| 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 |
2,692.0 |
2,684.0 |
-8.0 |
-0.3% |
2,747.0 |
| High |
2,701.0 |
2,710.0 |
9.0 |
0.3% |
2,816.0 |
| Low |
2,660.0 |
2,673.0 |
13.0 |
0.5% |
2,731.0 |
| Close |
2,690.0 |
2,681.0 |
-9.0 |
-0.3% |
2,789.0 |
| Range |
41.0 |
37.0 |
-4.0 |
-9.8% |
85.0 |
| ATR |
56.0 |
54.6 |
-1.4 |
-2.4% |
0.0 |
| Volume |
17,884 |
19,535 |
1,651 |
9.2% |
42,063 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,799.0 |
2,777.0 |
2,701.4 |
|
| R3 |
2,762.0 |
2,740.0 |
2,691.2 |
|
| R2 |
2,725.0 |
2,725.0 |
2,687.8 |
|
| R1 |
2,703.0 |
2,703.0 |
2,684.4 |
2,695.5 |
| PP |
2,688.0 |
2,688.0 |
2,688.0 |
2,684.3 |
| S1 |
2,666.0 |
2,666.0 |
2,677.6 |
2,658.5 |
| S2 |
2,651.0 |
2,651.0 |
2,674.2 |
|
| S3 |
2,614.0 |
2,629.0 |
2,670.8 |
|
| S4 |
2,577.0 |
2,592.0 |
2,660.7 |
|
|
| 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% |
47.6 |
1.8% |
13% |
False |
False |
16,797 |
| 10 |
2,816.0 |
2,636.0 |
180.0 |
6.7% |
50.6 |
1.9% |
25% |
False |
False |
12,867 |
| 20 |
2,816.0 |
2,570.0 |
246.0 |
9.2% |
53.2 |
2.0% |
45% |
False |
False |
7,695 |
| 40 |
2,816.0 |
2,241.0 |
575.0 |
21.4% |
52.4 |
2.0% |
77% |
False |
False |
4,446 |
| 60 |
2,816.0 |
2,241.0 |
575.0 |
21.4% |
52.8 |
2.0% |
77% |
False |
False |
6,324 |
| 80 |
2,816.0 |
2,241.0 |
575.0 |
21.4% |
52.2 |
1.9% |
77% |
False |
False |
6,103 |
| 100 |
2,816.0 |
2,096.0 |
720.0 |
26.9% |
53.2 |
2.0% |
81% |
False |
False |
5,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.3 |
|
2.618 |
2,806.9 |
|
1.618 |
2,769.9 |
|
1.000 |
2,747.0 |
|
0.618 |
2,732.9 |
|
HIGH |
2,710.0 |
|
0.618 |
2,695.9 |
|
0.500 |
2,691.5 |
|
0.382 |
2,687.1 |
|
LOW |
2,673.0 |
|
0.618 |
2,650.1 |
|
1.000 |
2,636.0 |
|
1.618 |
2,613.1 |
|
2.618 |
2,576.1 |
|
4.250 |
2,515.8 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,691.5 |
2,720.0 |
| PP |
2,688.0 |
2,707.0 |
| S1 |
2,684.5 |
2,694.0 |
|