1.7% |
79% |
False |
False |
122,942 |
80 |
9,638 |
8,018 |
1,620 |
17.4% |
162 |
1.7% |
79% |
False |
False |
92,323 |
100 |
9,638 |
7,677 |
1,961 |
21.1% |
166 |
1.8% |
83% |
False |
False |
73,873 |
120 |
9,638 |
7,039 |
2,599 |
27.9% |
174 |
1.9% |
87% |
False |
False |
61,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,702 |
2.618 |
10,261 |
1.618 |
9,991 |
1.000 |
9,824 |
0.618 |
9,721 |
HIGH |
9,554 |
0.618 |
9,451 |
0.500 |
9,419 |
0.382 |
9,387 |
LOW |
9,284 |
0.618 |
9,117 |
1.000 |
9,014 |
1.618 |
8,847 |
2.618 |
8,577 |
4.250 |
8,137 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,419 |
9,461 |
PP |
9,380 |
9,408 |
S1 |
9,342 |
9,356 |
|