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 |
1,024.25 |
1,025.75 |
1.50 |
0.1% |
1,004.25 |
High |
1,038.00 |
1,032.00 |
-6.00 |
-0.6% |
1,027.00 |
Low |
1,018.25 |
1,020.25 |
2.00 |
0.2% |
975.50 |
Close |
1,026.00 |
1,026.75 |
0.75 |
0.1% |
1,025.25 |
Range |
19.75 |
11.75 |
-8.00 |
-40.5% |
51.50 |
ATR |
19.16 |
18.63 |
-0.53 |
-2.8% |
0.00 |
Volume |
1,725,611 |
2,067,951 |
342,340 |
19.8% |
9,558,712 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,061.50 |
1,056.00 |
1,033.25 |
|
R3 |
1,049.75 |
1,044.25 |
1,030.00 |
|
R2 |
1,038.00 |
1,038.00 |
1,029.00 |
|
R1 |
1,032.50 |
1,032.50 |
1,027.75 |
1,035.25 |
PP |
1,026.25 |
1,026.25 |
1,026.25 |
1,027.75 |
S1 |
1,020.75 |
1,020.75 |
1,025.75 |
1,023.50 |
S2 |
1,014.50 |
1,014.50 |
1,024.50 |
|
S3 |
1,002.75 |
1,009.00 |
1,023.50 |
|
S4 |
991.00 |
997.25 |
1,020.25 |
|
|
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 |
994.25 |
43.75 |
4.3% |
17.75 |
1.7% |
74% |
False |
False |
1,898,735 |
10 |
1,038.00 |
975.50 |
62.50 |
6.1% |
19.50 |
1.9% |
82% |
False |
False |
1,915,405 |
20 |
1,038.00 |
973.50 |
64.50 |
6.3% |
18.75 |
1.8% |
83% |
False |
False |
1,865,607 |
40 |
1,038.00 |
865.25 |
172.75 |
16.8% |
18.00 |
1.8% |
93% |
False |
False |
1,886,306 |
60 |
1,038.00 |
865.25 |
172.75 |
16.8% |
18.25 |
1.8% |
93% |
False |
False |
1,679,969 |
80 |
1,038.00 |
865.25 |
172.75 |
16.8% |
19.25 |
1.9% |
93% |
False |
False |
1,262,289 |
100 |
1,038.00 |
799.25 |
238.75 |
23.3% |
20.00 |
2.0% |
95% |
False |
False |
1,010,570 |
120 |
1,038.00 |
665.50 |
372.50 |
36.3% |
21.50 |
2.1% |
97% |
False |
False |
842,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,082.00 |
2.618 |
1,062.75 |
1.618 |
1,051.00 |
1.000 |
1,043.75 |
0.618 |
1,039.25 |
HIGH |
1,032.00 |
0.618 |
1,027.50 |
0.500 |
1,026.00 |
0.382 |
1,024.75 |
LOW |
1,020.25 |
0.618 |
1,013.00 |
1.000 |
1,008.50 |
1.618 |
1,001.25 |
2.618 |
989.50 |
4.250 |
970.25 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,026.50 |
1,028.00 |
PP |
1,026.25 |
1,027.75 |
S1 |
1,026.00 |
1,027.25 |
|