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 |
978.0 |
995.8 |
17.8 |
1.8% |
961.8 |
High |
1,000.1 |
999.2 |
-0.9 |
-0.1% |
1,000.1 |
Low |
977.8 |
988.5 |
10.7 |
1.1% |
950.1 |
Close |
999.0 |
998.0 |
-1.0 |
-0.1% |
998.0 |
Range |
22.3 |
10.7 |
-11.6 |
-52.0% |
50.0 |
ATR |
13.2 |
13.0 |
-0.2 |
-1.3% |
0.0 |
Volume |
2,070 |
1,489 |
-581 |
-28.1% |
5,699 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,027.3 |
1,023.4 |
1,003.9 |
|
R3 |
1,016.6 |
1,012.7 |
1,000.9 |
|
R2 |
1,005.9 |
1,005.9 |
1,000.0 |
|
R1 |
1,002.0 |
1,002.0 |
999.0 |
1,004.0 |
PP |
995.2 |
995.2 |
995.2 |
996.2 |
S1 |
991.3 |
991.3 |
997.0 |
993.3 |
S2 |
984.5 |
984.5 |
996.0 |
|
S3 |
973.8 |
980.6 |
995.1 |
|
S4 |
963.1 |
969.9 |
992.1 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,132.7 |
1,115.4 |
1,025.5 |
|
R3 |
1,082.7 |
1,065.4 |
1,011.8 |
|
R2 |
1,032.7 |
1,032.7 |
1,007.2 |
|
R1 |
1,015.4 |
1,015.4 |
1,002.6 |
1,024.1 |
PP |
982.7 |
982.7 |
982.7 |
987.1 |
S1 |
965.4 |
965.4 |
993.4 |
974.1 |
S2 |
932.7 |
932.7 |
988.8 |
|
S3 |
882.7 |
915.4 |
984.3 |
|
S4 |
832.7 |
865.4 |
970.5 |
|
|
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% |
15.9 |
1.6% |
96% |
False |
False |
1,139 |
10 |
1,000.1 |
940.0 |
60.1 |
6.0% |
13.8 |
1.4% |
97% |
False |
False |
921 |
20 |
1,000.1 |
933.5 |
66.6 |
6.7% |
12.2 |
1.2% |
97% |
False |
False |
1,039 |
40 |
1,000.1 |
912.9 |
87.2 |
8.7% |
10.8 |
1.1% |
98% |
False |
False |
1,306 |
60 |
1,000.1 |
909.5 |
90.6 |
9.1% |
10.5 |
1.1% |
98% |
False |
False |
1,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,044.7 |
2.618 |
1,027.2 |
1.618 |
1,016.5 |
1.000 |
1,009.9 |
0.618 |
1,005.8 |
HIGH |
999.2 |
0.618 |
995.1 |
0.500 |
993.9 |
0.382 |
992.6 |
LOW |
988.5 |
0.618 |
981.9 |
1.000 |
977.8 |
1.618 |
971.2 |
2.618 |
960.5 |
4.250 |
943.0 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
996.6 |
991.3 |
PP |
995.2 |
984.6 |
S1 |
993.9 |
978.0 |
|