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 |
9,494 |
9,302 |
-192 |
-2.0% |
9,487 |
High |
9,554 |
9,341 |
-213 |
-2.2% |
9,638 |
Low |
9,284 |
9,258 |
-26 |
-0.3% |
9,441 |
Close |
9,303 |
9,277 |
-26 |
-0.3% |
9,536 |
Range |
270 |
83 |
-187 |
-69.3% |
197 |
ATR |
163 |
158 |
-6 |
-3.5% |
0 |
Volume |
124,591 |
248,173 |
123,582 |
99.2% |
724,464 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,541 |
9,492 |
9,323 |
|
R3 |
9,458 |
9,409 |
9,300 |
|
R2 |
9,375 |
9,375 |
9,292 |
|
R1 |
9,326 |
9,326 |
9,285 |
9,309 |
PP |
9,292 |
9,292 |
9,292 |
9,284 |
S1 |
9,243 |
9,243 |
9,270 |
9,226 |
S2 |
9,209 |
9,209 |
9,262 |
|
S3 |
9,126 |
9,160 |
9,254 |
|
S4 |
9,043 |
9,077 |
9,231 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,129 |
10,030 |
9,644 |
|
R3 |
9,932 |
9,833 |
9,590 |
|
R2 |
9,735 |
9,735 |
9,572 |
|
R1 |
9,636 |
9,636 |
9,554 |
9,686 |
PP |
9,538 |
9,538 |
9,538 |
9,563 |
S1 |
9,439 |
9,439 |
9,518 |
9,489 |
S2 |
9,341 |
9,341 |
9,500 |
|
S3 |
9,144 |
9,242 |
9,482 |
|
S4 |
8,947 |
9,045 |
9,428 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,638 |
9,258 |
380 |
4.1% |
159 |
1.7% |
5% |
False |
True |
162,192 |
10 |
9,638 |
9,244 |
394 |
4.2% |
153 |
1.7% |
8% |
False |
False |
148,961 |
20 |
9,638 |
9,091 |
547 |
5.9% |
164 |
1.8% |
34% |
False |
False |
138,999 |
40 |
9,638 |
8,018 |
1,620 |
17.5% |
153 |
1.7% |
78% |
False |
False |
133,492 |
60 |
9,638 |
8,018 |
1,620 |
17.5% |
156 |
1.7% |
78% |
False |
False |
127,043 |
80 |
9,638 |
8,018 |
1,620 |
17.5% |
161 |
1.7% |
78% |
False |
False |
95,423 |
100 |
9,638 |
7,677 |
1,961 |
21.1% |
166 |
1.8% |
82% |
False |
False |
76,354 |
120 |
9,638 |
7,112 |
2,526 |
27.2% |
173 |
1.9% |
86% |
False |
False |
63,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,694 |
2.618 |
9,558 |
1.618 |
9,475 |
1.000 |
9,424 |
0.618 |
9,392 |
HIGH |
9,341 |
0.618 |
9,309 |
0.500 |
9,300 |
0.382 |
9,290 |
LOW |
9,258 |
0.618 |
9,207 |
1.000 |
9,175 |
1.618 |
9,124 |
2.618 |
9,041 |
4.250 |
8,905 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
9,300 |
9,408 |
PP |
9,292 |
9,364 |
S1 |
9,285 |
9,321 |
|