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 |
997.00 |
1,010.25 |
13.25 |
1.3% |
1,022.00 |
High |
1,011.75 |
1,022.50 |
10.75 |
1.1% |
1,026.00 |
Low |
995.50 |
1,008.25 |
12.75 |
1.3% |
986.50 |
Close |
1,009.50 |
1,020.75 |
11.25 |
1.1% |
1,009.50 |
Range |
16.25 |
14.25 |
-2.00 |
-12.3% |
39.50 |
ATR |
17.69 |
17.44 |
-0.25 |
-1.4% |
0.00 |
Volume |
22,614 |
46,328 |
23,714 |
104.9% |
131,308 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,060.00 |
1,054.50 |
1,028.50 |
|
R3 |
1,045.75 |
1,040.25 |
1,024.75 |
|
R2 |
1,031.50 |
1,031.50 |
1,023.25 |
|
R1 |
1,026.00 |
1,026.00 |
1,022.00 |
1,028.75 |
PP |
1,017.25 |
1,017.25 |
1,017.25 |
1,018.50 |
S1 |
1,011.75 |
1,011.75 |
1,019.50 |
1,014.50 |
S2 |
1,003.00 |
1,003.00 |
1,018.25 |
|
S3 |
988.75 |
997.50 |
1,016.75 |
|
S4 |
974.50 |
983.25 |
1,013.00 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.75 |
1,107.25 |
1,031.25 |
|
R3 |
1,086.25 |
1,067.75 |
1,020.25 |
|
R2 |
1,046.75 |
1,046.75 |
1,016.75 |
|
R1 |
1,028.25 |
1,028.25 |
1,013.00 |
1,017.75 |
PP |
1,007.25 |
1,007.25 |
1,007.25 |
1,002.00 |
S1 |
988.75 |
988.75 |
1,006.00 |
978.25 |
S2 |
967.75 |
967.75 |
1,002.25 |
|
S3 |
928.25 |
949.25 |
998.75 |
|
S4 |
888.75 |
909.75 |
987.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,023.00 |
986.50 |
36.50 |
3.6% |
16.75 |
1.7% |
94% |
False |
False |
32,888 |
10 |
1,034.25 |
986.50 |
47.75 |
4.7% |
16.75 |
1.6% |
72% |
False |
False |
21,823 |
20 |
1,034.25 |
971.25 |
63.00 |
6.2% |
18.75 |
1.8% |
79% |
False |
False |
12,814 |
40 |
1,034.25 |
888.50 |
145.75 |
14.3% |
17.50 |
1.7% |
91% |
False |
False |
7,352 |
60 |
1,034.25 |
861.25 |
173.00 |
16.9% |
17.25 |
1.7% |
92% |
False |
False |
5,407 |
80 |
1,034.25 |
861.25 |
173.00 |
16.9% |
17.50 |
1.7% |
92% |
False |
False |
4,085 |
100 |
1,034.25 |
816.50 |
217.75 |
21.3% |
17.75 |
1.7% |
94% |
False |
False |
3,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,083.00 |
2.618 |
1,059.75 |
1.618 |
1,045.50 |
1.000 |
1,036.75 |
0.618 |
1,031.25 |
HIGH |
1,022.50 |
0.618 |
1,017.00 |
0.500 |
1,015.50 |
0.382 |
1,013.75 |
LOW |
1,008.25 |
0.618 |
999.50 |
1.000 |
994.00 |
1.618 |
985.25 |
2.618 |
971.00 |
4.250 |
947.75 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,019.00 |
1,015.50 |
PP |
1,017.25 |
1,010.00 |
S1 |
1,015.50 |
1,004.75 |
|