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 |
9,282.03 |
9,345.36 |
63.33 |
0.7% |
9,542.91 |
High |
9,350.27 |
9,445.72 |
95.45 |
1.0% |
9,557.95 |
Low |
9,252.93 |
9,321.63 |
68.70 |
0.7% |
9,252.93 |
Close |
9,344.61 |
9,441.27 |
96.66 |
1.0% |
9,441.27 |
Range |
97.34 |
124.09 |
26.75 |
27.5% |
305.02 |
ATR |
132.25 |
131.67 |
-0.58 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,775.14 |
9,732.30 |
9,509.52 |
|
R3 |
9,651.05 |
9,608.21 |
9,475.39 |
|
R2 |
9,526.96 |
9,526.96 |
9,464.02 |
|
R1 |
9,484.12 |
9,484.12 |
9,452.64 |
9,505.54 |
PP |
9,402.87 |
9,402.87 |
9,402.87 |
9,413.59 |
S1 |
9,360.03 |
9,360.03 |
9,429.90 |
9,381.45 |
S2 |
9,278.78 |
9,278.78 |
9,418.52 |
|
S3 |
9,154.69 |
9,235.94 |
9,407.15 |
|
S4 |
9,030.60 |
9,111.85 |
9,373.02 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,332.44 |
10,191.88 |
9,609.03 |
|
R3 |
10,027.42 |
9,886.86 |
9,525.15 |
|
R2 |
9,722.40 |
9,722.40 |
9,497.19 |
|
R1 |
9,581.84 |
9,581.84 |
9,469.23 |
9,499.61 |
PP |
9,417.38 |
9,417.38 |
9,417.38 |
9,376.27 |
S1 |
9,276.82 |
9,276.82 |
9,413.31 |
9,194.59 |
S2 |
9,112.36 |
9,112.36 |
9,385.35 |
|
S3 |
8,807.34 |
8,971.80 |
9,357.39 |
|
S4 |
8,502.32 |
8,666.78 |
9,273.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,557.95 |
9,252.93 |
305.02 |
3.2% |
132.57 |
1.4% |
62% |
False |
False |
|
10 |
9,630.20 |
9,252.93 |
377.27 |
4.0% |
125.71 |
1.3% |
50% |
False |
False |
|
20 |
9,630.20 |
9,116.52 |
513.68 |
5.4% |
133.75 |
1.4% |
63% |
False |
False |
|
40 |
9,630.20 |
8,130.42 |
1,499.78 |
15.9% |
130.95 |
1.4% |
87% |
False |
False |
|
60 |
9,630.20 |
8,087.19 |
1,543.01 |
16.3% |
133.51 |
1.4% |
88% |
False |
False |
|
80 |
9,630.20 |
8,087.19 |
1,543.01 |
16.3% |
140.72 |
1.5% |
88% |
False |
False |
|
100 |
9,630.20 |
7,791.95 |
1,838.25 |
19.5% |
147.22 |
1.6% |
90% |
False |
False |
|
120 |
9,630.20 |
7,257.27 |
2,372.93 |
25.1% |
160.39 |
1.7% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,973.10 |
2.618 |
9,770.59 |
1.618 |
9,646.50 |
1.000 |
9,569.81 |
0.618 |
9,522.41 |
HIGH |
9,445.72 |
0.618 |
9,398.32 |
0.500 |
9,383.68 |
0.382 |
9,369.03 |
LOW |
9,321.63 |
0.618 |
9,244.94 |
1.000 |
9,197.54 |
1.618 |
9,120.85 |
2.618 |
8,996.76 |
4.250 |
8,794.25 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,422.07 |
9,410.62 |
PP |
9,402.87 |
9,379.97 |
S1 |
9,383.68 |
9,349.33 |
|