Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
9,492.32 |
9,306.21 |
-186.11 |
-2.0% |
9,506.18 |
High |
9,557.95 |
9,330.93 |
-227.02 |
-2.4% |
9,630.20 |
Low |
9,292.08 |
9,262.30 |
-29.78 |
-0.3% |
9,459.40 |
Close |
9,310.60 |
9,280.67 |
-29.93 |
-0.3% |
9,544.20 |
Range |
265.87 |
68.63 |
-197.24 |
-74.2% |
170.80 |
ATR |
140.04 |
134.94 |
-5.10 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,497.19 |
9,457.56 |
9,318.42 |
|
R3 |
9,428.56 |
9,388.93 |
9,299.54 |
|
R2 |
9,359.93 |
9,359.93 |
9,293.25 |
|
R1 |
9,320.30 |
9,320.30 |
9,286.96 |
9,305.80 |
PP |
9,291.30 |
9,291.30 |
9,291.30 |
9,284.05 |
S1 |
9,251.67 |
9,251.67 |
9,274.38 |
9,237.17 |
S2 |
9,222.67 |
9,222.67 |
9,268.09 |
|
S3 |
9,154.04 |
9,183.04 |
9,261.80 |
|
S4 |
9,085.41 |
9,114.41 |
9,242.92 |
|
|
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 |
9,262.30 |
367.90 |
4.0% |
145.19 |
1.6% |
5% |
False |
True |
|
10 |
9,630.20 |
9,262.30 |
367.90 |
4.0% |
130.35 |
1.4% |
5% |
False |
True |
|
20 |
9,630.20 |
9,116.52 |
513.68 |
5.5% |
137.46 |
1.5% |
32% |
False |
False |
|
40 |
9,630.20 |
8,093.31 |
1,536.89 |
16.6% |
129.76 |
1.4% |
77% |
False |
False |
|
60 |
9,630.20 |
8,087.19 |
1,543.01 |
16.6% |
135.43 |
1.5% |
77% |
False |
False |
|
80 |
9,630.20 |
8,087.19 |
1,543.01 |
16.6% |
142.35 |
1.5% |
77% |
False |
False |
|
100 |
9,630.20 |
7,791.95 |
1,838.25 |
19.8% |
148.27 |
1.6% |
81% |
False |
False |
|
120 |
9,630.20 |
7,172.05 |
2,458.15 |
26.5% |
161.97 |
1.7% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,622.61 |
2.618 |
9,510.60 |
1.618 |
9,441.97 |
1.000 |
9,399.56 |
0.618 |
9,373.34 |
HIGH |
9,330.93 |
0.618 |
9,304.71 |
0.500 |
9,296.62 |
0.382 |
9,288.52 |
LOW |
9,262.30 |
0.618 |
9,219.89 |
1.000 |
9,193.67 |
1.618 |
9,151.26 |
2.618 |
9,082.63 |
4.250 |
8,970.62 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,296.62 |
9,410.13 |
PP |
9,291.30 |
9,366.97 |
S1 |
9,285.99 |
9,323.82 |
|