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 |
998.2 |
996.8 |
-1.4 |
-0.1% |
960.0 |
High |
1,000.3 |
1,011.7 |
11.4 |
1.1% |
1,001.9 |
Low |
989.8 |
996.2 |
6.4 |
0.6% |
946.7 |
Close |
999.2 |
1,002.3 |
3.1 |
0.3% |
999.2 |
Range |
10.5 |
15.5 |
5.0 |
47.6% |
55.2 |
ATR |
13.6 |
13.7 |
0.1 |
1.0% |
0.0 |
Volume |
1,975 |
524 |
-1,451 |
-73.5% |
6,676 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,049.9 |
1,041.6 |
1,010.8 |
|
R3 |
1,034.4 |
1,026.1 |
1,006.6 |
|
R2 |
1,018.9 |
1,018.9 |
1,005.1 |
|
R1 |
1,010.6 |
1,010.6 |
1,003.7 |
1,014.8 |
PP |
1,003.4 |
1,003.4 |
1,003.4 |
1,005.5 |
S1 |
995.1 |
995.1 |
1,000.9 |
999.3 |
S2 |
987.9 |
987.9 |
999.5 |
|
S3 |
972.4 |
979.6 |
998.0 |
|
S4 |
956.9 |
964.1 |
993.8 |
|
|
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 |
1,077.6 |
2.618 |
1,052.3 |
1.618 |
1,036.8 |
1.000 |
1,027.2 |
0.618 |
1,021.3 |
HIGH |
1,011.7 |
0.618 |
1,005.8 |
0.500 |
1,004.0 |
0.382 |
1,002.1 |
LOW |
996.2 |
0.618 |
986.6 |
1.000 |
980.7 |
1.618 |
971.1 |
2.618 |
955.6 |
4.250 |
930.3 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
1,004.0 |
1,000.0 |
PP |
1,003.4 |
997.6 |
S1 |
1,002.9 |
995.3 |
|