Trading Metrics calculated at close of trading on 03-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,302 |
9,273 |
-29 |
-0.3% |
9,487 |
High |
9,341 |
9,353 |
12 |
0.1% |
9,638 |
Low |
9,258 |
9,247 |
-11 |
-0.1% |
9,441 |
Close |
9,277 |
9,330 |
53 |
0.6% |
9,536 |
Range |
83 |
106 |
23 |
27.7% |
197 |
ATR |
158 |
154 |
-4 |
-2.3% |
0 |
Volume |
248,173 |
149,510 |
-98,663 |
-39.8% |
724,464 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,628 |
9,585 |
9,388 |
|
R3 |
9,522 |
9,479 |
9,359 |
|
R2 |
9,416 |
9,416 |
9,350 |
|
R1 |
9,373 |
9,373 |
9,340 |
9,395 |
PP |
9,310 |
9,310 |
9,310 |
9,321 |
S1 |
9,267 |
9,267 |
9,320 |
9,289 |
S2 |
9,204 |
9,204 |
9,311 |
|
S3 |
9,098 |
9,161 |
9,301 |
|
S4 |
8,992 |
9,055 |
9,272 |
|
|
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 |
9,247 |
391 |
4.2% |
149 |
1.6% |
21% |
False |
True |
164,203 |
10 |
9,638 |
9,247 |
391 |
4.2% |
154 |
1.6% |
21% |
False |
True |
149,414 |
20 |
9,638 |
9,091 |
547 |
5.9% |
162 |
1.7% |
44% |
False |
False |
139,462 |
40 |
9,638 |
8,018 |
1,620 |
17.4% |
154 |
1.6% |
81% |
False |
False |
133,112 |
60 |
9,638 |
8,018 |
1,620 |
17.4% |
154 |
1.6% |
81% |
False |
False |
129,471 |
80 |
9,638 |
8,018 |
1,620 |
17.4% |
161 |
1.7% |
81% |
False |
False |
97,291 |
100 |
9,638 |
7,677 |
1,961 |
21.0% |
165 |
1.8% |
84% |
False |
False |
77,848 |
120 |
9,638 |
7,112 |
2,526 |
27.1% |
173 |
1.9% |
88% |
False |
False |
64,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,804 |
2.618 |
9,631 |
1.618 |
9,525 |
1.000 |
9,459 |
0.618 |
9,419 |
HIGH |
9,353 |
0.618 |
9,313 |
0.500 |
9,300 |
0.382 |
9,288 |
LOW |
9,247 |
0.618 |
9,182 |
1.000 |
9,141 |
1.618 |
9,076 |
2.618 |
8,970 |
4.250 |
8,797 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,320 |
9,401 |
PP |
9,310 |
9,377 |
S1 |
9,300 |
9,354 |
|