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 |
958.6 |
982.0 |
23.4 |
2.4% |
958.1 |
High |
984.4 |
1,001.9 |
17.5 |
1.8% |
966.9 |
Low |
958.6 |
978.9 |
20.3 |
2.1% |
939.9 |
Close |
981.0 |
1,000.2 |
19.2 |
2.0% |
961.3 |
Range |
25.8 |
23.0 |
-2.8 |
-10.9% |
27.0 |
ATR |
13.1 |
13.8 |
0.7 |
5.4% |
0.0 |
Volume |
2,537 |
947 |
-1,590 |
-62.7% |
3,442 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,062.7 |
1,054.4 |
1,012.9 |
|
R3 |
1,039.7 |
1,031.4 |
1,006.5 |
|
R2 |
1,016.7 |
1,016.7 |
1,004.4 |
|
R1 |
1,008.4 |
1,008.4 |
1,002.3 |
1,012.6 |
PP |
993.7 |
993.7 |
993.7 |
995.7 |
S1 |
985.4 |
985.4 |
998.1 |
989.6 |
S2 |
970.7 |
970.7 |
996.0 |
|
S3 |
947.7 |
962.4 |
993.9 |
|
S4 |
924.7 |
939.4 |
987.6 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,037.0 |
1,026.2 |
976.2 |
|
R3 |
1,010.0 |
999.2 |
968.7 |
|
R2 |
983.0 |
983.0 |
966.3 |
|
R1 |
972.2 |
972.2 |
963.8 |
977.6 |
PP |
956.0 |
956.0 |
956.0 |
958.8 |
S1 |
945.2 |
945.2 |
958.8 |
950.6 |
S2 |
929.0 |
929.0 |
956.4 |
|
S3 |
902.0 |
918.2 |
953.9 |
|
S4 |
875.0 |
891.2 |
946.5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,099.7 |
2.618 |
1,062.1 |
1.618 |
1,039.1 |
1.000 |
1,024.9 |
0.618 |
1,016.1 |
HIGH |
1,001.9 |
0.618 |
993.1 |
0.500 |
990.4 |
0.382 |
987.7 |
LOW |
978.9 |
0.618 |
964.7 |
1.000 |
955.9 |
1.618 |
941.7 |
2.618 |
918.7 |
4.250 |
881.2 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
996.9 |
992.5 |
PP |
993.7 |
984.7 |
S1 |
990.4 |
977.0 |
|