Trading Metrics calculated at close of trading on 31-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,029.25 |
1,026.50 |
-2.75 |
-0.3% |
1,025.00 |
High |
1,038.75 |
1,031.00 |
-7.75 |
-0.7% |
1,038.75 |
Low |
1,022.00 |
1,013.25 |
-8.75 |
-0.9% |
1,014.75 |
Close |
1,027.50 |
1,019.75 |
-7.75 |
-0.8% |
1,027.50 |
Range |
16.75 |
17.75 |
1.00 |
6.0% |
24.00 |
ATR |
18.45 |
18.40 |
-0.05 |
-0.3% |
0.00 |
Volume |
2,068,535 |
1,570,206 |
-498,329 |
-24.1% |
9,681,168 |
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,074.50 |
1,065.00 |
1,029.50 |
|
R3 |
1,056.75 |
1,047.25 |
1,024.75 |
|
R2 |
1,039.00 |
1,039.00 |
1,023.00 |
|
R1 |
1,029.50 |
1,029.50 |
1,021.50 |
1,025.50 |
PP |
1,021.25 |
1,021.25 |
1,021.25 |
1,019.25 |
S1 |
1,011.75 |
1,011.75 |
1,018.00 |
1,007.50 |
S2 |
1,003.50 |
1,003.50 |
1,016.50 |
|
S3 |
985.75 |
994.00 |
1,014.75 |
|
S4 |
968.00 |
976.25 |
1,010.00 |
|
|
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 |
1,013.25 |
25.50 |
2.5% |
16.75 |
1.6% |
25% |
False |
True |
1,863,729 |
10 |
1,038.75 |
976.25 |
62.50 |
6.1% |
17.75 |
1.7% |
70% |
False |
False |
1,897,360 |
20 |
1,038.75 |
975.50 |
63.25 |
6.2% |
18.75 |
1.8% |
70% |
False |
False |
1,834,142 |
40 |
1,038.75 |
865.25 |
173.50 |
17.0% |
18.00 |
1.8% |
89% |
False |
False |
1,888,236 |
60 |
1,038.75 |
865.25 |
173.50 |
17.0% |
18.00 |
1.8% |
89% |
False |
False |
1,770,104 |
80 |
1,038.75 |
865.25 |
173.50 |
17.0% |
19.00 |
1.9% |
89% |
False |
False |
1,331,097 |
100 |
1,038.75 |
818.50 |
220.25 |
21.6% |
20.00 |
2.0% |
91% |
False |
False |
1,065,773 |
120 |
1,038.75 |
711.00 |
327.75 |
32.1% |
21.25 |
2.1% |
94% |
False |
False |
888,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,106.50 |
2.618 |
1,077.50 |
1.618 |
1,059.75 |
1.000 |
1,048.75 |
0.618 |
1,042.00 |
HIGH |
1,031.00 |
0.618 |
1,024.25 |
0.500 |
1,022.00 |
0.382 |
1,020.00 |
LOW |
1,013.25 |
0.618 |
1,002.25 |
1.000 |
995.50 |
1.618 |
984.50 |
2.618 |
966.75 |
4.250 |
937.75 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,022.00 |
1,026.00 |
PP |
1,021.25 |
1,024.00 |
S1 |
1,020.50 |
1,021.75 |
|