Trading Metrics calculated at close of trading on 25-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,493.0 |
5,469.0 |
-24.0 |
-0.4% |
5,309.0 |
High |
5,534.0 |
5,578.5 |
44.5 |
0.8% |
5,481.5 |
Low |
5,468.0 |
5,460.5 |
-7.5 |
-0.1% |
5,160.0 |
Close |
5,507.5 |
5,556.5 |
49.0 |
0.9% |
5,448.5 |
Range |
66.0 |
118.0 |
52.0 |
78.8% |
321.5 |
ATR |
123.0 |
122.6 |
-0.4 |
-0.3% |
0.0 |
Volume |
114,206 |
130,774 |
16,568 |
14.5% |
660,599 |
|
Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,885.8 |
5,839.2 |
5,621.4 |
|
R3 |
5,767.8 |
5,721.2 |
5,589.0 |
|
R2 |
5,649.8 |
5,649.8 |
5,578.1 |
|
R1 |
5,603.2 |
5,603.2 |
5,567.3 |
5,626.5 |
PP |
5,531.8 |
5,531.8 |
5,531.8 |
5,543.5 |
S1 |
5,485.2 |
5,485.2 |
5,545.7 |
5,508.5 |
S2 |
5,413.8 |
5,413.8 |
5,534.9 |
|
S3 |
5,295.8 |
5,367.2 |
5,524.1 |
|
S4 |
5,177.8 |
5,249.2 |
5,491.6 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,327.8 |
6,209.7 |
5,625.3 |
|
R3 |
6,006.3 |
5,888.2 |
5,536.9 |
|
R2 |
5,684.8 |
5,684.8 |
5,507.4 |
|
R1 |
5,566.7 |
5,566.7 |
5,478.0 |
5,625.8 |
PP |
5,363.3 |
5,363.3 |
5,363.3 |
5,392.9 |
S1 |
5,245.2 |
5,245.2 |
5,419.0 |
5,304.3 |
S2 |
5,041.8 |
5,041.8 |
5,389.6 |
|
S3 |
4,720.3 |
4,923.7 |
5,360.1 |
|
S4 |
4,398.8 |
4,602.2 |
5,271.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,578.5 |
5,160.0 |
418.5 |
7.5% |
114.8 |
2.1% |
95% |
True |
False |
129,939 |
10 |
5,578.5 |
5,160.0 |
418.5 |
7.5% |
116.2 |
2.1% |
95% |
True |
False |
130,503 |
20 |
5,578.5 |
5,147.5 |
431.0 |
7.8% |
120.5 |
2.2% |
95% |
True |
False |
127,631 |
40 |
5,578.5 |
4,521.0 |
1,057.5 |
19.0% |
118.0 |
2.1% |
98% |
True |
False |
132,173 |
60 |
5,578.5 |
4,521.0 |
1,057.5 |
19.0% |
115.3 |
2.1% |
98% |
True |
False |
107,657 |
80 |
5,578.5 |
4,521.0 |
1,057.5 |
19.0% |
117.3 |
2.1% |
98% |
True |
False |
80,945 |
100 |
5,578.5 |
4,235.0 |
1,343.5 |
24.2% |
118.5 |
2.1% |
98% |
True |
False |
64,838 |
120 |
5,578.5 |
3,613.5 |
1,965.0 |
35.4% |
121.1 |
2.2% |
99% |
True |
False |
54,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,080.0 |
2.618 |
5,887.4 |
1.618 |
5,769.4 |
1.000 |
5,696.5 |
0.618 |
5,651.4 |
HIGH |
5,578.5 |
0.618 |
5,533.4 |
0.500 |
5,519.5 |
0.382 |
5,505.6 |
LOW |
5,460.5 |
0.618 |
5,387.6 |
1.000 |
5,342.5 |
1.618 |
5,269.6 |
2.618 |
5,151.6 |
4.250 |
4,959.0 |
|
|
Fisher Pivots for day following 25-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,544.2 |
5,514.4 |
PP |
5,531.8 |
5,472.3 |
S1 |
5,519.5 |
5,430.3 |
|