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 |
979.4 |
994.3 |
14.9 |
1.5% |
957.4 |
High |
999.5 |
998.4 |
-1.1 |
-0.1% |
999.5 |
Low |
976.1 |
987.0 |
10.9 |
1.1% |
944.3 |
Close |
997.7 |
996.7 |
-1.0 |
-0.1% |
996.7 |
Range |
23.4 |
11.4 |
-12.0 |
-51.3% |
55.2 |
ATR |
15.9 |
15.6 |
-0.3 |
-2.0% |
0.0 |
Volume |
155,929 |
163,795 |
7,866 |
5.0% |
573,324 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,028.2 |
1,023.9 |
1,003.0 |
|
R3 |
1,016.8 |
1,012.5 |
999.8 |
|
R2 |
1,005.4 |
1,005.4 |
998.8 |
|
R1 |
1,001.1 |
1,001.1 |
997.7 |
1,003.3 |
PP |
994.0 |
994.0 |
994.0 |
995.1 |
S1 |
989.7 |
989.7 |
995.7 |
991.9 |
S2 |
982.6 |
982.6 |
994.6 |
|
S3 |
971.2 |
978.3 |
993.6 |
|
S4 |
959.8 |
966.9 |
990.4 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,145.8 |
1,126.4 |
1,027.1 |
|
R3 |
1,090.6 |
1,071.2 |
1,011.9 |
|
R2 |
1,035.4 |
1,035.4 |
1,006.8 |
|
R1 |
1,016.0 |
1,016.0 |
1,001.8 |
1,025.7 |
PP |
980.2 |
980.2 |
980.2 |
985.0 |
S1 |
960.8 |
960.8 |
991.6 |
970.5 |
S2 |
925.0 |
925.0 |
986.6 |
|
S3 |
869.8 |
905.6 |
981.5 |
|
S4 |
814.6 |
850.4 |
966.3 |
|
|
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% |
18.7 |
1.9% |
95% |
False |
False |
114,664 |
10 |
999.5 |
935.7 |
63.8 |
6.4% |
16.5 |
1.7% |
96% |
False |
False |
93,968 |
20 |
999.5 |
931.3 |
68.2 |
6.8% |
15.0 |
1.5% |
96% |
False |
False |
82,414 |
40 |
999.5 |
910.6 |
88.9 |
8.9% |
14.2 |
1.4% |
97% |
False |
False |
65,954 |
60 |
999.5 |
907.6 |
91.9 |
9.2% |
14.2 |
1.4% |
97% |
False |
False |
45,527 |
80 |
999.5 |
907.6 |
91.9 |
9.2% |
15.0 |
1.5% |
97% |
False |
False |
35,180 |
100 |
999.5 |
870.5 |
129.0 |
12.9% |
15.1 |
1.5% |
98% |
False |
False |
28,554 |
120 |
999.5 |
869.5 |
130.0 |
13.0% |
16.2 |
1.6% |
98% |
False |
False |
24,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,046.9 |
2.618 |
1,028.2 |
1.618 |
1,016.8 |
1.000 |
1,009.8 |
0.618 |
1,005.4 |
HIGH |
998.4 |
0.618 |
994.0 |
0.500 |
992.7 |
0.382 |
991.4 |
LOW |
987.0 |
0.618 |
980.0 |
1.000 |
975.6 |
1.618 |
968.6 |
2.618 |
957.2 |
4.250 |
938.6 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
995.4 |
989.8 |
PP |
994.0 |
982.9 |
S1 |
992.7 |
976.0 |
|