| 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 |
2,684.0 |
2,695.0 |
11.0 |
0.4% |
2,772.0 |
| High |
2,710.0 |
2,752.0 |
42.0 |
1.5% |
2,780.0 |
| Low |
2,673.0 |
2,695.0 |
22.0 |
0.8% |
2,660.0 |
| Close |
2,681.0 |
2,718.0 |
37.0 |
1.4% |
2,718.0 |
| Range |
37.0 |
57.0 |
20.0 |
54.1% |
120.0 |
| ATR |
54.6 |
55.8 |
1.2 |
2.1% |
0.0 |
| Volume |
19,535 |
31,735 |
12,200 |
62.5% |
104,539 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.7 |
2,862.3 |
2,749.4 |
|
| R3 |
2,835.7 |
2,805.3 |
2,733.7 |
|
| R2 |
2,778.7 |
2,778.7 |
2,728.5 |
|
| R1 |
2,748.3 |
2,748.3 |
2,723.2 |
2,763.5 |
| PP |
2,721.7 |
2,721.7 |
2,721.7 |
2,729.3 |
| S1 |
2,691.3 |
2,691.3 |
2,712.8 |
2,706.5 |
| S2 |
2,664.7 |
2,664.7 |
2,707.6 |
|
| S3 |
2,607.7 |
2,634.3 |
2,702.3 |
|
| S4 |
2,550.7 |
2,577.3 |
2,686.7 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,079.3 |
3,018.7 |
2,784.0 |
|
| R3 |
2,959.3 |
2,898.7 |
2,751.0 |
|
| R2 |
2,839.3 |
2,839.3 |
2,740.0 |
|
| R1 |
2,778.7 |
2,778.7 |
2,729.0 |
2,749.0 |
| PP |
2,719.3 |
2,719.3 |
2,719.3 |
2,704.5 |
| S1 |
2,658.7 |
2,658.7 |
2,707.0 |
2,629.0 |
| S2 |
2,599.3 |
2,599.3 |
2,696.0 |
|
| S3 |
2,479.3 |
2,538.7 |
2,685.0 |
|
| S4 |
2,359.3 |
2,418.7 |
2,652.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,780.0 |
2,660.0 |
120.0 |
4.4% |
51.4 |
1.9% |
48% |
False |
False |
20,907 |
| 10 |
2,816.0 |
2,660.0 |
156.0 |
5.7% |
46.4 |
1.7% |
37% |
False |
False |
14,660 |
| 20 |
2,816.0 |
2,570.0 |
246.0 |
9.1% |
52.0 |
1.9% |
60% |
False |
False |
9,258 |
| 40 |
2,816.0 |
2,241.0 |
575.0 |
21.2% |
52.9 |
1.9% |
83% |
False |
False |
5,172 |
| 60 |
2,816.0 |
2,241.0 |
575.0 |
21.2% |
53.4 |
2.0% |
83% |
False |
False |
6,770 |
| 80 |
2,816.0 |
2,241.0 |
575.0 |
21.2% |
52.5 |
1.9% |
83% |
False |
False |
6,474 |
| 100 |
2,816.0 |
2,096.0 |
720.0 |
26.5% |
53.2 |
2.0% |
86% |
False |
False |
5,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,994.3 |
|
2.618 |
2,901.2 |
|
1.618 |
2,844.2 |
|
1.000 |
2,809.0 |
|
0.618 |
2,787.2 |
|
HIGH |
2,752.0 |
|
0.618 |
2,730.2 |
|
0.500 |
2,723.5 |
|
0.382 |
2,716.8 |
|
LOW |
2,695.0 |
|
0.618 |
2,659.8 |
|
1.000 |
2,638.0 |
|
1.618 |
2,602.8 |
|
2.618 |
2,545.8 |
|
4.250 |
2,452.8 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,723.5 |
2,714.0 |
| PP |
2,721.7 |
2,710.0 |
| S1 |
2,719.8 |
2,706.0 |
|