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 |
9,306.21 |
9,282.03 |
-24.18 |
-0.3% |
9,506.18 |
High |
9,330.93 |
9,350.27 |
19.34 |
0.2% |
9,630.20 |
Low |
9,262.30 |
9,252.93 |
-9.37 |
-0.1% |
9,459.40 |
Close |
9,280.67 |
9,344.61 |
63.94 |
0.7% |
9,544.20 |
Range |
68.63 |
97.34 |
28.71 |
41.8% |
170.80 |
ATR |
134.94 |
132.25 |
-2.69 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,607.96 |
9,573.62 |
9,398.15 |
|
R3 |
9,510.62 |
9,476.28 |
9,371.38 |
|
R2 |
9,413.28 |
9,413.28 |
9,362.46 |
|
R1 |
9,378.94 |
9,378.94 |
9,353.53 |
9,396.11 |
PP |
9,315.94 |
9,315.94 |
9,315.94 |
9,324.52 |
S1 |
9,281.60 |
9,281.60 |
9,335.69 |
9,298.77 |
S2 |
9,218.60 |
9,218.60 |
9,326.76 |
|
S3 |
9,121.26 |
9,184.26 |
9,317.84 |
|
S4 |
9,023.92 |
9,086.92 |
9,291.07 |
|
|
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 |
9,252.93 |
377.27 |
4.0% |
134.60 |
1.4% |
24% |
False |
True |
|
10 |
9,630.20 |
9,252.93 |
377.27 |
4.0% |
130.49 |
1.4% |
24% |
False |
True |
|
20 |
9,630.20 |
9,116.52 |
513.68 |
5.5% |
136.51 |
1.5% |
44% |
False |
False |
|
40 |
9,630.20 |
8,093.31 |
1,536.89 |
16.4% |
130.11 |
1.4% |
81% |
False |
False |
|
60 |
9,630.20 |
8,087.19 |
1,543.01 |
16.5% |
133.81 |
1.4% |
81% |
False |
False |
|
80 |
9,630.20 |
8,087.19 |
1,543.01 |
16.5% |
141.67 |
1.5% |
81% |
False |
False |
|
100 |
9,630.20 |
7,791.95 |
1,838.25 |
19.7% |
147.69 |
1.6% |
84% |
False |
False |
|
120 |
9,630.20 |
7,172.05 |
2,458.15 |
26.3% |
161.23 |
1.7% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,763.97 |
2.618 |
9,605.11 |
1.618 |
9,507.77 |
1.000 |
9,447.61 |
0.618 |
9,410.43 |
HIGH |
9,350.27 |
0.618 |
9,313.09 |
0.500 |
9,301.60 |
0.382 |
9,290.11 |
LOW |
9,252.93 |
0.618 |
9,192.77 |
1.000 |
9,155.59 |
1.618 |
9,095.43 |
2.618 |
8,998.09 |
4.250 |
8,839.24 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,330.27 |
9,405.44 |
PP |
9,315.94 |
9,385.16 |
S1 |
9,301.60 |
9,364.89 |
|