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 |
995.8 |
995.0 |
-0.8 |
-0.1% |
961.8 |
High |
999.2 |
1,010.0 |
10.8 |
1.1% |
1,000.1 |
Low |
988.5 |
994.7 |
6.2 |
0.6% |
950.1 |
Close |
998.0 |
1,001.1 |
3.1 |
0.3% |
998.0 |
Range |
10.7 |
15.3 |
4.6 |
43.0% |
50.0 |
ATR |
13.0 |
13.2 |
0.2 |
1.3% |
0.0 |
Volume |
1,489 |
601 |
-888 |
-59.6% |
5,699 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,047.8 |
1,039.8 |
1,009.5 |
|
R3 |
1,032.5 |
1,024.5 |
1,005.3 |
|
R2 |
1,017.2 |
1,017.2 |
1,003.9 |
|
R1 |
1,009.2 |
1,009.2 |
1,002.5 |
1,013.2 |
PP |
1,001.9 |
1,001.9 |
1,001.9 |
1,004.0 |
S1 |
993.9 |
993.9 |
999.7 |
997.9 |
S2 |
986.6 |
986.6 |
998.3 |
|
S3 |
971.3 |
978.6 |
996.9 |
|
S4 |
956.0 |
963.3 |
992.7 |
|
|
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 |
1,010.0 |
951.2 |
58.8 |
5.9% |
16.5 |
1.6% |
85% |
True |
False |
1,207 |
10 |
1,010.0 |
942.9 |
67.1 |
6.7% |
13.4 |
1.3% |
87% |
True |
False |
953 |
20 |
1,010.0 |
933.5 |
76.5 |
7.6% |
12.3 |
1.2% |
88% |
True |
False |
1,027 |
40 |
1,010.0 |
922.3 |
87.7 |
8.8% |
10.8 |
1.1% |
90% |
True |
False |
1,317 |
60 |
1,010.0 |
909.5 |
100.5 |
10.0% |
10.5 |
1.1% |
91% |
True |
False |
1,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,075.0 |
2.618 |
1,050.1 |
1.618 |
1,034.8 |
1.000 |
1,025.3 |
0.618 |
1,019.5 |
HIGH |
1,010.0 |
0.618 |
1,004.2 |
0.500 |
1,002.4 |
0.382 |
1,000.5 |
LOW |
994.7 |
0.618 |
985.2 |
1.000 |
979.4 |
1.618 |
969.9 |
2.618 |
954.6 |
4.250 |
929.7 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,002.4 |
998.7 |
PP |
1,001.9 |
996.3 |
S1 |
1,001.5 |
993.9 |
|