| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
5,301.0 |
5,328.5 |
27.5 |
0.5% |
5,480.0 |
| High |
5,363.0 |
5,433.5 |
70.5 |
1.3% |
5,514.5 |
| Low |
5,283.0 |
5,325.0 |
42.0 |
0.8% |
5,268.5 |
| Close |
5,304.0 |
5,372.0 |
68.0 |
1.3% |
5,372.0 |
| Range |
80.0 |
108.5 |
28.5 |
35.6% |
246.0 |
| ATR |
109.0 |
110.5 |
1.5 |
1.3% |
0.0 |
| Volume |
6,285 |
6,871 |
586 |
9.3% |
14,963 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,702.3 |
5,645.7 |
5,431.7 |
|
| R3 |
5,593.8 |
5,537.2 |
5,401.8 |
|
| R2 |
5,485.3 |
5,485.3 |
5,391.9 |
|
| R1 |
5,428.7 |
5,428.7 |
5,381.9 |
5,457.0 |
| PP |
5,376.8 |
5,376.8 |
5,376.8 |
5,391.0 |
| S1 |
5,320.2 |
5,320.2 |
5,362.1 |
5,348.5 |
| S2 |
5,268.3 |
5,268.3 |
5,352.1 |
|
| S3 |
5,159.8 |
5,211.7 |
5,342.2 |
|
| S4 |
5,051.3 |
5,103.2 |
5,312.3 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,123.0 |
5,993.5 |
5,507.3 |
|
| R3 |
5,877.0 |
5,747.5 |
5,439.7 |
|
| R2 |
5,631.0 |
5,631.0 |
5,417.1 |
|
| R1 |
5,501.5 |
5,501.5 |
5,394.6 |
5,443.3 |
| PP |
5,385.0 |
5,385.0 |
5,385.0 |
5,355.9 |
| S1 |
5,255.5 |
5,255.5 |
5,349.5 |
5,197.3 |
| S2 |
5,139.0 |
5,139.0 |
5,326.9 |
|
| S3 |
4,893.0 |
5,009.5 |
5,304.4 |
|
| S4 |
4,647.0 |
4,763.5 |
5,236.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,514.5 |
5,268.5 |
246.0 |
4.6% |
102.2 |
1.9% |
42% |
False |
False |
2,992 |
| 10 |
5,578.0 |
5,268.5 |
309.5 |
5.8% |
93.5 |
1.7% |
33% |
False |
False |
1,871 |
| 20 |
5,578.0 |
5,165.0 |
413.0 |
7.7% |
101.6 |
1.9% |
50% |
False |
False |
1,581 |
| 40 |
5,578.0 |
4,540.0 |
1,038.0 |
19.3% |
107.4 |
2.0% |
80% |
False |
False |
1,182 |
| 60 |
5,578.0 |
4,540.0 |
1,038.0 |
19.3% |
108.3 |
2.0% |
80% |
False |
False |
1,305 |
| 80 |
5,578.0 |
4,540.0 |
1,038.0 |
19.3% |
107.4 |
2.0% |
80% |
False |
False |
1,145 |
| 100 |
5,578.0 |
4,425.0 |
1,153.0 |
21.5% |
106.8 |
2.0% |
82% |
False |
False |
939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,894.6 |
|
2.618 |
5,717.6 |
|
1.618 |
5,609.1 |
|
1.000 |
5,542.0 |
|
0.618 |
5,500.6 |
|
HIGH |
5,433.5 |
|
0.618 |
5,392.1 |
|
0.500 |
5,379.3 |
|
0.382 |
5,366.4 |
|
LOW |
5,325.0 |
|
0.618 |
5,257.9 |
|
1.000 |
5,216.5 |
|
1.618 |
5,149.4 |
|
2.618 |
5,040.9 |
|
4.250 |
4,863.9 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,379.3 |
5,365.0 |
| PP |
5,376.8 |
5,358.0 |
| S1 |
5,374.4 |
5,351.0 |
|