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 |
952.0 |
958.1 |
6.1 |
0.6% |
954.8 |
High |
958.7 |
982.4 |
23.7 |
2.5% |
964.6 |
Low |
947.5 |
952.5 |
5.0 |
0.5% |
935.7 |
Close |
956.5 |
978.5 |
22.0 |
2.3% |
958.8 |
Range |
11.2 |
29.9 |
18.7 |
167.0% |
28.9 |
ATR |
14.2 |
15.3 |
1.1 |
7.9% |
0.0 |
Volume |
73,127 |
93,242 |
20,115 |
27.5% |
366,359 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,060.8 |
1,049.6 |
994.9 |
|
R3 |
1,030.9 |
1,019.7 |
986.7 |
|
R2 |
1,001.0 |
1,001.0 |
984.0 |
|
R1 |
989.8 |
989.8 |
981.2 |
995.4 |
PP |
971.1 |
971.1 |
971.1 |
974.0 |
S1 |
959.9 |
959.9 |
975.8 |
965.5 |
S2 |
941.2 |
941.2 |
973.0 |
|
S3 |
911.3 |
930.0 |
970.3 |
|
S4 |
881.4 |
900.1 |
962.1 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,039.7 |
1,028.2 |
974.7 |
|
R3 |
1,010.8 |
999.3 |
966.7 |
|
R2 |
981.9 |
981.9 |
964.1 |
|
R1 |
970.4 |
970.4 |
961.4 |
976.2 |
PP |
953.0 |
953.0 |
953.0 |
955.9 |
S1 |
941.5 |
941.5 |
956.2 |
947.3 |
S2 |
924.1 |
924.1 |
953.5 |
|
S3 |
895.2 |
912.6 |
950.9 |
|
S4 |
866.3 |
883.7 |
942.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
982.4 |
942.6 |
39.8 |
4.1% |
16.7 |
1.7% |
90% |
True |
False |
76,531 |
10 |
982.4 |
935.7 |
46.7 |
4.8% |
16.0 |
1.6% |
92% |
True |
False |
75,318 |
20 |
982.4 |
931.3 |
51.1 |
5.2% |
14.7 |
1.5% |
92% |
True |
False |
75,911 |
40 |
982.4 |
909.7 |
72.7 |
7.4% |
13.9 |
1.4% |
95% |
True |
False |
58,525 |
60 |
982.4 |
907.6 |
74.8 |
7.6% |
14.2 |
1.5% |
95% |
True |
False |
40,311 |
80 |
993.6 |
907.6 |
86.0 |
8.8% |
14.9 |
1.5% |
82% |
False |
False |
31,282 |
100 |
993.6 |
870.5 |
123.1 |
12.6% |
14.9 |
1.5% |
88% |
False |
False |
25,384 |
120 |
993.6 |
869.5 |
124.1 |
12.7% |
16.1 |
1.6% |
88% |
False |
False |
21,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,109.5 |
2.618 |
1,060.7 |
1.618 |
1,030.8 |
1.000 |
1,012.3 |
0.618 |
1,000.9 |
HIGH |
982.4 |
0.618 |
971.0 |
0.500 |
967.5 |
0.382 |
963.9 |
LOW |
952.5 |
0.618 |
934.0 |
1.000 |
922.6 |
1.618 |
904.1 |
2.618 |
874.2 |
4.250 |
825.4 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
974.8 |
973.5 |
PP |
971.1 |
968.4 |
S1 |
967.5 |
963.4 |
|