| 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 |
5,328.5 |
5,472.0 |
143.5 |
2.7% |
5,480.0 |
| High |
5,433.5 |
5,503.5 |
70.0 |
1.3% |
5,514.5 |
| Low |
5,325.0 |
5,460.0 |
135.0 |
2.5% |
5,268.5 |
| Close |
5,372.0 |
5,485.0 |
113.0 |
2.1% |
5,372.0 |
| Range |
108.5 |
43.5 |
-65.0 |
-59.9% |
246.0 |
| ATR |
110.5 |
112.0 |
1.5 |
1.4% |
0.0 |
| Volume |
6,871 |
8,575 |
1,704 |
24.8% |
14,963 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,613.3 |
5,592.7 |
5,508.9 |
|
| R3 |
5,569.8 |
5,549.2 |
5,497.0 |
|
| R2 |
5,526.3 |
5,526.3 |
5,493.0 |
|
| R1 |
5,505.7 |
5,505.7 |
5,489.0 |
5,516.0 |
| PP |
5,482.8 |
5,482.8 |
5,482.8 |
5,488.0 |
| S1 |
5,462.2 |
5,462.2 |
5,481.0 |
5,472.5 |
| S2 |
5,439.3 |
5,439.3 |
5,477.0 |
|
| S3 |
5,395.8 |
5,418.7 |
5,473.0 |
|
| S4 |
5,352.3 |
5,375.2 |
5,461.1 |
|
|
| 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 |
4.5% |
101.9 |
1.9% |
88% |
False |
False |
4,621 |
| 10 |
5,578.0 |
5,268.5 |
309.5 |
5.6% |
92.1 |
1.7% |
70% |
False |
False |
2,696 |
| 20 |
5,578.0 |
5,165.0 |
413.0 |
7.5% |
101.4 |
1.8% |
77% |
False |
False |
2,003 |
| 40 |
5,578.0 |
4,715.0 |
863.0 |
15.7% |
103.1 |
1.9% |
89% |
False |
False |
1,391 |
| 60 |
5,578.0 |
4,540.0 |
1,038.0 |
18.9% |
106.1 |
1.9% |
91% |
False |
False |
1,382 |
| 80 |
5,578.0 |
4,540.0 |
1,038.0 |
18.9% |
105.1 |
1.9% |
91% |
False |
False |
1,250 |
| 100 |
5,578.0 |
4,425.0 |
1,153.0 |
21.0% |
106.3 |
1.9% |
92% |
False |
False |
1,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,688.4 |
|
2.618 |
5,617.4 |
|
1.618 |
5,573.9 |
|
1.000 |
5,547.0 |
|
0.618 |
5,530.4 |
|
HIGH |
5,503.5 |
|
0.618 |
5,486.9 |
|
0.500 |
5,481.8 |
|
0.382 |
5,476.6 |
|
LOW |
5,460.0 |
|
0.618 |
5,433.1 |
|
1.000 |
5,416.5 |
|
1.618 |
5,389.6 |
|
2.618 |
5,346.1 |
|
4.250 |
5,275.1 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,483.9 |
5,454.4 |
| PP |
5,482.8 |
5,423.8 |
| S1 |
5,481.8 |
5,393.3 |
|