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 |
9,273 |
9,330 |
57 |
0.6% |
9,523 |
High |
9,353 |
9,442 |
89 |
1.0% |
9,558 |
Low |
9,247 |
9,315 |
68 |
0.7% |
9,247 |
Close |
9,330 |
9,417 |
87 |
0.9% |
9,417 |
Range |
106 |
127 |
21 |
19.8% |
311 |
ATR |
154 |
152 |
-2 |
-1.2% |
0 |
Volume |
149,510 |
113,513 |
-35,997 |
-24.1% |
772,679 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,772 |
9,722 |
9,487 |
|
R3 |
9,645 |
9,595 |
9,452 |
|
R2 |
9,518 |
9,518 |
9,440 |
|
R1 |
9,468 |
9,468 |
9,429 |
9,493 |
PP |
9,391 |
9,391 |
9,391 |
9,404 |
S1 |
9,341 |
9,341 |
9,405 |
9,366 |
S2 |
9,264 |
9,264 |
9,394 |
|
S3 |
9,137 |
9,214 |
9,382 |
|
S4 |
9,010 |
9,087 |
9,347 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,340 |
10,190 |
9,588 |
|
R3 |
10,029 |
9,879 |
9,503 |
|
R2 |
9,718 |
9,718 |
9,474 |
|
R1 |
9,568 |
9,568 |
9,446 |
9,488 |
PP |
9,407 |
9,407 |
9,407 |
9,367 |
S1 |
9,257 |
9,257 |
9,389 |
9,177 |
S2 |
9,096 |
9,096 |
9,360 |
|
S3 |
8,785 |
8,946 |
9,332 |
|
S4 |
8,474 |
8,635 |
9,246 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,558 |
9,247 |
311 |
3.3% |
144 |
1.5% |
55% |
False |
False |
154,535 |
10 |
9,638 |
9,247 |
391 |
4.2% |
140 |
1.5% |
43% |
False |
False |
149,714 |
20 |
9,638 |
9,091 |
547 |
5.8% |
157 |
1.7% |
60% |
False |
False |
138,668 |
40 |
9,638 |
8,018 |
1,620 |
17.2% |
154 |
1.6% |
86% |
False |
False |
133,048 |
60 |
9,638 |
8,018 |
1,620 |
17.2% |
153 |
1.6% |
86% |
False |
False |
131,251 |
80 |
9,638 |
8,018 |
1,620 |
17.2% |
159 |
1.7% |
86% |
False |
False |
98,708 |
100 |
9,638 |
7,677 |
1,961 |
20.8% |
164 |
1.7% |
89% |
False |
False |
78,983 |
120 |
9,638 |
7,180 |
2,458 |
26.1% |
173 |
1.8% |
91% |
False |
False |
65,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,982 |
2.618 |
9,775 |
1.618 |
9,648 |
1.000 |
9,569 |
0.618 |
9,521 |
HIGH |
9,442 |
0.618 |
9,394 |
0.500 |
9,379 |
0.382 |
9,364 |
LOW |
9,315 |
0.618 |
9,237 |
1.000 |
9,188 |
1.618 |
9,110 |
2.618 |
8,983 |
4.250 |
8,775 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,404 |
9,393 |
PP |
9,391 |
9,369 |
S1 |
9,379 |
9,345 |
|