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 |
956.7 |
978.0 |
21.3 |
2.2% |
953.9 |
High |
981.0 |
998.0 |
17.0 |
1.7% |
963.4 |
Low |
952.1 |
974.9 |
22.8 |
2.4% |
934.7 |
Close |
977.1 |
996.3 |
19.2 |
2.0% |
957.5 |
Range |
28.9 |
23.1 |
-5.8 |
-20.1% |
28.7 |
ATR |
15.0 |
15.6 |
0.6 |
3.9% |
0.0 |
Volume |
5,826 |
4,917 |
-909 |
-15.6% |
18,269 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,059.0 |
1,050.8 |
1,009.0 |
|
R3 |
1,035.9 |
1,027.7 |
1,002.7 |
|
R2 |
1,012.8 |
1,012.8 |
1,000.5 |
|
R1 |
1,004.6 |
1,004.6 |
998.4 |
1,008.7 |
PP |
989.7 |
989.7 |
989.7 |
991.8 |
S1 |
981.5 |
981.5 |
994.2 |
985.6 |
S2 |
966.6 |
966.6 |
992.1 |
|
S3 |
943.5 |
958.4 |
989.9 |
|
S4 |
920.4 |
935.3 |
983.6 |
|
|
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 |
998.0 |
943.1 |
54.9 |
5.5% |
18.9 |
1.9% |
97% |
True |
False |
3,592 |
10 |
998.0 |
934.7 |
63.3 |
6.4% |
16.9 |
1.7% |
97% |
True |
False |
3,618 |
20 |
998.0 |
930.2 |
67.8 |
6.8% |
14.7 |
1.5% |
97% |
True |
False |
4,524 |
40 |
998.0 |
909.0 |
89.0 |
8.9% |
13.8 |
1.4% |
98% |
True |
False |
5,043 |
60 |
998.0 |
906.4 |
91.6 |
9.2% |
13.9 |
1.4% |
98% |
True |
False |
3,853 |
80 |
998.0 |
906.4 |
91.6 |
9.2% |
14.4 |
1.4% |
98% |
True |
False |
3,256 |
100 |
998.0 |
870.0 |
128.0 |
12.8% |
13.9 |
1.4% |
99% |
True |
False |
2,723 |
120 |
998.0 |
870.0 |
128.0 |
12.8% |
14.0 |
1.4% |
99% |
True |
False |
2,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,096.2 |
2.618 |
1,058.5 |
1.618 |
1,035.4 |
1.000 |
1,021.1 |
0.618 |
1,012.3 |
HIGH |
998.0 |
0.618 |
989.2 |
0.500 |
986.5 |
0.382 |
983.7 |
LOW |
974.9 |
0.618 |
960.6 |
1.000 |
951.8 |
1.618 |
937.5 |
2.618 |
914.4 |
4.250 |
876.7 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
993.0 |
988.3 |
PP |
989.7 |
980.2 |
S1 |
986.5 |
972.2 |
|