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 |
1,015.75 |
992.25 |
-23.50 |
-2.3% |
1,020.50 |
High |
1,023.00 |
996.00 |
-27.00 |
-2.6% |
1,034.25 |
Low |
991.00 |
986.50 |
-4.50 |
-0.5% |
1,010.50 |
Close |
992.00 |
989.75 |
-2.25 |
-0.2% |
1,023.00 |
Range |
32.00 |
9.50 |
-22.50 |
-70.3% |
23.75 |
ATR |
18.90 |
18.22 |
-0.67 |
-3.6% |
0.00 |
Volume |
15,374 |
42,551 |
27,177 |
176.8% |
44,884 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,019.25 |
1,014.00 |
995.00 |
|
R3 |
1,009.75 |
1,004.50 |
992.25 |
|
R2 |
1,000.25 |
1,000.25 |
991.50 |
|
R1 |
995.00 |
995.00 |
990.50 |
993.00 |
PP |
990.75 |
990.75 |
990.75 |
989.75 |
S1 |
985.50 |
985.50 |
989.00 |
983.50 |
S2 |
981.25 |
981.25 |
988.00 |
|
S3 |
971.75 |
976.00 |
987.25 |
|
S4 |
962.25 |
966.50 |
984.50 |
|
|
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 |
986.50 |
47.75 |
4.8% |
18.50 |
1.9% |
7% |
False |
True |
19,381 |
10 |
1,034.25 |
986.50 |
47.75 |
4.8% |
18.00 |
1.8% |
7% |
False |
True |
12,500 |
20 |
1,034.25 |
971.25 |
63.00 |
6.4% |
19.25 |
1.9% |
29% |
False |
False |
7,794 |
40 |
1,034.25 |
861.50 |
172.75 |
17.5% |
17.75 |
1.8% |
74% |
False |
False |
4,874 |
60 |
1,034.25 |
861.25 |
173.00 |
17.5% |
17.25 |
1.7% |
74% |
False |
False |
3,649 |
80 |
1,034.25 |
861.25 |
173.00 |
17.5% |
17.75 |
1.8% |
74% |
False |
False |
2,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,036.50 |
2.618 |
1,020.75 |
1.618 |
1,011.25 |
1.000 |
1,005.50 |
0.618 |
1,001.75 |
HIGH |
996.00 |
0.618 |
992.25 |
0.500 |
991.25 |
0.382 |
990.25 |
LOW |
986.50 |
0.618 |
980.75 |
1.000 |
977.00 |
1.618 |
971.25 |
2.618 |
961.75 |
4.250 |
946.00 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
991.25 |
1,006.25 |
PP |
990.75 |
1,000.75 |
S1 |
990.25 |
995.25 |
|