| 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 |
2,774.0 |
2,692.0 |
-82.0 |
-3.0% |
2,747.0 |
| High |
2,780.0 |
2,701.0 |
-79.0 |
-2.8% |
2,816.0 |
| Low |
2,685.0 |
2,660.0 |
-25.0 |
-0.9% |
2,731.0 |
| Close |
2,701.0 |
2,690.0 |
-11.0 |
-0.4% |
2,789.0 |
| Range |
95.0 |
41.0 |
-54.0 |
-56.8% |
85.0 |
| ATR |
57.1 |
56.0 |
-1.2 |
-2.0% |
0.0 |
| Volume |
33,213 |
17,884 |
-15,329 |
-46.2% |
42,063 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.7 |
2,789.3 |
2,712.6 |
|
| R3 |
2,765.7 |
2,748.3 |
2,701.3 |
|
| R2 |
2,724.7 |
2,724.7 |
2,697.5 |
|
| R1 |
2,707.3 |
2,707.3 |
2,693.8 |
2,695.5 |
| PP |
2,683.7 |
2,683.7 |
2,683.7 |
2,677.8 |
| S1 |
2,666.3 |
2,666.3 |
2,686.2 |
2,654.5 |
| S2 |
2,642.7 |
2,642.7 |
2,682.5 |
|
| S3 |
2,601.7 |
2,625.3 |
2,678.7 |
|
| S4 |
2,560.7 |
2,584.3 |
2,667.5 |
|
|
| 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 |
2,660.0 |
156.0 |
5.8% |
48.6 |
1.8% |
19% |
False |
True |
17,428 |
| 10 |
2,816.0 |
2,626.0 |
190.0 |
7.1% |
50.2 |
1.9% |
34% |
False |
False |
11,443 |
| 20 |
2,816.0 |
2,570.0 |
246.0 |
9.1% |
53.6 |
2.0% |
49% |
False |
False |
6,728 |
| 40 |
2,816.0 |
2,241.0 |
575.0 |
21.4% |
52.5 |
1.9% |
78% |
False |
False |
3,968 |
| 60 |
2,816.0 |
2,241.0 |
575.0 |
21.4% |
52.9 |
2.0% |
78% |
False |
False |
6,077 |
| 80 |
2,816.0 |
2,241.0 |
575.0 |
21.4% |
52.3 |
1.9% |
78% |
False |
False |
5,870 |
| 100 |
2,816.0 |
2,096.0 |
720.0 |
26.8% |
53.3 |
2.0% |
83% |
False |
False |
5,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,875.3 |
|
2.618 |
2,808.3 |
|
1.618 |
2,767.3 |
|
1.000 |
2,742.0 |
|
0.618 |
2,726.3 |
|
HIGH |
2,701.0 |
|
0.618 |
2,685.3 |
|
0.500 |
2,680.5 |
|
0.382 |
2,675.7 |
|
LOW |
2,660.0 |
|
0.618 |
2,634.7 |
|
1.000 |
2,619.0 |
|
1.618 |
2,593.7 |
|
2.618 |
2,552.7 |
|
4.250 |
2,485.8 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,686.8 |
2,720.0 |
| PP |
2,683.7 |
2,710.0 |
| S1 |
2,680.5 |
2,700.0 |
|