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 |
994.3 |
994.9 |
0.6 |
0.1% |
957.4 |
High |
998.4 |
1,009.7 |
11.3 |
1.1% |
999.5 |
Low |
987.0 |
992.6 |
5.6 |
0.6% |
944.3 |
Close |
996.7 |
999.8 |
3.1 |
0.3% |
996.7 |
Range |
11.4 |
17.1 |
5.7 |
50.0% |
55.2 |
ATR |
15.6 |
15.7 |
0.1 |
0.7% |
0.0 |
Volume |
163,795 |
117,550 |
-46,245 |
-28.2% |
573,324 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,052.0 |
1,043.0 |
1,009.2 |
|
R3 |
1,034.9 |
1,025.9 |
1,004.5 |
|
R2 |
1,017.8 |
1,017.8 |
1,002.9 |
|
R1 |
1,008.8 |
1,008.8 |
1,001.4 |
1,013.3 |
PP |
1,000.7 |
1,000.7 |
1,000.7 |
1,003.0 |
S1 |
991.7 |
991.7 |
998.2 |
996.2 |
S2 |
983.6 |
983.6 |
996.7 |
|
S3 |
966.5 |
974.6 |
995.1 |
|
S4 |
949.4 |
957.5 |
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 |
1,009.7 |
947.5 |
62.2 |
6.2% |
18.6 |
1.9% |
84% |
True |
False |
120,728 |
10 |
1,009.7 |
941.2 |
68.5 |
6.9% |
15.9 |
1.6% |
86% |
True |
False |
97,151 |
20 |
1,009.7 |
931.3 |
78.4 |
7.8% |
15.1 |
1.5% |
87% |
True |
False |
83,936 |
40 |
1,009.7 |
920.9 |
88.8 |
8.9% |
14.3 |
1.4% |
89% |
True |
False |
68,564 |
60 |
1,009.7 |
907.6 |
102.1 |
10.2% |
14.1 |
1.4% |
90% |
True |
False |
47,438 |
80 |
1,009.7 |
907.6 |
102.1 |
10.2% |
15.2 |
1.5% |
90% |
True |
False |
36,597 |
100 |
1,009.7 |
870.5 |
139.2 |
13.9% |
15.0 |
1.5% |
93% |
True |
False |
29,724 |
120 |
1,009.7 |
869.5 |
140.2 |
14.0% |
15.7 |
1.6% |
93% |
True |
False |
25,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,082.4 |
2.618 |
1,054.5 |
1.618 |
1,037.4 |
1.000 |
1,026.8 |
0.618 |
1,020.3 |
HIGH |
1,009.7 |
0.618 |
1,003.2 |
0.500 |
1,001.2 |
0.382 |
999.1 |
LOW |
992.6 |
0.618 |
982.0 |
1.000 |
975.5 |
1.618 |
964.9 |
2.618 |
947.8 |
4.250 |
919.9 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,001.2 |
997.5 |
PP |
1,000.7 |
995.2 |
S1 |
1,000.3 |
992.9 |
|