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 |
978.0 |
992.9 |
14.9 |
1.5% |
956.1 |
High |
998.0 |
997.0 |
-1.0 |
-0.1% |
998.0 |
Low |
974.9 |
985.8 |
10.9 |
1.1% |
943.1 |
Close |
996.3 |
995.4 |
-0.9 |
-0.1% |
995.4 |
Range |
23.1 |
11.2 |
-11.9 |
-51.5% |
54.9 |
ATR |
15.6 |
15.3 |
-0.3 |
-2.0% |
0.0 |
Volume |
4,917 |
5,928 |
1,011 |
20.6% |
21,383 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,026.3 |
1,022.1 |
1,001.6 |
|
R3 |
1,015.1 |
1,010.9 |
998.5 |
|
R2 |
1,003.9 |
1,003.9 |
997.5 |
|
R1 |
999.7 |
999.7 |
996.4 |
1,001.8 |
PP |
992.7 |
992.7 |
992.7 |
993.8 |
S1 |
988.5 |
988.5 |
994.4 |
990.6 |
S2 |
981.5 |
981.5 |
993.3 |
|
S3 |
970.3 |
977.3 |
992.3 |
|
S4 |
959.1 |
966.1 |
989.2 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,143.5 |
1,124.4 |
1,025.6 |
|
R3 |
1,088.6 |
1,069.5 |
1,010.5 |
|
R2 |
1,033.7 |
1,033.7 |
1,005.5 |
|
R1 |
1,014.6 |
1,014.6 |
1,000.4 |
1,024.2 |
PP |
978.8 |
978.8 |
978.8 |
983.6 |
S1 |
959.7 |
959.7 |
990.4 |
969.3 |
S2 |
923.9 |
923.9 |
985.3 |
|
S3 |
869.0 |
904.8 |
980.3 |
|
S4 |
814.1 |
849.9 |
965.2 |
|
|
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% |
18.2 |
1.8% |
95% |
False |
False |
4,276 |
10 |
998.0 |
934.7 |
63.3 |
6.4% |
16.0 |
1.6% |
96% |
False |
False |
3,965 |
20 |
998.0 |
930.2 |
67.8 |
6.8% |
14.7 |
1.5% |
96% |
False |
False |
4,245 |
40 |
998.0 |
909.2 |
88.8 |
8.9% |
14.0 |
1.4% |
97% |
False |
False |
4,975 |
60 |
998.0 |
906.4 |
91.6 |
9.2% |
13.7 |
1.4% |
97% |
False |
False |
3,924 |
80 |
998.0 |
906.4 |
91.6 |
9.2% |
14.4 |
1.4% |
97% |
False |
False |
3,322 |
100 |
998.0 |
870.0 |
128.0 |
12.9% |
14.0 |
1.4% |
98% |
False |
False |
2,780 |
120 |
998.0 |
870.0 |
128.0 |
12.9% |
14.1 |
1.4% |
98% |
False |
False |
2,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,044.6 |
2.618 |
1,026.3 |
1.618 |
1,015.1 |
1.000 |
1,008.2 |
0.618 |
1,003.9 |
HIGH |
997.0 |
0.618 |
992.7 |
0.500 |
991.4 |
0.382 |
990.1 |
LOW |
985.8 |
0.618 |
978.9 |
1.000 |
974.6 |
1.618 |
967.7 |
2.618 |
956.5 |
4.250 |
938.2 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
994.1 |
988.6 |
PP |
992.7 |
981.8 |
S1 |
991.4 |
975.1 |
|