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 |
1,636.50 |
1,637.25 |
0.75 |
0.0% |
1,612.25 |
High |
1,649.25 |
1,643.50 |
-5.75 |
-0.3% |
1,639.75 |
Low |
1,627.50 |
1,610.50 |
-17.00 |
-1.0% |
1,561.25 |
Close |
1,636.50 |
1,639.00 |
2.50 |
0.2% |
1,635.50 |
Range |
21.75 |
33.00 |
11.25 |
51.7% |
78.50 |
ATR |
30.67 |
30.84 |
0.17 |
0.5% |
0.00 |
Volume |
290,751 |
262,334 |
-28,417 |
-9.8% |
1,488,948 |
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,730.00 |
1,717.50 |
1,657.25 |
|
R3 |
1,697.00 |
1,684.50 |
1,648.00 |
|
R2 |
1,664.00 |
1,664.00 |
1,645.00 |
|
R1 |
1,651.50 |
1,651.50 |
1,642.00 |
1,657.75 |
PP |
1,631.00 |
1,631.00 |
1,631.00 |
1,634.00 |
S1 |
1,618.50 |
1,618.50 |
1,636.00 |
1,624.75 |
S2 |
1,598.00 |
1,598.00 |
1,633.00 |
|
S3 |
1,565.00 |
1,585.50 |
1,630.00 |
|
S4 |
1,532.00 |
1,552.50 |
1,620.75 |
|
|
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 |
1,600.00 |
55.50 |
3.4% |
28.75 |
1.8% |
70% |
False |
False |
270,388 |
10 |
1,655.50 |
1,561.25 |
94.25 |
5.8% |
32.50 |
2.0% |
82% |
False |
False |
285,460 |
20 |
1,655.50 |
1,561.25 |
94.25 |
5.8% |
30.75 |
1.9% |
82% |
False |
False |
283,436 |
40 |
1,655.50 |
1,392.50 |
263.00 |
16.0% |
30.00 |
1.8% |
94% |
False |
False |
283,084 |
60 |
1,655.50 |
1,392.50 |
263.00 |
16.0% |
30.00 |
1.8% |
94% |
False |
False |
255,072 |
80 |
1,655.50 |
1,336.75 |
318.75 |
19.4% |
32.25 |
2.0% |
95% |
False |
False |
191,362 |
100 |
1,655.50 |
1,266.75 |
388.75 |
23.7% |
32.00 |
2.0% |
96% |
False |
False |
153,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,783.75 |
2.618 |
1,730.00 |
1.618 |
1,697.00 |
1.000 |
1,676.50 |
0.618 |
1,664.00 |
HIGH |
1,643.50 |
0.618 |
1,631.00 |
0.500 |
1,627.00 |
0.382 |
1,623.00 |
LOW |
1,610.50 |
0.618 |
1,590.00 |
1.000 |
1,577.50 |
1.618 |
1,557.00 |
2.618 |
1,524.00 |
4.250 |
1,470.25 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,635.00 |
1,637.00 |
PP |
1,631.00 |
1,635.00 |
S1 |
1,627.00 |
1,633.00 |
|