Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
951.4 |
956.7 |
5.3 |
0.6% |
953.9 |
High |
957.3 |
981.0 |
23.7 |
2.5% |
963.4 |
Low |
946.4 |
952.1 |
5.7 |
0.6% |
934.7 |
Close |
955.2 |
977.1 |
21.9 |
2.3% |
957.5 |
Range |
10.9 |
28.9 |
18.0 |
165.1% |
28.7 |
ATR |
13.9 |
15.0 |
1.1 |
7.7% |
0.0 |
Volume |
1,894 |
5,826 |
3,932 |
207.6% |
18,269 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,056.8 |
1,045.8 |
993.0 |
|
R3 |
1,027.9 |
1,016.9 |
985.0 |
|
R2 |
999.0 |
999.0 |
982.4 |
|
R1 |
988.0 |
988.0 |
979.7 |
993.5 |
PP |
970.1 |
970.1 |
970.1 |
972.8 |
S1 |
959.1 |
959.1 |
974.5 |
964.6 |
S2 |
941.2 |
941.2 |
971.8 |
|
S3 |
912.3 |
930.2 |
969.2 |
|
S4 |
883.4 |
901.3 |
961.2 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,038.0 |
1,026.4 |
973.3 |
|
R3 |
1,009.3 |
997.7 |
965.4 |
|
R2 |
980.6 |
980.6 |
962.8 |
|
R1 |
969.0 |
969.0 |
960.1 |
974.8 |
PP |
951.9 |
951.9 |
951.9 |
954.8 |
S1 |
940.3 |
940.3 |
954.9 |
946.1 |
S2 |
923.2 |
923.2 |
952.2 |
|
S3 |
894.5 |
911.6 |
949.6 |
|
S4 |
865.8 |
882.9 |
941.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
981.0 |
941.5 |
39.5 |
4.0% |
16.1 |
1.7% |
90% |
True |
False |
3,307 |
10 |
981.0 |
934.7 |
46.3 |
4.7% |
15.5 |
1.6% |
92% |
True |
False |
3,551 |
20 |
981.0 |
930.2 |
50.8 |
5.2% |
14.4 |
1.5% |
92% |
True |
False |
4,509 |
40 |
981.0 |
909.0 |
72.0 |
7.4% |
13.5 |
1.4% |
95% |
True |
False |
4,980 |
60 |
981.0 |
906.4 |
74.6 |
7.6% |
13.8 |
1.4% |
95% |
True |
False |
3,810 |
80 |
991.8 |
906.4 |
85.4 |
8.7% |
14.3 |
1.5% |
83% |
False |
False |
3,199 |
100 |
991.8 |
870.0 |
121.8 |
12.5% |
13.8 |
1.4% |
88% |
False |
False |
2,677 |
120 |
991.8 |
870.0 |
121.8 |
12.5% |
13.9 |
1.4% |
88% |
False |
False |
2,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,103.8 |
2.618 |
1,056.7 |
1.618 |
1,027.8 |
1.000 |
1,009.9 |
0.618 |
998.9 |
HIGH |
981.0 |
0.618 |
970.0 |
0.500 |
966.6 |
0.382 |
963.1 |
LOW |
952.1 |
0.618 |
934.2 |
1.000 |
923.2 |
1.618 |
905.3 |
2.618 |
876.4 |
4.250 |
829.3 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
973.6 |
972.1 |
PP |
970.1 |
967.1 |
S1 |
966.6 |
962.1 |
|