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 |
5,509.0 |
5,329.5 |
-179.5 |
-3.3% |
5,499.0 |
High |
5,514.5 |
5,338.0 |
-176.5 |
-3.2% |
5,578.0 |
Low |
5,306.5 |
5,268.5 |
-38.0 |
-0.7% |
5,435.5 |
Close |
5,339.0 |
5,322.0 |
-17.0 |
-0.3% |
5,518.0 |
Range |
208.0 |
69.5 |
-138.5 |
-66.6% |
142.5 |
ATR |
114.4 |
111.3 |
-3.1 |
-2.7% |
0.0 |
Volume |
713 |
663 |
-50 |
-7.0% |
3,755 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,518.0 |
5,489.5 |
5,360.2 |
|
R3 |
5,448.5 |
5,420.0 |
5,341.1 |
|
R2 |
5,379.0 |
5,379.0 |
5,334.7 |
|
R1 |
5,350.5 |
5,350.5 |
5,328.4 |
5,330.0 |
PP |
5,309.5 |
5,309.5 |
5,309.5 |
5,299.3 |
S1 |
5,281.0 |
5,281.0 |
5,315.6 |
5,260.5 |
S2 |
5,240.0 |
5,240.0 |
5,309.3 |
|
S3 |
5,170.5 |
5,211.5 |
5,302.9 |
|
S4 |
5,101.0 |
5,142.0 |
5,283.8 |
|
|
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 |
5,268.5 |
309.5 |
5.8% |
101.9 |
1.9% |
17% |
False |
True |
646 |
10 |
5,578.0 |
5,268.5 |
309.5 |
5.8% |
99.8 |
1.9% |
17% |
False |
True |
1,020 |
20 |
5,578.0 |
5,165.0 |
413.0 |
7.8% |
104.4 |
2.0% |
38% |
False |
False |
982 |
40 |
5,578.0 |
4,540.0 |
1,038.0 |
19.5% |
105.9 |
2.0% |
75% |
False |
False |
900 |
60 |
5,578.0 |
4,540.0 |
1,038.0 |
19.5% |
107.5 |
2.0% |
75% |
False |
False |
1,139 |
80 |
5,578.0 |
4,540.0 |
1,038.0 |
19.5% |
107.1 |
2.0% |
75% |
False |
False |
986 |
100 |
5,578.0 |
4,425.0 |
1,153.0 |
21.7% |
106.8 |
2.0% |
78% |
False |
False |
811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,633.4 |
2.618 |
5,520.0 |
1.618 |
5,450.5 |
1.000 |
5,407.5 |
0.618 |
5,381.0 |
HIGH |
5,338.0 |
0.618 |
5,311.5 |
0.500 |
5,303.3 |
0.382 |
5,295.0 |
LOW |
5,268.5 |
0.618 |
5,225.5 |
1.000 |
5,199.0 |
1.618 |
5,156.0 |
2.618 |
5,086.5 |
4.250 |
4,973.1 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,315.8 |
5,391.5 |
PP |
5,309.5 |
5,368.3 |
S1 |
5,303.3 |
5,345.2 |
|