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 |
1,025.00 |
1,024.25 |
-0.75 |
-0.1% |
1,004.25 |
High |
1,035.00 |
1,038.00 |
3.00 |
0.3% |
1,027.00 |
Low |
1,021.25 |
1,018.25 |
-3.00 |
-0.3% |
975.50 |
Close |
1,024.50 |
1,026.00 |
1.50 |
0.1% |
1,025.25 |
Range |
13.75 |
19.75 |
6.00 |
43.6% |
51.50 |
ATR |
19.11 |
19.16 |
0.05 |
0.2% |
0.00 |
Volume |
1,932,725 |
1,725,611 |
-207,114 |
-10.7% |
9,558,712 |
|
Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,086.75 |
1,076.00 |
1,036.75 |
|
R3 |
1,067.00 |
1,056.25 |
1,031.50 |
|
R2 |
1,047.25 |
1,047.25 |
1,029.50 |
|
R1 |
1,036.50 |
1,036.50 |
1,027.75 |
1,042.00 |
PP |
1,027.50 |
1,027.50 |
1,027.50 |
1,030.00 |
S1 |
1,016.75 |
1,016.75 |
1,024.25 |
1,022.00 |
S2 |
1,007.75 |
1,007.75 |
1,022.50 |
|
S3 |
988.00 |
997.00 |
1,020.50 |
|
S4 |
968.25 |
977.25 |
1,015.25 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,163.75 |
1,146.00 |
1,053.50 |
|
R3 |
1,112.25 |
1,094.50 |
1,039.50 |
|
R2 |
1,060.75 |
1,060.75 |
1,034.75 |
|
R1 |
1,043.00 |
1,043.00 |
1,030.00 |
1,052.00 |
PP |
1,009.25 |
1,009.25 |
1,009.25 |
1,013.75 |
S1 |
991.50 |
991.50 |
1,020.50 |
1,000.50 |
S2 |
957.75 |
957.75 |
1,015.75 |
|
S3 |
906.25 |
940.00 |
1,011.00 |
|
S4 |
854.75 |
888.50 |
997.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,038.00 |
976.75 |
61.25 |
6.0% |
20.00 |
1.9% |
80% |
True |
False |
1,835,825 |
10 |
1,038.00 |
975.50 |
62.50 |
6.1% |
20.75 |
2.0% |
81% |
True |
False |
1,869,861 |
20 |
1,038.00 |
964.00 |
74.00 |
7.2% |
18.75 |
1.8% |
84% |
True |
False |
1,858,819 |
40 |
1,038.00 |
865.25 |
172.75 |
16.8% |
18.25 |
1.8% |
93% |
True |
False |
1,868,275 |
60 |
1,038.00 |
865.25 |
172.75 |
16.8% |
18.25 |
1.8% |
93% |
True |
False |
1,645,845 |
80 |
1,038.00 |
865.25 |
172.75 |
16.8% |
19.50 |
1.9% |
93% |
True |
False |
1,236,458 |
100 |
1,038.00 |
799.25 |
238.75 |
23.3% |
20.25 |
2.0% |
95% |
True |
False |
989,904 |
120 |
1,038.00 |
662.00 |
376.00 |
36.6% |
21.50 |
2.1% |
97% |
True |
False |
825,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,122.00 |
2.618 |
1,089.75 |
1.618 |
1,070.00 |
1.000 |
1,057.75 |
0.618 |
1,050.25 |
HIGH |
1,038.00 |
0.618 |
1,030.50 |
0.500 |
1,028.00 |
0.382 |
1,025.75 |
LOW |
1,018.25 |
0.618 |
1,006.00 |
1.000 |
998.50 |
1.618 |
986.25 |
2.618 |
966.50 |
4.250 |
934.25 |
|
|
Fisher Pivots for day following 25-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,028.00 |
1,023.00 |
PP |
1,027.50 |
1,020.25 |
S1 |
1,026.75 |
1,017.25 |
|