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 |
992.25 |
989.75 |
-2.50 |
-0.3% |
1,020.50 |
High |
996.00 |
999.25 |
3.25 |
0.3% |
1,034.25 |
Low |
986.50 |
987.00 |
0.50 |
0.1% |
1,010.50 |
Close |
989.75 |
997.25 |
7.50 |
0.8% |
1,023.00 |
Range |
9.50 |
12.25 |
2.75 |
28.9% |
23.75 |
ATR |
18.22 |
17.80 |
-0.43 |
-2.3% |
0.00 |
Volume |
42,551 |
37,573 |
-4,978 |
-11.7% |
44,884 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,031.25 |
1,026.50 |
1,004.00 |
|
R3 |
1,019.00 |
1,014.25 |
1,000.50 |
|
R2 |
1,006.75 |
1,006.75 |
999.50 |
|
R1 |
1,002.00 |
1,002.00 |
998.25 |
1,004.50 |
PP |
994.50 |
994.50 |
994.50 |
995.75 |
S1 |
989.75 |
989.75 |
996.25 |
992.00 |
S2 |
982.25 |
982.25 |
995.00 |
|
S3 |
970.00 |
977.50 |
994.00 |
|
S4 |
957.75 |
965.25 |
990.50 |
|
|
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% |
17.50 |
1.7% |
23% |
False |
False |
25,341 |
10 |
1,034.25 |
986.50 |
47.75 |
4.8% |
18.00 |
1.8% |
23% |
False |
False |
15,815 |
20 |
1,034.25 |
971.25 |
63.00 |
6.3% |
19.00 |
1.9% |
41% |
False |
False |
9,585 |
40 |
1,034.25 |
861.50 |
172.75 |
17.3% |
17.75 |
1.8% |
79% |
False |
False |
5,765 |
60 |
1,034.25 |
861.25 |
173.00 |
17.3% |
17.25 |
1.7% |
79% |
False |
False |
4,273 |
80 |
1,034.25 |
861.25 |
173.00 |
17.3% |
17.50 |
1.8% |
79% |
False |
False |
3,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,051.25 |
2.618 |
1,031.25 |
1.618 |
1,019.00 |
1.000 |
1,011.50 |
0.618 |
1,006.75 |
HIGH |
999.25 |
0.618 |
994.50 |
0.500 |
993.00 |
0.382 |
991.75 |
LOW |
987.00 |
0.618 |
979.50 |
1.000 |
974.75 |
1.618 |
967.25 |
2.618 |
955.00 |
4.250 |
935.00 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
996.00 |
1,004.75 |
PP |
994.50 |
1,002.25 |
S1 |
993.00 |
999.75 |
|