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 |
958.1 |
979.4 |
21.3 |
2.2% |
954.8 |
High |
982.4 |
999.5 |
17.1 |
1.7% |
964.6 |
Low |
952.5 |
976.1 |
23.6 |
2.5% |
935.7 |
Close |
978.5 |
997.7 |
19.2 |
2.0% |
958.8 |
Range |
29.9 |
23.4 |
-6.5 |
-21.7% |
28.9 |
ATR |
15.3 |
15.9 |
0.6 |
3.8% |
0.0 |
Volume |
93,242 |
155,929 |
62,687 |
67.2% |
366,359 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,061.3 |
1,052.9 |
1,010.6 |
|
R3 |
1,037.9 |
1,029.5 |
1,004.1 |
|
R2 |
1,014.5 |
1,014.5 |
1,002.0 |
|
R1 |
1,006.1 |
1,006.1 |
999.8 |
1,010.3 |
PP |
991.1 |
991.1 |
991.1 |
993.2 |
S1 |
982.7 |
982.7 |
995.6 |
986.9 |
S2 |
967.7 |
967.7 |
993.4 |
|
S3 |
944.3 |
959.3 |
991.3 |
|
S4 |
920.9 |
935.9 |
984.8 |
|
|
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 |
999.5 |
944.3 |
55.2 |
5.5% |
19.5 |
2.0% |
97% |
True |
False |
93,996 |
10 |
999.5 |
935.7 |
63.8 |
6.4% |
17.4 |
1.7% |
97% |
True |
False |
82,820 |
20 |
999.5 |
931.3 |
68.2 |
6.8% |
15.1 |
1.5% |
97% |
True |
False |
79,672 |
40 |
999.5 |
909.7 |
89.8 |
9.0% |
14.1 |
1.4% |
98% |
True |
False |
62,150 |
60 |
999.5 |
907.6 |
91.9 |
9.2% |
14.3 |
1.4% |
98% |
True |
False |
42,850 |
80 |
999.5 |
907.6 |
91.9 |
9.2% |
15.1 |
1.5% |
98% |
True |
False |
33,190 |
100 |
999.5 |
870.5 |
129.0 |
12.9% |
15.1 |
1.5% |
99% |
True |
False |
26,930 |
120 |
999.5 |
869.5 |
130.0 |
13.0% |
16.2 |
1.6% |
99% |
True |
False |
22,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,099.0 |
2.618 |
1,060.8 |
1.618 |
1,037.4 |
1.000 |
1,022.9 |
0.618 |
1,014.0 |
HIGH |
999.5 |
0.618 |
990.6 |
0.500 |
987.8 |
0.382 |
985.0 |
LOW |
976.1 |
0.618 |
961.6 |
1.000 |
952.7 |
1.618 |
938.2 |
2.618 |
914.8 |
4.250 |
876.7 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
994.4 |
989.6 |
PP |
991.1 |
981.6 |
S1 |
987.8 |
973.5 |
|