Trading Metrics calculated at close of trading on 27-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,550.0 |
5,514.0 |
-36.0 |
-0.6% |
5,309.0 |
High |
5,574.0 |
5,543.5 |
-30.5 |
-0.5% |
5,481.5 |
Low |
5,501.0 |
5,432.0 |
-69.0 |
-1.3% |
5,160.0 |
Close |
5,527.5 |
5,472.0 |
-55.5 |
-1.0% |
5,448.5 |
Range |
73.0 |
111.5 |
38.5 |
52.7% |
321.5 |
ATR |
119.1 |
118.5 |
-0.5 |
-0.5% |
0.0 |
Volume |
124,451 |
137,238 |
12,787 |
10.3% |
660,599 |
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,817.0 |
5,756.0 |
5,533.3 |
|
R3 |
5,705.5 |
5,644.5 |
5,502.7 |
|
R2 |
5,594.0 |
5,594.0 |
5,492.4 |
|
R1 |
5,533.0 |
5,533.0 |
5,482.2 |
5,507.8 |
PP |
5,482.5 |
5,482.5 |
5,482.5 |
5,469.9 |
S1 |
5,421.5 |
5,421.5 |
5,461.8 |
5,396.3 |
S2 |
5,371.0 |
5,371.0 |
5,451.6 |
|
S3 |
5,259.5 |
5,310.0 |
5,441.3 |
|
S4 |
5,148.0 |
5,198.5 |
5,410.7 |
|
|
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 |
5,282.0 |
296.5 |
5.4% |
113.6 |
2.1% |
64% |
False |
False |
130,789 |
10 |
5,578.5 |
5,160.0 |
418.5 |
7.6% |
111.0 |
2.0% |
75% |
False |
False |
129,495 |
20 |
5,578.5 |
5,160.0 |
418.5 |
7.6% |
114.1 |
2.1% |
75% |
False |
False |
125,950 |
40 |
5,578.5 |
4,521.0 |
1,057.5 |
19.3% |
116.5 |
2.1% |
90% |
False |
False |
132,045 |
60 |
5,578.5 |
4,521.0 |
1,057.5 |
19.3% |
115.0 |
2.1% |
90% |
False |
False |
111,991 |
80 |
5,578.5 |
4,521.0 |
1,057.5 |
19.3% |
117.2 |
2.1% |
90% |
False |
False |
84,209 |
100 |
5,578.5 |
4,248.5 |
1,330.0 |
24.3% |
117.4 |
2.1% |
92% |
False |
False |
67,442 |
120 |
5,578.5 |
3,613.5 |
1,965.0 |
35.9% |
119.9 |
2.2% |
95% |
False |
False |
56,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,017.4 |
2.618 |
5,835.4 |
1.618 |
5,723.9 |
1.000 |
5,655.0 |
0.618 |
5,612.4 |
HIGH |
5,543.5 |
0.618 |
5,500.9 |
0.500 |
5,487.8 |
0.382 |
5,474.6 |
LOW |
5,432.0 |
0.618 |
5,363.1 |
1.000 |
5,320.5 |
1.618 |
5,251.6 |
2.618 |
5,140.1 |
4.250 |
4,958.1 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,487.8 |
5,505.3 |
PP |
5,482.5 |
5,494.2 |
S1 |
5,477.3 |
5,483.1 |
|