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 |
9,521 |
9,522 |
1 |
0.0% |
9,305 |
High |
9,572 |
9,598 |
26 |
0.3% |
9,508 |
Low |
9,473 |
9,443 |
-30 |
-0.3% |
9,091 |
Close |
9,526 |
9,567 |
41 |
0.4% |
9,489 |
Range |
99 |
155 |
56 |
56.6% |
417 |
ATR |
157 |
157 |
0 |
-0.1% |
0 |
Volume |
161,675 |
139,458 |
-22,217 |
-13.7% |
660,947 |
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,001 |
9,939 |
9,652 |
|
R3 |
9,846 |
9,784 |
9,610 |
|
R2 |
9,691 |
9,691 |
9,596 |
|
R1 |
9,629 |
9,629 |
9,581 |
9,660 |
PP |
9,536 |
9,536 |
9,536 |
9,552 |
S1 |
9,474 |
9,474 |
9,553 |
9,505 |
S2 |
9,381 |
9,381 |
9,539 |
|
S3 |
9,226 |
9,319 |
9,525 |
|
S4 |
9,071 |
9,164 |
9,482 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,614 |
10,468 |
9,718 |
|
R3 |
10,197 |
10,051 |
9,604 |
|
R2 |
9,780 |
9,780 |
9,566 |
|
R1 |
9,634 |
9,634 |
9,527 |
9,707 |
PP |
9,363 |
9,363 |
9,363 |
9,399 |
S1 |
9,217 |
9,217 |
9,451 |
9,290 |
S2 |
8,946 |
8,946 |
9,413 |
|
S3 |
8,529 |
8,800 |
9,374 |
|
S4 |
8,112 |
8,383 |
9,260 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,617 |
9,249 |
368 |
3.8% |
158 |
1.7% |
86% |
False |
False |
134,625 |
10 |
9,617 |
9,091 |
526 |
5.5% |
162 |
1.7% |
90% |
False |
False |
136,521 |
20 |
9,617 |
9,071 |
546 |
5.7% |
159 |
1.7% |
91% |
False |
False |
132,596 |
40 |
9,617 |
8,018 |
1,599 |
16.7% |
155 |
1.6% |
97% |
False |
False |
129,858 |
60 |
9,617 |
8,018 |
1,599 |
16.7% |
154 |
1.6% |
97% |
False |
False |
115,956 |
80 |
9,617 |
8,018 |
1,599 |
16.7% |
162 |
1.7% |
97% |
False |
False |
87,034 |
100 |
9,617 |
7,614 |
2,003 |
20.9% |
168 |
1.8% |
98% |
False |
False |
69,641 |
120 |
9,617 |
6,610 |
3,007 |
31.4% |
174 |
1.8% |
98% |
False |
False |
58,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,257 |
2.618 |
10,004 |
1.618 |
9,849 |
1.000 |
9,753 |
0.618 |
9,694 |
HIGH |
9,598 |
0.618 |
9,539 |
0.500 |
9,521 |
0.382 |
9,502 |
LOW |
9,443 |
0.618 |
9,347 |
1.000 |
9,288 |
1.618 |
9,192 |
2.618 |
9,037 |
4.250 |
8,784 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,552 |
9,554 |
PP |
9,536 |
9,542 |
S1 |
9,521 |
9,529 |
|