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 |
4,338.0 |
4,392.0 |
54.0 |
1.2% |
4,391.0 |
High |
4,425.0 |
4,414.0 |
-11.0 |
-0.2% |
4,417.0 |
Low |
4,334.0 |
4,368.0 |
34.0 |
0.8% |
4,224.0 |
Close |
4,419.0 |
4,396.0 |
-23.0 |
-0.5% |
4,250.0 |
Range |
91.0 |
46.0 |
-45.0 |
-49.5% |
193.0 |
ATR |
79.9 |
77.8 |
-2.1 |
-2.6% |
0.0 |
Volume |
31,884 |
25,897 |
-5,987 |
-18.8% |
166,336 |
|
Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,530.7 |
4,509.3 |
4,421.3 |
|
R3 |
4,484.7 |
4,463.3 |
4,408.7 |
|
R2 |
4,438.7 |
4,438.7 |
4,404.4 |
|
R1 |
4,417.3 |
4,417.3 |
4,400.2 |
4,428.0 |
PP |
4,392.7 |
4,392.7 |
4,392.7 |
4,398.0 |
S1 |
4,371.3 |
4,371.3 |
4,391.8 |
4,382.0 |
S2 |
4,346.7 |
4,346.7 |
4,387.6 |
|
S3 |
4,300.7 |
4,325.3 |
4,383.4 |
|
S4 |
4,254.7 |
4,279.3 |
4,370.7 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,876.0 |
4,756.0 |
4,356.2 |
|
R3 |
4,683.0 |
4,563.0 |
4,303.1 |
|
R2 |
4,490.0 |
4,490.0 |
4,285.4 |
|
R1 |
4,370.0 |
4,370.0 |
4,267.7 |
4,333.5 |
PP |
4,297.0 |
4,297.0 |
4,297.0 |
4,278.8 |
S1 |
4,177.0 |
4,177.0 |
4,232.3 |
4,140.5 |
S2 |
4,104.0 |
4,104.0 |
4,214.6 |
|
S3 |
3,911.0 |
3,984.0 |
4,196.9 |
|
S4 |
3,718.0 |
3,791.0 |
4,143.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,425.0 |
4,224.0 |
201.0 |
4.6% |
85.4 |
1.9% |
86% |
False |
False |
32,369 |
10 |
4,474.0 |
4,224.0 |
250.0 |
5.7% |
75.3 |
1.7% |
69% |
False |
False |
31,990 |
20 |
4,474.0 |
4,087.0 |
387.0 |
8.8% |
67.4 |
1.5% |
80% |
False |
False |
29,490 |
40 |
4,474.0 |
3,665.0 |
809.0 |
18.4% |
56.3 |
1.3% |
90% |
False |
False |
26,802 |
60 |
4,474.0 |
3,665.0 |
809.0 |
18.4% |
54.7 |
1.2% |
90% |
False |
False |
26,058 |
80 |
4,474.0 |
3,665.0 |
809.0 |
18.4% |
48.5 |
1.1% |
90% |
False |
False |
19,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,609.5 |
2.618 |
4,534.4 |
1.618 |
4,488.4 |
1.000 |
4,460.0 |
0.618 |
4,442.4 |
HIGH |
4,414.0 |
0.618 |
4,396.4 |
0.500 |
4,391.0 |
0.382 |
4,385.6 |
LOW |
4,368.0 |
0.618 |
4,339.6 |
1.000 |
4,322.0 |
1.618 |
4,293.6 |
2.618 |
4,247.6 |
4.250 |
4,172.5 |
|
|
Fisher Pivots for day following 25-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4,394.3 |
4,372.2 |
PP |
4,392.7 |
4,348.3 |
S1 |
4,391.0 |
4,324.5 |
|