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 |
1,637.25 |
1,639.00 |
1.75 |
0.1% |
1,635.00 |
High |
1,643.50 |
1,668.50 |
25.00 |
1.5% |
1,668.50 |
Low |
1,610.50 |
1,630.50 |
20.00 |
1.2% |
1,610.50 |
Close |
1,639.00 |
1,642.50 |
3.50 |
0.2% |
1,642.50 |
Range |
33.00 |
38.00 |
5.00 |
15.2% |
58.00 |
ATR |
30.84 |
31.35 |
0.51 |
1.7% |
0.00 |
Volume |
262,334 |
315,245 |
52,911 |
20.2% |
1,408,897 |
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,761.25 |
1,739.75 |
1,663.50 |
|
R3 |
1,723.25 |
1,701.75 |
1,653.00 |
|
R2 |
1,685.25 |
1,685.25 |
1,649.50 |
|
R1 |
1,663.75 |
1,663.75 |
1,646.00 |
1,674.50 |
PP |
1,647.25 |
1,647.25 |
1,647.25 |
1,652.50 |
S1 |
1,625.75 |
1,625.75 |
1,639.00 |
1,636.50 |
S2 |
1,609.25 |
1,609.25 |
1,635.50 |
|
S3 |
1,571.25 |
1,587.75 |
1,632.00 |
|
S4 |
1,533.25 |
1,549.75 |
1,621.50 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.50 |
1,786.50 |
1,674.50 |
|
R3 |
1,756.50 |
1,728.50 |
1,658.50 |
|
R2 |
1,698.50 |
1,698.50 |
1,653.25 |
|
R1 |
1,670.50 |
1,670.50 |
1,647.75 |
1,684.50 |
PP |
1,640.50 |
1,640.50 |
1,640.50 |
1,647.50 |
S1 |
1,612.50 |
1,612.50 |
1,637.25 |
1,626.50 |
S2 |
1,582.50 |
1,582.50 |
1,631.75 |
|
S3 |
1,524.50 |
1,554.50 |
1,626.50 |
|
S4 |
1,466.50 |
1,496.50 |
1,610.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,668.50 |
1,610.50 |
58.00 |
3.5% |
28.50 |
1.7% |
55% |
True |
False |
281,779 |
10 |
1,668.50 |
1,561.25 |
107.25 |
6.5% |
32.25 |
2.0% |
76% |
True |
False |
289,784 |
20 |
1,668.50 |
1,561.25 |
107.25 |
6.5% |
31.50 |
1.9% |
76% |
True |
False |
282,952 |
40 |
1,668.50 |
1,392.50 |
276.00 |
16.8% |
30.00 |
1.8% |
91% |
True |
False |
285,354 |
60 |
1,668.50 |
1,392.50 |
276.00 |
16.8% |
30.25 |
1.8% |
91% |
True |
False |
260,282 |
80 |
1,668.50 |
1,336.75 |
331.75 |
20.2% |
32.25 |
2.0% |
92% |
True |
False |
195,302 |
100 |
1,668.50 |
1,269.00 |
399.50 |
24.3% |
32.00 |
1.9% |
93% |
True |
False |
156,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,830.00 |
2.618 |
1,768.00 |
1.618 |
1,730.00 |
1.000 |
1,706.50 |
0.618 |
1,692.00 |
HIGH |
1,668.50 |
0.618 |
1,654.00 |
0.500 |
1,649.50 |
0.382 |
1,645.00 |
LOW |
1,630.50 |
0.618 |
1,607.00 |
1.000 |
1,592.50 |
1.618 |
1,569.00 |
2.618 |
1,531.00 |
4.250 |
1,469.00 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,649.50 |
1,641.50 |
PP |
1,647.25 |
1,640.50 |
S1 |
1,644.75 |
1,639.50 |
|