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 |
1,020.50 |
1,019.75 |
-0.75 |
-0.1% |
1,001.25 |
High |
1,030.25 |
1,034.00 |
3.75 |
0.4% |
1,022.00 |
Low |
1,017.00 |
1,014.00 |
-3.00 |
-0.3% |
971.25 |
Close |
1,020.00 |
1,021.50 |
1.50 |
0.1% |
1,020.50 |
Range |
13.25 |
20.00 |
6.75 |
50.9% |
50.75 |
ATR |
18.54 |
18.64 |
0.10 |
0.6% |
0.00 |
Volume |
4,288 |
7,605 |
3,317 |
77.4% |
20,567 |
|
Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,083.25 |
1,072.25 |
1,032.50 |
|
R3 |
1,063.25 |
1,052.25 |
1,027.00 |
|
R2 |
1,043.25 |
1,043.25 |
1,025.25 |
|
R1 |
1,032.25 |
1,032.25 |
1,023.25 |
1,037.75 |
PP |
1,023.25 |
1,023.25 |
1,023.25 |
1,026.00 |
S1 |
1,012.25 |
1,012.25 |
1,019.75 |
1,017.75 |
S2 |
1,003.25 |
1,003.25 |
1,017.75 |
|
S3 |
983.25 |
992.25 |
1,016.00 |
|
S4 |
963.25 |
972.25 |
1,010.50 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,156.75 |
1,139.50 |
1,048.50 |
|
R3 |
1,106.00 |
1,088.75 |
1,034.50 |
|
R2 |
1,055.25 |
1,055.25 |
1,029.75 |
|
R1 |
1,038.00 |
1,038.00 |
1,025.25 |
1,046.50 |
PP |
1,004.50 |
1,004.50 |
1,004.50 |
1,009.00 |
S1 |
987.25 |
987.25 |
1,015.75 |
996.00 |
S2 |
953.75 |
953.75 |
1,011.25 |
|
S3 |
903.00 |
936.50 |
1,006.50 |
|
S4 |
852.25 |
885.75 |
992.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,034.00 |
972.50 |
61.50 |
6.0% |
19.50 |
1.9% |
80% |
True |
False |
4,661 |
10 |
1,034.00 |
971.25 |
62.75 |
6.1% |
20.50 |
2.0% |
80% |
True |
False |
4,451 |
20 |
1,034.00 |
960.00 |
74.00 |
7.2% |
18.50 |
1.8% |
83% |
True |
False |
3,150 |
40 |
1,034.00 |
861.25 |
172.75 |
16.9% |
17.75 |
1.7% |
93% |
True |
False |
2,506 |
60 |
1,034.00 |
861.25 |
172.75 |
16.9% |
17.00 |
1.7% |
93% |
True |
False |
1,929 |
80 |
1,034.00 |
861.25 |
172.75 |
16.9% |
18.00 |
1.8% |
93% |
True |
False |
1,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,119.00 |
2.618 |
1,086.25 |
1.618 |
1,066.25 |
1.000 |
1,054.00 |
0.618 |
1,046.25 |
HIGH |
1,034.00 |
0.618 |
1,026.25 |
0.500 |
1,024.00 |
0.382 |
1,021.75 |
LOW |
1,014.00 |
0.618 |
1,001.75 |
1.000 |
994.00 |
1.618 |
981.75 |
2.618 |
961.75 |
4.250 |
929.00 |
|
|
Fisher Pivots for day following 25-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,024.00 |
1,018.75 |
PP |
1,023.25 |
1,016.00 |
S1 |
1,022.25 |
1,013.00 |
|