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 |
1,022.00 |
1,015.75 |
-6.25 |
-0.6% |
1,020.50 |
High |
1,026.00 |
1,023.00 |
-3.00 |
-0.3% |
1,034.25 |
Low |
1,009.00 |
991.00 |
-18.00 |
-1.8% |
1,010.50 |
Close |
1,015.25 |
992.00 |
-23.25 |
-2.3% |
1,023.00 |
Range |
17.00 |
32.00 |
15.00 |
88.2% |
23.75 |
ATR |
17.89 |
18.90 |
1.01 |
5.6% |
0.00 |
Volume |
13,196 |
15,374 |
2,178 |
16.5% |
44,884 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,098.00 |
1,077.00 |
1,009.50 |
|
R3 |
1,066.00 |
1,045.00 |
1,000.75 |
|
R2 |
1,034.00 |
1,034.00 |
997.75 |
|
R1 |
1,013.00 |
1,013.00 |
995.00 |
1,007.50 |
PP |
1,002.00 |
1,002.00 |
1,002.00 |
999.25 |
S1 |
981.00 |
981.00 |
989.00 |
975.50 |
S2 |
970.00 |
970.00 |
986.25 |
|
S3 |
938.00 |
949.00 |
983.25 |
|
S4 |
906.00 |
917.00 |
974.50 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,093.75 |
1,082.25 |
1,036.00 |
|
R3 |
1,070.00 |
1,058.50 |
1,029.50 |
|
R2 |
1,046.25 |
1,046.25 |
1,027.25 |
|
R1 |
1,034.75 |
1,034.75 |
1,025.25 |
1,040.50 |
PP |
1,022.50 |
1,022.50 |
1,022.50 |
1,025.50 |
S1 |
1,011.00 |
1,011.00 |
1,020.75 |
1,016.75 |
S2 |
998.75 |
998.75 |
1,018.75 |
|
S3 |
975.00 |
987.25 |
1,016.50 |
|
S4 |
951.25 |
963.50 |
1,010.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,034.25 |
991.00 |
43.25 |
4.4% |
18.75 |
1.9% |
2% |
False |
True |
12,312 |
10 |
1,034.25 |
972.50 |
61.75 |
6.2% |
19.25 |
1.9% |
32% |
False |
False |
8,486 |
20 |
1,034.25 |
971.25 |
63.00 |
6.4% |
19.50 |
2.0% |
33% |
False |
False |
5,778 |
40 |
1,034.25 |
861.25 |
173.00 |
17.4% |
18.00 |
1.8% |
76% |
False |
False |
3,868 |
60 |
1,034.25 |
861.25 |
173.00 |
17.4% |
17.50 |
1.8% |
76% |
False |
False |
2,940 |
80 |
1,034.25 |
861.25 |
173.00 |
17.4% |
17.75 |
1.8% |
76% |
False |
False |
2,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,159.00 |
2.618 |
1,106.75 |
1.618 |
1,074.75 |
1.000 |
1,055.00 |
0.618 |
1,042.75 |
HIGH |
1,023.00 |
0.618 |
1,010.75 |
0.500 |
1,007.00 |
0.382 |
1,003.25 |
LOW |
991.00 |
0.618 |
971.25 |
1.000 |
959.00 |
1.618 |
939.25 |
2.618 |
907.25 |
4.250 |
855.00 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,007.00 |
1,012.50 |
PP |
1,002.00 |
1,005.75 |
S1 |
997.00 |
999.00 |
|