Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,469.0 |
5,550.0 |
81.0 |
1.5% |
5,309.0 |
High |
5,578.5 |
5,574.0 |
-4.5 |
-0.1% |
5,481.5 |
Low |
5,460.5 |
5,501.0 |
40.5 |
0.7% |
5,160.0 |
Close |
5,556.5 |
5,527.5 |
-29.0 |
-0.5% |
5,448.5 |
Range |
118.0 |
73.0 |
-45.0 |
-38.1% |
321.5 |
ATR |
122.6 |
119.1 |
-3.5 |
-2.9% |
0.0 |
Volume |
130,774 |
124,451 |
-6,323 |
-4.8% |
660,599 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,753.2 |
5,713.3 |
5,567.7 |
|
R3 |
5,680.2 |
5,640.3 |
5,547.6 |
|
R2 |
5,607.2 |
5,607.2 |
5,540.9 |
|
R1 |
5,567.3 |
5,567.3 |
5,534.2 |
5,550.8 |
PP |
5,534.2 |
5,534.2 |
5,534.2 |
5,525.9 |
S1 |
5,494.3 |
5,494.3 |
5,520.8 |
5,477.8 |
S2 |
5,461.2 |
5,461.2 |
5,514.1 |
|
S3 |
5,388.2 |
5,421.3 |
5,507.4 |
|
S4 |
5,315.2 |
5,348.3 |
5,487.4 |
|
|
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 |
5,266.0 |
312.5 |
5.7% |
105.3 |
1.9% |
84% |
False |
False |
127,604 |
10 |
5,578.5 |
5,160.0 |
418.5 |
7.6% |
110.4 |
2.0% |
88% |
False |
False |
130,096 |
20 |
5,578.5 |
5,160.0 |
418.5 |
7.6% |
115.8 |
2.1% |
88% |
False |
False |
126,561 |
40 |
5,578.5 |
4,521.0 |
1,057.5 |
19.1% |
116.9 |
2.1% |
95% |
False |
False |
132,015 |
60 |
5,578.5 |
4,521.0 |
1,057.5 |
19.1% |
115.4 |
2.1% |
95% |
False |
False |
109,719 |
80 |
5,578.5 |
4,521.0 |
1,057.5 |
19.1% |
117.2 |
2.1% |
95% |
False |
False |
82,497 |
100 |
5,578.5 |
4,248.5 |
1,330.0 |
24.1% |
117.5 |
2.1% |
96% |
False |
False |
66,076 |
120 |
5,578.5 |
3,613.5 |
1,965.0 |
35.5% |
120.1 |
2.2% |
97% |
False |
False |
55,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,884.3 |
2.618 |
5,765.1 |
1.618 |
5,692.1 |
1.000 |
5,647.0 |
0.618 |
5,619.1 |
HIGH |
5,574.0 |
0.618 |
5,546.1 |
0.500 |
5,537.5 |
0.382 |
5,528.9 |
LOW |
5,501.0 |
0.618 |
5,455.9 |
1.000 |
5,428.0 |
1.618 |
5,382.9 |
2.618 |
5,309.9 |
4.250 |
5,190.8 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,537.5 |
5,524.8 |
PP |
5,534.2 |
5,522.2 |
S1 |
5,530.8 |
5,519.5 |
|