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 |
5,329.5 |
5,301.0 |
-28.5 |
-0.5% |
5,499.0 |
High |
5,338.0 |
5,363.0 |
25.0 |
0.5% |
5,578.0 |
Low |
5,268.5 |
5,283.0 |
14.5 |
0.3% |
5,435.5 |
Close |
5,322.0 |
5,304.0 |
-18.0 |
-0.3% |
5,518.0 |
Range |
69.5 |
80.0 |
10.5 |
15.1% |
142.5 |
ATR |
111.3 |
109.0 |
-2.2 |
-2.0% |
0.0 |
Volume |
663 |
6,285 |
5,622 |
848.0% |
3,755 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,556.7 |
5,510.3 |
5,348.0 |
|
R3 |
5,476.7 |
5,430.3 |
5,326.0 |
|
R2 |
5,396.7 |
5,396.7 |
5,318.7 |
|
R1 |
5,350.3 |
5,350.3 |
5,311.3 |
5,373.5 |
PP |
5,316.7 |
5,316.7 |
5,316.7 |
5,328.3 |
S1 |
5,270.3 |
5,270.3 |
5,296.7 |
5,293.5 |
S2 |
5,236.7 |
5,236.7 |
5,289.3 |
|
S3 |
5,156.7 |
5,190.3 |
5,282.0 |
|
S4 |
5,076.7 |
5,110.3 |
5,260.0 |
|
|
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% |
96.9 |
1.8% |
11% |
False |
False |
1,788 |
10 |
5,578.0 |
5,268.5 |
309.5 |
5.8% |
101.9 |
1.9% |
11% |
False |
False |
1,530 |
20 |
5,578.0 |
5,165.0 |
413.0 |
7.8% |
104.2 |
2.0% |
34% |
False |
False |
1,255 |
40 |
5,578.0 |
4,540.0 |
1,038.0 |
19.6% |
106.5 |
2.0% |
74% |
False |
False |
1,028 |
60 |
5,578.0 |
4,540.0 |
1,038.0 |
19.6% |
107.4 |
2.0% |
74% |
False |
False |
1,233 |
80 |
5,578.0 |
4,540.0 |
1,038.0 |
19.6% |
106.9 |
2.0% |
74% |
False |
False |
1,061 |
100 |
5,578.0 |
4,425.0 |
1,153.0 |
21.7% |
106.7 |
2.0% |
76% |
False |
False |
871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,703.0 |
2.618 |
5,572.4 |
1.618 |
5,492.4 |
1.000 |
5,443.0 |
0.618 |
5,412.4 |
HIGH |
5,363.0 |
0.618 |
5,332.4 |
0.500 |
5,323.0 |
0.382 |
5,313.6 |
LOW |
5,283.0 |
0.618 |
5,233.6 |
1.000 |
5,203.0 |
1.618 |
5,153.6 |
2.618 |
5,073.6 |
4.250 |
4,943.0 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,323.0 |
5,391.5 |
PP |
5,316.7 |
5,362.3 |
S1 |
5,310.3 |
5,333.2 |
|