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 |
992.9 |
993.7 |
0.8 |
0.1% |
956.1 |
High |
997.0 |
1,008.3 |
11.3 |
1.1% |
998.0 |
Low |
985.8 |
991.7 |
5.9 |
0.6% |
943.1 |
Close |
995.4 |
998.5 |
3.1 |
0.3% |
995.4 |
Range |
11.2 |
16.6 |
5.4 |
48.2% |
54.9 |
ATR |
15.3 |
15.4 |
0.1 |
0.6% |
0.0 |
Volume |
5,928 |
4,364 |
-1,564 |
-26.4% |
21,383 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,049.3 |
1,040.5 |
1,007.6 |
|
R3 |
1,032.7 |
1,023.9 |
1,003.1 |
|
R2 |
1,016.1 |
1,016.1 |
1,001.5 |
|
R1 |
1,007.3 |
1,007.3 |
1,000.0 |
1,011.7 |
PP |
999.5 |
999.5 |
999.5 |
1,001.7 |
S1 |
990.7 |
990.7 |
997.0 |
995.1 |
S2 |
982.9 |
982.9 |
995.5 |
|
S3 |
966.3 |
974.1 |
993.9 |
|
S4 |
949.7 |
957.5 |
989.4 |
|
|
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 |
1,008.3 |
946.4 |
61.9 |
6.2% |
18.1 |
1.8% |
84% |
True |
False |
4,585 |
10 |
1,008.3 |
940.0 |
68.3 |
6.8% |
15.4 |
1.5% |
86% |
True |
False |
3,901 |
20 |
1,008.3 |
930.2 |
78.1 |
7.8% |
14.8 |
1.5% |
87% |
True |
False |
4,230 |
40 |
1,008.3 |
919.8 |
88.5 |
8.9% |
14.0 |
1.4% |
89% |
True |
False |
5,038 |
60 |
1,008.3 |
906.4 |
101.9 |
10.2% |
13.7 |
1.4% |
90% |
True |
False |
3,953 |
80 |
1,008.3 |
906.4 |
101.9 |
10.2% |
14.5 |
1.5% |
90% |
True |
False |
3,360 |
100 |
1,008.3 |
870.0 |
138.3 |
13.9% |
14.0 |
1.4% |
93% |
True |
False |
2,822 |
120 |
1,008.3 |
870.0 |
138.3 |
13.9% |
13.8 |
1.4% |
93% |
True |
False |
2,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,078.9 |
2.618 |
1,051.8 |
1.618 |
1,035.2 |
1.000 |
1,024.9 |
0.618 |
1,018.6 |
HIGH |
1,008.3 |
0.618 |
1,002.0 |
0.500 |
1,000.0 |
0.382 |
998.0 |
LOW |
991.7 |
0.618 |
981.4 |
1.000 |
975.1 |
1.618 |
964.8 |
2.618 |
948.2 |
4.250 |
921.2 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,000.0 |
996.2 |
PP |
999.5 |
993.9 |
S1 |
999.0 |
991.6 |
|