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 |
1,639.00 |
1,641.25 |
2.25 |
0.1% |
1,635.00 |
High |
1,668.50 |
1,645.00 |
-23.50 |
-1.4% |
1,668.50 |
Low |
1,630.50 |
1,615.75 |
-14.75 |
-0.9% |
1,610.50 |
Close |
1,642.50 |
1,625.00 |
-17.50 |
-1.1% |
1,642.50 |
Range |
38.00 |
29.25 |
-8.75 |
-23.0% |
58.00 |
ATR |
31.35 |
31.20 |
-0.15 |
-0.5% |
0.00 |
Volume |
315,245 |
304,044 |
-11,201 |
-3.6% |
1,408,897 |
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,716.25 |
1,700.00 |
1,641.00 |
|
R3 |
1,687.00 |
1,670.75 |
1,633.00 |
|
R2 |
1,657.75 |
1,657.75 |
1,630.25 |
|
R1 |
1,641.50 |
1,641.50 |
1,627.75 |
1,635.00 |
PP |
1,628.50 |
1,628.50 |
1,628.50 |
1,625.50 |
S1 |
1,612.25 |
1,612.25 |
1,622.25 |
1,605.75 |
S2 |
1,599.25 |
1,599.25 |
1,619.75 |
|
S3 |
1,570.00 |
1,583.00 |
1,617.00 |
|
S4 |
1,540.75 |
1,553.75 |
1,609.00 |
|
|
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 |
3.6% |
30.50 |
1.9% |
25% |
False |
False |
284,357 |
10 |
1,668.50 |
1,563.75 |
104.75 |
6.4% |
30.00 |
1.9% |
58% |
False |
False |
290,137 |
20 |
1,668.50 |
1,561.25 |
107.25 |
6.6% |
31.75 |
1.9% |
59% |
False |
False |
285,219 |
40 |
1,668.50 |
1,392.50 |
276.00 |
17.0% |
30.00 |
1.9% |
84% |
False |
False |
286,371 |
60 |
1,668.50 |
1,392.50 |
276.00 |
17.0% |
30.25 |
1.9% |
84% |
False |
False |
265,315 |
80 |
1,668.50 |
1,336.75 |
331.75 |
20.4% |
31.75 |
2.0% |
87% |
False |
False |
199,102 |
100 |
1,668.50 |
1,293.50 |
375.00 |
23.1% |
32.00 |
2.0% |
88% |
False |
False |
159,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,769.25 |
2.618 |
1,721.50 |
1.618 |
1,692.25 |
1.000 |
1,674.25 |
0.618 |
1,663.00 |
HIGH |
1,645.00 |
0.618 |
1,633.75 |
0.500 |
1,630.50 |
0.382 |
1,627.00 |
LOW |
1,615.75 |
0.618 |
1,597.75 |
1.000 |
1,586.50 |
1.618 |
1,568.50 |
2.618 |
1,539.25 |
4.250 |
1,491.50 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,630.50 |
1,639.50 |
PP |
1,628.50 |
1,634.75 |
S1 |
1,626.75 |
1,629.75 |
|