| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
2,772.0 |
2,774.0 |
2.0 |
0.1% |
2,747.0 |
| High |
2,779.0 |
2,780.0 |
1.0 |
0.0% |
2,816.0 |
| Low |
2,752.0 |
2,685.0 |
-67.0 |
-2.4% |
2,731.0 |
| Close |
2,760.0 |
2,701.0 |
-59.0 |
-2.1% |
2,789.0 |
| Range |
27.0 |
95.0 |
68.0 |
251.9% |
85.0 |
| ATR |
54.2 |
57.1 |
2.9 |
5.4% |
0.0 |
| Volume |
2,172 |
33,213 |
31,041 |
1,429.1% |
42,063 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,007.0 |
2,949.0 |
2,753.3 |
|
| R3 |
2,912.0 |
2,854.0 |
2,727.1 |
|
| R2 |
2,817.0 |
2,817.0 |
2,718.4 |
|
| R1 |
2,759.0 |
2,759.0 |
2,709.7 |
2,740.5 |
| PP |
2,722.0 |
2,722.0 |
2,722.0 |
2,712.8 |
| S1 |
2,664.0 |
2,664.0 |
2,692.3 |
2,645.5 |
| S2 |
2,627.0 |
2,627.0 |
2,683.6 |
|
| S3 |
2,532.0 |
2,569.0 |
2,674.9 |
|
| S4 |
2,437.0 |
2,474.0 |
2,648.8 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,033.7 |
2,996.3 |
2,835.8 |
|
| R3 |
2,948.7 |
2,911.3 |
2,812.4 |
|
| R2 |
2,863.7 |
2,863.7 |
2,804.6 |
|
| R1 |
2,826.3 |
2,826.3 |
2,796.8 |
2,845.0 |
| PP |
2,778.7 |
2,778.7 |
2,778.7 |
2,788.0 |
| S1 |
2,741.3 |
2,741.3 |
2,781.2 |
2,760.0 |
| S2 |
2,693.7 |
2,693.7 |
2,773.4 |
|
| S3 |
2,608.7 |
2,656.3 |
2,765.6 |
|
| S4 |
2,523.7 |
2,571.3 |
2,742.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,816.0 |
2,685.0 |
131.0 |
4.9% |
46.4 |
1.7% |
12% |
False |
True |
14,131 |
| 10 |
2,816.0 |
2,570.0 |
246.0 |
9.1% |
52.1 |
1.9% |
53% |
False |
False |
9,826 |
| 20 |
2,816.0 |
2,570.0 |
246.0 |
9.1% |
54.3 |
2.0% |
53% |
False |
False |
5,839 |
| 40 |
2,816.0 |
2,241.0 |
575.0 |
21.3% |
52.5 |
1.9% |
80% |
False |
False |
3,533 |
| 60 |
2,816.0 |
2,241.0 |
575.0 |
21.3% |
53.1 |
2.0% |
80% |
False |
False |
5,998 |
| 80 |
2,816.0 |
2,241.0 |
575.0 |
21.3% |
53.0 |
2.0% |
80% |
False |
False |
5,672 |
| 100 |
2,816.0 |
2,096.0 |
720.0 |
26.7% |
53.3 |
2.0% |
84% |
False |
False |
4,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,183.8 |
|
2.618 |
3,028.7 |
|
1.618 |
2,933.7 |
|
1.000 |
2,875.0 |
|
0.618 |
2,838.7 |
|
HIGH |
2,780.0 |
|
0.618 |
2,743.7 |
|
0.500 |
2,732.5 |
|
0.382 |
2,721.3 |
|
LOW |
2,685.0 |
|
0.618 |
2,626.3 |
|
1.000 |
2,590.0 |
|
1.618 |
2,531.3 |
|
2.618 |
2,436.3 |
|
4.250 |
2,281.3 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.5 |
2,750.5 |
| PP |
2,722.0 |
2,734.0 |
| S1 |
2,711.5 |
2,717.5 |
|