Trading Metrics calculated at close of trading on 01-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,542.91 |
9,492.32 |
-50.59 |
-0.5% |
9,506.18 |
High |
9,543.06 |
9,557.95 |
14.89 |
0.2% |
9,630.20 |
Low |
9,436.13 |
9,292.08 |
-144.05 |
-1.5% |
9,459.40 |
Close |
9,496.28 |
9,310.60 |
-185.68 |
-2.0% |
9,544.20 |
Range |
106.93 |
265.87 |
158.94 |
148.6% |
170.80 |
ATR |
130.36 |
140.04 |
9.68 |
7.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,184.49 |
10,013.41 |
9,456.83 |
|
R3 |
9,918.62 |
9,747.54 |
9,383.71 |
|
R2 |
9,652.75 |
9,652.75 |
9,359.34 |
|
R1 |
9,481.67 |
9,481.67 |
9,334.97 |
9,434.28 |
PP |
9,386.88 |
9,386.88 |
9,386.88 |
9,363.18 |
S1 |
9,215.80 |
9,215.80 |
9,286.23 |
9,168.41 |
S2 |
9,121.01 |
9,121.01 |
9,261.86 |
|
S3 |
8,855.14 |
8,949.93 |
9,237.49 |
|
S4 |
8,589.27 |
8,684.06 |
9,164.37 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,057.00 |
9,971.40 |
9,638.14 |
|
R3 |
9,886.20 |
9,800.60 |
9,591.17 |
|
R2 |
9,715.40 |
9,715.40 |
9,575.51 |
|
R1 |
9,629.80 |
9,629.80 |
9,559.86 |
9,672.60 |
PP |
9,544.60 |
9,544.60 |
9,544.60 |
9,566.00 |
S1 |
9,459.00 |
9,459.00 |
9,528.54 |
9,501.80 |
S2 |
9,373.80 |
9,373.80 |
9,512.89 |
|
S3 |
9,203.00 |
9,288.20 |
9,497.23 |
|
S4 |
9,032.20 |
9,117.40 |
9,450.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,630.20 |
9,292.08 |
338.12 |
3.6% |
150.91 |
1.6% |
5% |
False |
True |
|
10 |
9,630.20 |
9,131.94 |
498.26 |
5.4% |
141.60 |
1.5% |
36% |
False |
False |
|
20 |
9,630.20 |
9,116.52 |
513.68 |
5.5% |
139.61 |
1.5% |
38% |
False |
False |
|
40 |
9,630.20 |
8,087.19 |
1,543.01 |
16.6% |
131.36 |
1.4% |
79% |
False |
False |
|
60 |
9,630.20 |
8,087.19 |
1,543.01 |
16.6% |
135.59 |
1.5% |
79% |
False |
False |
|
80 |
9,630.20 |
8,087.19 |
1,543.01 |
16.6% |
143.48 |
1.5% |
79% |
False |
False |
|
100 |
9,630.20 |
7,791.95 |
1,838.25 |
19.7% |
149.08 |
1.6% |
83% |
False |
False |
|
120 |
9,630.20 |
7,105.86 |
2,524.34 |
27.1% |
162.54 |
1.7% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,687.90 |
2.618 |
10,254.00 |
1.618 |
9,988.13 |
1.000 |
9,823.82 |
0.618 |
9,722.26 |
HIGH |
9,557.95 |
0.618 |
9,456.39 |
0.500 |
9,425.02 |
0.382 |
9,393.64 |
LOW |
9,292.08 |
0.618 |
9,127.77 |
1.000 |
9,026.21 |
1.618 |
8,861.90 |
2.618 |
8,596.03 |
4.250 |
8,162.13 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,425.02 |
9,461.14 |
PP |
9,386.88 |
9,410.96 |
S1 |
9,348.74 |
9,360.78 |
|