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 |
5,480.0 |
5,509.0 |
29.0 |
0.5% |
5,499.0 |
High |
5,496.0 |
5,514.5 |
18.5 |
0.3% |
5,578.0 |
Low |
5,451.0 |
5,306.5 |
-144.5 |
-2.7% |
5,435.5 |
Close |
5,471.0 |
5,339.0 |
-132.0 |
-2.4% |
5,518.0 |
Range |
45.0 |
208.0 |
163.0 |
362.2% |
142.5 |
ATR |
107.2 |
114.4 |
7.2 |
6.7% |
0.0 |
Volume |
431 |
713 |
282 |
65.4% |
3,755 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,010.7 |
5,882.8 |
5,453.4 |
|
R3 |
5,802.7 |
5,674.8 |
5,396.2 |
|
R2 |
5,594.7 |
5,594.7 |
5,377.1 |
|
R1 |
5,466.8 |
5,466.8 |
5,358.1 |
5,426.8 |
PP |
5,386.7 |
5,386.7 |
5,386.7 |
5,366.6 |
S1 |
5,258.8 |
5,258.8 |
5,319.9 |
5,218.8 |
S2 |
5,178.7 |
5,178.7 |
5,300.9 |
|
S3 |
4,970.7 |
5,050.8 |
5,281.8 |
|
S4 |
4,762.7 |
4,842.8 |
5,224.6 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,938.0 |
5,870.5 |
5,596.4 |
|
R3 |
5,795.5 |
5,728.0 |
5,557.2 |
|
R2 |
5,653.0 |
5,653.0 |
5,544.1 |
|
R1 |
5,585.5 |
5,585.5 |
5,531.1 |
5,619.3 |
PP |
5,510.5 |
5,510.5 |
5,510.5 |
5,527.4 |
S1 |
5,443.0 |
5,443.0 |
5,504.9 |
5,476.8 |
S2 |
5,368.0 |
5,368.0 |
5,491.9 |
|
S3 |
5,225.5 |
5,300.5 |
5,478.8 |
|
S4 |
5,083.0 |
5,158.0 |
5,439.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,578.0 |
5,306.5 |
271.5 |
5.1% |
101.4 |
1.9% |
12% |
False |
True |
596 |
10 |
5,578.0 |
5,165.0 |
413.0 |
7.7% |
104.4 |
2.0% |
42% |
False |
False |
1,075 |
20 |
5,578.0 |
5,165.0 |
413.0 |
7.7% |
106.7 |
2.0% |
42% |
False |
False |
966 |
40 |
5,578.0 |
4,540.0 |
1,038.0 |
19.4% |
106.1 |
2.0% |
77% |
False |
False |
904 |
60 |
5,578.0 |
4,540.0 |
1,038.0 |
19.4% |
108.3 |
2.0% |
77% |
False |
False |
1,159 |
80 |
5,578.0 |
4,540.0 |
1,038.0 |
19.4% |
108.4 |
2.0% |
77% |
False |
False |
980 |
100 |
5,578.0 |
4,425.0 |
1,153.0 |
21.6% |
107.1 |
2.0% |
79% |
False |
False |
805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,398.5 |
2.618 |
6,059.0 |
1.618 |
5,851.0 |
1.000 |
5,722.5 |
0.618 |
5,643.0 |
HIGH |
5,514.5 |
0.618 |
5,435.0 |
0.500 |
5,410.5 |
0.382 |
5,386.0 |
LOW |
5,306.5 |
0.618 |
5,178.0 |
1.000 |
5,098.5 |
1.618 |
4,970.0 |
2.618 |
4,762.0 |
4.250 |
4,422.5 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,410.5 |
5,442.3 |
PP |
5,386.7 |
5,407.8 |
S1 |
5,362.8 |
5,373.4 |
|