Trading Metrics calculated at close of trading on 08-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,330 |
9,410 |
80 |
0.9% |
9,523 |
High |
9,442 |
9,528 |
86 |
0.9% |
9,558 |
Low |
9,315 |
9,401 |
86 |
0.9% |
9,247 |
Close |
9,417 |
9,496 |
79 |
0.8% |
9,417 |
Range |
127 |
127 |
0 |
0.0% |
311 |
ATR |
152 |
150 |
-2 |
-1.2% |
0 |
Volume |
113,513 |
129,722 |
16,209 |
14.3% |
772,679 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,856 |
9,803 |
9,566 |
|
R3 |
9,729 |
9,676 |
9,531 |
|
R2 |
9,602 |
9,602 |
9,519 |
|
R1 |
9,549 |
9,549 |
9,508 |
9,576 |
PP |
9,475 |
9,475 |
9,475 |
9,488 |
S1 |
9,422 |
9,422 |
9,484 |
9,449 |
S2 |
9,348 |
9,348 |
9,473 |
|
S3 |
9,221 |
9,295 |
9,461 |
|
S4 |
9,094 |
9,168 |
9,426 |
|
|
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 |
9,554 |
9,247 |
307 |
3.2% |
143 |
1.5% |
81% |
False |
False |
153,101 |
10 |
9,638 |
9,247 |
391 |
4.1% |
143 |
1.5% |
64% |
False |
False |
149,806 |
20 |
9,638 |
9,091 |
547 |
5.8% |
159 |
1.7% |
74% |
False |
False |
138,835 |
40 |
9,638 |
8,231 |
1,407 |
14.8% |
151 |
1.6% |
90% |
False |
False |
133,484 |
60 |
9,638 |
8,018 |
1,620 |
17.1% |
154 |
1.6% |
91% |
False |
False |
132,055 |
80 |
9,638 |
8,018 |
1,620 |
17.1% |
159 |
1.7% |
91% |
False |
False |
100,329 |
100 |
9,638 |
7,677 |
1,961 |
20.7% |
164 |
1.7% |
93% |
False |
False |
80,279 |
120 |
9,638 |
7,180 |
2,458 |
25.9% |
173 |
1.8% |
94% |
False |
False |
66,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,068 |
2.618 |
9,861 |
1.618 |
9,734 |
1.000 |
9,655 |
0.618 |
9,607 |
HIGH |
9,528 |
0.618 |
9,480 |
0.500 |
9,465 |
0.382 |
9,450 |
LOW |
9,401 |
0.618 |
9,323 |
1.000 |
9,274 |
1.618 |
9,196 |
2.618 |
9,069 |
4.250 |
8,861 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,486 |
9,460 |
PP |
9,475 |
9,424 |
S1 |
9,465 |
9,388 |
|