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 |
1,635.00 |
1,634.00 |
-1.00 |
-0.1% |
1,612.25 |
High |
1,648.25 |
1,655.50 |
7.25 |
0.4% |
1,639.75 |
Low |
1,628.75 |
1,625.25 |
-3.50 |
-0.2% |
1,561.25 |
Close |
1,634.00 |
1,636.50 |
2.50 |
0.2% |
1,635.50 |
Range |
19.50 |
30.25 |
10.75 |
55.1% |
78.50 |
ATR |
31.44 |
31.36 |
-0.09 |
-0.3% |
0.00 |
Volume |
291,155 |
249,412 |
-41,743 |
-14.3% |
1,488,948 |
|
Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.75 |
1,713.50 |
1,653.25 |
|
R3 |
1,699.50 |
1,683.25 |
1,644.75 |
|
R2 |
1,669.25 |
1,669.25 |
1,642.00 |
|
R1 |
1,653.00 |
1,653.00 |
1,639.25 |
1,661.00 |
PP |
1,639.00 |
1,639.00 |
1,639.00 |
1,643.25 |
S1 |
1,622.75 |
1,622.75 |
1,633.75 |
1,631.00 |
S2 |
1,608.75 |
1,608.75 |
1,631.00 |
|
S3 |
1,578.50 |
1,592.50 |
1,628.25 |
|
S4 |
1,548.25 |
1,562.25 |
1,619.75 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.75 |
1,820.00 |
1,678.75 |
|
R3 |
1,769.25 |
1,741.50 |
1,657.00 |
|
R2 |
1,690.75 |
1,690.75 |
1,650.00 |
|
R1 |
1,663.00 |
1,663.00 |
1,642.75 |
1,677.00 |
PP |
1,612.25 |
1,612.25 |
1,612.25 |
1,619.00 |
S1 |
1,584.50 |
1,584.50 |
1,628.25 |
1,598.50 |
S2 |
1,533.75 |
1,533.75 |
1,621.00 |
|
S3 |
1,455.25 |
1,506.00 |
1,614.00 |
|
S4 |
1,376.75 |
1,427.50 |
1,592.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,655.50 |
1,564.50 |
91.00 |
5.6% |
31.00 |
1.9% |
79% |
True |
False |
272,511 |
10 |
1,655.50 |
1,561.25 |
94.25 |
5.8% |
34.50 |
2.1% |
80% |
True |
False |
291,778 |
20 |
1,655.50 |
1,561.25 |
94.25 |
5.8% |
30.50 |
1.9% |
80% |
True |
False |
286,023 |
40 |
1,655.50 |
1,392.50 |
263.00 |
16.1% |
29.75 |
1.8% |
93% |
True |
False |
280,569 |
60 |
1,655.50 |
1,392.50 |
263.00 |
16.1% |
30.00 |
1.8% |
93% |
True |
False |
245,873 |
80 |
1,655.50 |
1,336.75 |
318.75 |
19.5% |
32.00 |
2.0% |
94% |
True |
False |
184,450 |
100 |
1,655.50 |
1,266.75 |
388.75 |
23.8% |
32.25 |
2.0% |
95% |
True |
False |
147,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,784.00 |
2.618 |
1,734.75 |
1.618 |
1,704.50 |
1.000 |
1,685.75 |
0.618 |
1,674.25 |
HIGH |
1,655.50 |
0.618 |
1,644.00 |
0.500 |
1,640.50 |
0.382 |
1,636.75 |
LOW |
1,625.25 |
0.618 |
1,606.50 |
1.000 |
1,595.00 |
1.618 |
1,576.25 |
2.618 |
1,546.00 |
4.250 |
1,496.75 |
|
|
Fisher Pivots for day following 25-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,640.50 |
1,633.50 |
PP |
1,639.00 |
1,630.75 |
S1 |
1,637.75 |
1,627.75 |
|