Trading Metrics calculated at close of trading on 28-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,026.25 |
1,029.25 |
3.00 |
0.3% |
1,025.00 |
High |
1,032.75 |
1,038.75 |
6.00 |
0.6% |
1,038.75 |
Low |
1,014.75 |
1,022.00 |
7.25 |
0.7% |
1,014.75 |
Close |
1,029.25 |
1,027.50 |
-1.75 |
-0.2% |
1,027.50 |
Range |
18.00 |
16.75 |
-1.25 |
-6.9% |
24.00 |
ATR |
18.58 |
18.45 |
-0.13 |
-0.7% |
0.00 |
Volume |
1,886,346 |
2,068,535 |
182,189 |
9.7% |
9,681,168 |
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,079.75 |
1,070.25 |
1,036.75 |
|
R3 |
1,063.00 |
1,053.50 |
1,032.00 |
|
R2 |
1,046.25 |
1,046.25 |
1,030.50 |
|
R1 |
1,036.75 |
1,036.75 |
1,029.00 |
1,033.00 |
PP |
1,029.50 |
1,029.50 |
1,029.50 |
1,027.50 |
S1 |
1,020.00 |
1,020.00 |
1,026.00 |
1,016.50 |
S2 |
1,012.75 |
1,012.75 |
1,024.50 |
|
S3 |
996.00 |
1,003.25 |
1,023.00 |
|
S4 |
979.25 |
986.50 |
1,018.25 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,099.00 |
1,087.25 |
1,040.75 |
|
R3 |
1,075.00 |
1,063.25 |
1,034.00 |
|
R2 |
1,051.00 |
1,051.00 |
1,032.00 |
|
R1 |
1,039.25 |
1,039.25 |
1,029.75 |
1,045.00 |
PP |
1,027.00 |
1,027.00 |
1,027.00 |
1,030.00 |
S1 |
1,015.25 |
1,015.25 |
1,025.25 |
1,021.00 |
S2 |
1,003.00 |
1,003.00 |
1,023.00 |
|
S3 |
979.00 |
991.25 |
1,021.00 |
|
S4 |
955.00 |
967.25 |
1,014.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,038.75 |
1,014.75 |
24.00 |
2.3% |
16.00 |
1.6% |
53% |
True |
False |
1,936,233 |
10 |
1,038.75 |
975.50 |
63.25 |
6.2% |
18.75 |
1.8% |
82% |
True |
False |
1,923,988 |
20 |
1,038.75 |
975.50 |
63.25 |
6.2% |
18.75 |
1.8% |
82% |
True |
False |
1,859,776 |
40 |
1,038.75 |
865.25 |
173.50 |
16.9% |
18.00 |
1.7% |
94% |
True |
False |
1,895,242 |
60 |
1,038.75 |
865.25 |
173.50 |
16.9% |
18.25 |
1.8% |
94% |
True |
False |
1,744,428 |
80 |
1,038.75 |
865.25 |
173.50 |
16.9% |
19.25 |
1.9% |
94% |
True |
False |
1,311,637 |
100 |
1,038.75 |
799.25 |
239.50 |
23.3% |
20.00 |
1.9% |
95% |
True |
False |
1,050,089 |
120 |
1,038.75 |
709.75 |
329.00 |
32.0% |
21.25 |
2.1% |
97% |
True |
False |
875,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,110.00 |
2.618 |
1,082.50 |
1.618 |
1,065.75 |
1.000 |
1,055.50 |
0.618 |
1,049.00 |
HIGH |
1,038.75 |
0.618 |
1,032.25 |
0.500 |
1,030.50 |
0.382 |
1,028.50 |
LOW |
1,022.00 |
0.618 |
1,011.75 |
1.000 |
1,005.25 |
1.618 |
995.00 |
2.618 |
978.25 |
4.250 |
950.75 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,030.50 |
1,027.25 |
PP |
1,029.50 |
1,027.00 |
S1 |
1,028.50 |
1,026.75 |
|