Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
4,392.0 |
4,403.0 |
11.0 |
0.3% |
4,391.0 |
High |
4,414.0 |
4,457.0 |
43.0 |
1.0% |
4,417.0 |
Low |
4,368.0 |
4,398.0 |
30.0 |
0.7% |
4,224.0 |
Close |
4,396.0 |
4,430.0 |
34.0 |
0.8% |
4,250.0 |
Range |
46.0 |
59.0 |
13.0 |
28.3% |
193.0 |
ATR |
77.8 |
76.6 |
-1.2 |
-1.5% |
0.0 |
Volume |
25,897 |
27,531 |
1,634 |
6.3% |
166,336 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,605.3 |
4,576.7 |
4,462.5 |
|
R3 |
4,546.3 |
4,517.7 |
4,446.2 |
|
R2 |
4,487.3 |
4,487.3 |
4,440.8 |
|
R1 |
4,458.7 |
4,458.7 |
4,435.4 |
4,473.0 |
PP |
4,428.3 |
4,428.3 |
4,428.3 |
4,435.5 |
S1 |
4,399.7 |
4,399.7 |
4,424.6 |
4,414.0 |
S2 |
4,369.3 |
4,369.3 |
4,419.2 |
|
S3 |
4,310.3 |
4,340.7 |
4,413.8 |
|
S4 |
4,251.3 |
4,281.7 |
4,397.6 |
|
|
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 |
4,457.0 |
4,224.0 |
233.0 |
5.3% |
80.0 |
1.8% |
88% |
True |
False |
32,493 |
10 |
4,474.0 |
4,224.0 |
250.0 |
5.6% |
75.0 |
1.7% |
82% |
False |
False |
31,329 |
20 |
4,474.0 |
4,095.0 |
379.0 |
8.6% |
67.4 |
1.5% |
88% |
False |
False |
29,722 |
40 |
4,474.0 |
3,665.0 |
809.0 |
18.3% |
56.6 |
1.3% |
95% |
False |
False |
26,683 |
60 |
4,474.0 |
3,665.0 |
809.0 |
18.3% |
55.3 |
1.2% |
95% |
False |
False |
26,513 |
80 |
4,474.0 |
3,665.0 |
809.0 |
18.3% |
48.9 |
1.1% |
95% |
False |
False |
19,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,707.8 |
2.618 |
4,611.5 |
1.618 |
4,552.5 |
1.000 |
4,516.0 |
0.618 |
4,493.5 |
HIGH |
4,457.0 |
0.618 |
4,434.5 |
0.500 |
4,427.5 |
0.382 |
4,420.5 |
LOW |
4,398.0 |
0.618 |
4,361.5 |
1.000 |
4,339.0 |
1.618 |
4,302.5 |
2.618 |
4,243.5 |
4.250 |
4,147.3 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4,429.2 |
4,418.5 |
PP |
4,428.3 |
4,407.0 |
S1 |
4,427.5 |
4,395.5 |
|