| 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 |
2,695.0 |
2,772.0 |
77.0 |
2.9% |
2,772.0 |
| High |
2,752.0 |
2,788.0 |
36.0 |
1.3% |
2,780.0 |
| Low |
2,695.0 |
2,759.0 |
64.0 |
2.4% |
2,660.0 |
| Close |
2,718.0 |
2,771.0 |
53.0 |
1.9% |
2,718.0 |
| Range |
57.0 |
29.0 |
-28.0 |
-49.1% |
120.0 |
| ATR |
55.8 |
56.8 |
1.0 |
1.8% |
0.0 |
| Volume |
31,735 |
71,208 |
39,473 |
124.4% |
104,539 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.7 |
2,844.3 |
2,787.0 |
|
| R3 |
2,830.7 |
2,815.3 |
2,779.0 |
|
| R2 |
2,801.7 |
2,801.7 |
2,776.3 |
|
| R1 |
2,786.3 |
2,786.3 |
2,773.7 |
2,779.5 |
| PP |
2,772.7 |
2,772.7 |
2,772.7 |
2,769.3 |
| S1 |
2,757.3 |
2,757.3 |
2,768.3 |
2,750.5 |
| S2 |
2,743.7 |
2,743.7 |
2,765.7 |
|
| S3 |
2,714.7 |
2,728.3 |
2,763.0 |
|
| S4 |
2,685.7 |
2,699.3 |
2,755.1 |
|
|
| 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 |
2,788.0 |
2,660.0 |
128.0 |
4.6% |
51.8 |
1.9% |
87% |
True |
False |
34,715 |
| 10 |
2,816.0 |
2,660.0 |
156.0 |
5.6% |
46.0 |
1.7% |
71% |
False |
False |
21,633 |
| 20 |
2,816.0 |
2,570.0 |
246.0 |
8.9% |
52.4 |
1.9% |
82% |
False |
False |
12,815 |
| 40 |
2,816.0 |
2,330.0 |
486.0 |
17.5% |
51.0 |
1.8% |
91% |
False |
False |
6,912 |
| 60 |
2,816.0 |
2,241.0 |
575.0 |
20.8% |
52.5 |
1.9% |
92% |
False |
False |
7,807 |
| 80 |
2,816.0 |
2,241.0 |
575.0 |
20.8% |
51.8 |
1.9% |
92% |
False |
False |
7,345 |
| 100 |
2,816.0 |
2,096.0 |
720.0 |
26.0% |
53.2 |
1.9% |
94% |
False |
False |
6,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,911.3 |
|
2.618 |
2,863.9 |
|
1.618 |
2,834.9 |
|
1.000 |
2,817.0 |
|
0.618 |
2,805.9 |
|
HIGH |
2,788.0 |
|
0.618 |
2,776.9 |
|
0.500 |
2,773.5 |
|
0.382 |
2,770.1 |
|
LOW |
2,759.0 |
|
0.618 |
2,741.1 |
|
1.000 |
2,730.0 |
|
1.618 |
2,712.1 |
|
2.618 |
2,683.1 |
|
4.250 |
2,635.8 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,773.5 |
2,757.5 |
| PP |
2,772.7 |
2,744.0 |
| S1 |
2,771.8 |
2,730.5 |
|