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 |
9,345.36 |
9,440.13 |
94.77 |
1.0% |
9,542.91 |
High |
9,445.72 |
9,511.02 |
65.30 |
0.7% |
9,557.95 |
Low |
9,321.63 |
9,439.98 |
118.35 |
1.3% |
9,252.93 |
Close |
9,441.27 |
9,497.34 |
56.07 |
0.6% |
9,441.27 |
Range |
124.09 |
71.04 |
-53.05 |
-42.8% |
305.02 |
ATR |
131.67 |
127.34 |
-4.33 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,695.90 |
9,667.66 |
9,536.41 |
|
R3 |
9,624.86 |
9,596.62 |
9,516.88 |
|
R2 |
9,553.82 |
9,553.82 |
9,510.36 |
|
R1 |
9,525.58 |
9,525.58 |
9,503.85 |
9,539.70 |
PP |
9,482.78 |
9,482.78 |
9,482.78 |
9,489.84 |
S1 |
9,454.54 |
9,454.54 |
9,490.83 |
9,468.66 |
S2 |
9,411.74 |
9,411.74 |
9,484.32 |
|
S3 |
9,340.70 |
9,383.50 |
9,477.80 |
|
S4 |
9,269.66 |
9,312.46 |
9,458.27 |
|
|
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% |
125.39 |
1.3% |
80% |
False |
False |
|
10 |
9,630.20 |
9,252.93 |
377.27 |
4.0% |
122.67 |
1.3% |
65% |
False |
False |
|
20 |
9,630.20 |
9,116.52 |
513.68 |
5.4% |
133.22 |
1.4% |
74% |
False |
False |
|
40 |
9,630.20 |
8,285.20 |
1,345.00 |
14.2% |
127.70 |
1.3% |
90% |
False |
False |
|
60 |
9,630.20 |
8,087.19 |
1,543.01 |
16.2% |
133.22 |
1.4% |
91% |
False |
False |
|
80 |
9,630.20 |
8,087.19 |
1,543.01 |
16.2% |
140.33 |
1.5% |
91% |
False |
False |
|
100 |
9,630.20 |
7,791.95 |
1,838.25 |
19.4% |
145.88 |
1.5% |
93% |
False |
False |
|
120 |
9,630.20 |
7,257.83 |
2,372.37 |
25.0% |
158.36 |
1.7% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,812.94 |
2.618 |
9,697.00 |
1.618 |
9,625.96 |
1.000 |
9,582.06 |
0.618 |
9,554.92 |
HIGH |
9,511.02 |
0.618 |
9,483.88 |
0.500 |
9,475.50 |
0.382 |
9,467.12 |
LOW |
9,439.98 |
0.618 |
9,396.08 |
1.000 |
9,368.94 |
1.618 |
9,325.04 |
2.618 |
9,254.00 |
4.250 |
9,138.06 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,490.06 |
9,458.89 |
PP |
9,482.78 |
9,420.43 |
S1 |
9,475.50 |
9,381.98 |
|