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 |
1,025.75 |
1,026.25 |
0.50 |
0.0% |
1,004.25 |
High |
1,032.00 |
1,032.75 |
0.75 |
0.1% |
1,027.00 |
Low |
1,020.25 |
1,014.75 |
-5.50 |
-0.5% |
975.50 |
Close |
1,026.75 |
1,029.25 |
2.50 |
0.2% |
1,025.25 |
Range |
11.75 |
18.00 |
6.25 |
53.2% |
51.50 |
ATR |
18.63 |
18.58 |
-0.04 |
-0.2% |
0.00 |
Volume |
2,067,951 |
1,886,346 |
-181,605 |
-8.8% |
9,558,712 |
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,079.50 |
1,072.50 |
1,039.25 |
|
R3 |
1,061.50 |
1,054.50 |
1,034.25 |
|
R2 |
1,043.50 |
1,043.50 |
1,032.50 |
|
R1 |
1,036.50 |
1,036.50 |
1,031.00 |
1,040.00 |
PP |
1,025.50 |
1,025.50 |
1,025.50 |
1,027.50 |
S1 |
1,018.50 |
1,018.50 |
1,027.50 |
1,022.00 |
S2 |
1,007.50 |
1,007.50 |
1,026.00 |
|
S3 |
989.50 |
1,000.50 |
1,024.25 |
|
S4 |
971.50 |
982.50 |
1,019.25 |
|
|
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 |
996.50 |
41.50 |
4.0% |
18.75 |
1.8% |
79% |
False |
False |
1,850,503 |
10 |
1,038.00 |
975.50 |
62.50 |
6.1% |
19.50 |
1.9% |
86% |
False |
False |
1,899,952 |
20 |
1,038.00 |
975.50 |
62.50 |
6.1% |
18.50 |
1.8% |
86% |
False |
False |
1,866,462 |
40 |
1,038.00 |
865.25 |
172.75 |
16.8% |
18.25 |
1.8% |
95% |
False |
False |
1,881,892 |
60 |
1,038.00 |
865.25 |
172.75 |
16.8% |
18.25 |
1.8% |
95% |
False |
False |
1,710,879 |
80 |
1,038.00 |
865.25 |
172.75 |
16.8% |
19.50 |
1.9% |
95% |
False |
False |
1,285,829 |
100 |
1,038.00 |
799.25 |
238.75 |
23.2% |
20.00 |
1.9% |
96% |
False |
False |
1,029,417 |
120 |
1,038.00 |
665.50 |
372.50 |
36.2% |
21.50 |
2.1% |
98% |
False |
False |
857,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,109.25 |
2.618 |
1,079.75 |
1.618 |
1,061.75 |
1.000 |
1,050.75 |
0.618 |
1,043.75 |
HIGH |
1,032.75 |
0.618 |
1,025.75 |
0.500 |
1,023.75 |
0.382 |
1,021.75 |
LOW |
1,014.75 |
0.618 |
1,003.75 |
1.000 |
996.75 |
1.618 |
985.75 |
2.618 |
967.75 |
4.250 |
938.25 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,027.50 |
1,028.25 |
PP |
1,025.50 |
1,027.25 |
S1 |
1,023.75 |
1,026.50 |
|