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 |
955.8 |
978.0 |
22.2 |
2.3% |
955.5 |
High |
982.2 |
1,000.1 |
17.9 |
1.8% |
963.4 |
Low |
955.8 |
977.8 |
22.0 |
2.3% |
940.0 |
Close |
979.8 |
999.0 |
19.2 |
2.0% |
960.1 |
Range |
26.4 |
22.3 |
-4.1 |
-15.5% |
23.4 |
ATR |
12.5 |
13.2 |
0.7 |
5.6% |
0.0 |
Volume |
1,331 |
2,070 |
739 |
55.5% |
3,512 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,059.2 |
1,051.4 |
1,011.3 |
|
R3 |
1,036.9 |
1,029.1 |
1,005.1 |
|
R2 |
1,014.6 |
1,014.6 |
1,003.1 |
|
R1 |
1,006.8 |
1,006.8 |
1,001.0 |
1,010.7 |
PP |
992.3 |
992.3 |
992.3 |
994.3 |
S1 |
984.5 |
984.5 |
997.0 |
988.4 |
S2 |
970.0 |
970.0 |
994.9 |
|
S3 |
947.7 |
962.2 |
992.9 |
|
S4 |
925.4 |
939.9 |
986.7 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,024.7 |
1,015.8 |
973.0 |
|
R3 |
1,001.3 |
992.4 |
966.5 |
|
R2 |
977.9 |
977.9 |
964.4 |
|
R1 |
969.0 |
969.0 |
962.2 |
973.5 |
PP |
954.5 |
954.5 |
954.5 |
956.7 |
S1 |
945.6 |
945.6 |
958.0 |
950.1 |
S2 |
931.1 |
931.1 |
955.8 |
|
S3 |
907.7 |
922.2 |
953.7 |
|
S4 |
884.3 |
898.8 |
947.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,000.1 |
950.1 |
50.0 |
5.0% |
16.0 |
1.6% |
98% |
True |
False |
949 |
10 |
1,000.1 |
940.0 |
60.1 |
6.0% |
14.4 |
1.4% |
98% |
True |
False |
820 |
20 |
1,000.1 |
933.5 |
66.6 |
6.7% |
12.2 |
1.2% |
98% |
True |
False |
1,135 |
40 |
1,000.1 |
911.4 |
88.7 |
8.9% |
10.7 |
1.1% |
99% |
True |
False |
1,283 |
60 |
1,000.1 |
909.5 |
90.6 |
9.1% |
10.6 |
1.1% |
99% |
True |
False |
1,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,094.9 |
2.618 |
1,058.5 |
1.618 |
1,036.2 |
1.000 |
1,022.4 |
0.618 |
1,013.9 |
HIGH |
1,000.1 |
0.618 |
991.6 |
0.500 |
989.0 |
0.382 |
986.3 |
LOW |
977.8 |
0.618 |
964.0 |
1.000 |
955.5 |
1.618 |
941.7 |
2.618 |
919.4 |
4.250 |
883.0 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
995.7 |
991.2 |
PP |
992.3 |
983.4 |
S1 |
989.0 |
975.7 |
|