| 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 |
989.75 |
997.00 |
7.25 |
0.7% |
1,022.00 |
| High |
999.25 |
1,011.75 |
12.50 |
1.3% |
1,026.00 |
| Low |
987.00 |
995.50 |
8.50 |
0.9% |
986.50 |
| Close |
997.25 |
1,009.50 |
12.25 |
1.2% |
1,009.50 |
| Range |
12.25 |
16.25 |
4.00 |
32.7% |
39.50 |
| ATR |
17.80 |
17.69 |
-0.11 |
-0.6% |
0.00 |
| Volume |
37,573 |
22,614 |
-14,959 |
-39.8% |
131,308 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,054.25 |
1,048.25 |
1,018.50 |
|
| R3 |
1,038.00 |
1,032.00 |
1,014.00 |
|
| R2 |
1,021.75 |
1,021.75 |
1,012.50 |
|
| R1 |
1,015.75 |
1,015.75 |
1,011.00 |
1,018.75 |
| PP |
1,005.50 |
1,005.50 |
1,005.50 |
1,007.00 |
| S1 |
999.50 |
999.50 |
1,008.00 |
1,002.50 |
| S2 |
989.25 |
989.25 |
1,006.50 |
|
| S3 |
973.00 |
983.25 |
1,005.00 |
|
| S4 |
956.75 |
967.00 |
1,000.50 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,125.75 |
1,107.25 |
1,031.25 |
|
| R3 |
1,086.25 |
1,067.75 |
1,020.25 |
|
| R2 |
1,046.75 |
1,046.75 |
1,016.75 |
|
| R1 |
1,028.25 |
1,028.25 |
1,013.00 |
1,017.75 |
| PP |
1,007.25 |
1,007.25 |
1,007.25 |
1,002.00 |
| S1 |
988.75 |
988.75 |
1,006.00 |
978.25 |
| S2 |
967.75 |
967.75 |
1,002.25 |
|
| S3 |
928.25 |
949.25 |
998.75 |
|
| S4 |
888.75 |
909.75 |
987.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,026.00 |
986.50 |
39.50 |
3.9% |
17.50 |
1.7% |
58% |
False |
False |
26,261 |
| 10 |
1,034.25 |
986.50 |
47.75 |
4.7% |
16.50 |
1.6% |
48% |
False |
False |
17,619 |
| 20 |
1,034.25 |
971.25 |
63.00 |
6.2% |
18.25 |
1.8% |
61% |
False |
False |
10,633 |
| 40 |
1,034.25 |
861.50 |
172.75 |
17.1% |
18.00 |
1.8% |
86% |
False |
False |
6,249 |
| 60 |
1,034.25 |
861.25 |
173.00 |
17.1% |
17.50 |
1.7% |
86% |
False |
False |
4,642 |
| 80 |
1,034.25 |
861.25 |
173.00 |
17.1% |
17.50 |
1.7% |
86% |
False |
False |
3,506 |
| 100 |
1,034.25 |
816.50 |
217.75 |
21.6% |
17.50 |
1.7% |
89% |
False |
False |
2,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,080.75 |
|
2.618 |
1,054.25 |
|
1.618 |
1,038.00 |
|
1.000 |
1,028.00 |
|
0.618 |
1,021.75 |
|
HIGH |
1,011.75 |
|
0.618 |
1,005.50 |
|
0.500 |
1,003.50 |
|
0.382 |
1,001.75 |
|
LOW |
995.50 |
|
0.618 |
985.50 |
|
1.000 |
979.25 |
|
1.618 |
969.25 |
|
2.618 |
953.00 |
|
4.250 |
926.50 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,007.50 |
1,006.00 |
| PP |
1,005.50 |
1,002.50 |
| S1 |
1,003.50 |
999.00 |
|