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 |
982.0 |
998.2 |
16.2 |
1.6% |
960.0 |
High |
1,001.9 |
1,000.3 |
-1.6 |
-0.2% |
1,001.9 |
Low |
978.9 |
989.8 |
10.9 |
1.1% |
946.7 |
Close |
1,000.2 |
999.2 |
-1.0 |
-0.1% |
999.2 |
Range |
23.0 |
10.5 |
-12.5 |
-54.3% |
55.2 |
ATR |
13.8 |
13.6 |
-0.2 |
-1.7% |
0.0 |
Volume |
947 |
1,975 |
1,028 |
108.6% |
6,676 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,027.9 |
1,024.1 |
1,005.0 |
|
R3 |
1,017.4 |
1,013.6 |
1,002.1 |
|
R2 |
1,006.9 |
1,006.9 |
1,001.1 |
|
R1 |
1,003.1 |
1,003.1 |
1,000.2 |
1,005.0 |
PP |
996.4 |
996.4 |
996.4 |
997.4 |
S1 |
992.6 |
992.6 |
998.2 |
994.5 |
S2 |
985.9 |
985.9 |
997.3 |
|
S3 |
975.4 |
982.1 |
996.3 |
|
S4 |
964.9 |
971.6 |
993.4 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.2 |
1,128.9 |
1,029.6 |
|
R3 |
1,093.0 |
1,073.7 |
1,014.4 |
|
R2 |
1,037.8 |
1,037.8 |
1,009.3 |
|
R1 |
1,018.5 |
1,018.5 |
1,004.3 |
1,028.2 |
PP |
982.6 |
982.6 |
982.6 |
987.4 |
S1 |
963.3 |
963.3 |
994.1 |
973.0 |
S2 |
927.4 |
927.4 |
989.1 |
|
S3 |
872.2 |
908.1 |
984.0 |
|
S4 |
817.0 |
852.9 |
968.8 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,044.9 |
2.618 |
1,027.8 |
1.618 |
1,017.3 |
1.000 |
1,010.8 |
0.618 |
1,006.8 |
HIGH |
1,000.3 |
0.618 |
996.3 |
0.500 |
995.1 |
0.382 |
993.8 |
LOW |
989.8 |
0.618 |
983.3 |
1.000 |
979.3 |
1.618 |
972.8 |
2.618 |
962.3 |
4.250 |
945.2 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
997.8 |
992.9 |
PP |
996.4 |
986.6 |
S1 |
995.1 |
980.3 |
|