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 |
1,019.75 |
1,021.50 |
1.75 |
0.2% |
1,001.25 |
High |
1,034.00 |
1,027.00 |
-7.00 |
-0.7% |
1,022.00 |
Low |
1,014.00 |
1,015.75 |
1.75 |
0.2% |
971.25 |
Close |
1,021.50 |
1,022.25 |
0.75 |
0.1% |
1,020.50 |
Range |
20.00 |
11.25 |
-8.75 |
-43.8% |
50.75 |
ATR |
18.64 |
18.11 |
-0.53 |
-2.8% |
0.00 |
Volume |
7,605 |
7,204 |
-401 |
-5.3% |
20,567 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,055.50 |
1,050.00 |
1,028.50 |
|
R3 |
1,044.25 |
1,038.75 |
1,025.25 |
|
R2 |
1,033.00 |
1,033.00 |
1,024.25 |
|
R1 |
1,027.50 |
1,027.50 |
1,023.25 |
1,030.25 |
PP |
1,021.75 |
1,021.75 |
1,021.75 |
1,023.00 |
S1 |
1,016.25 |
1,016.25 |
1,021.25 |
1,019.00 |
S2 |
1,010.50 |
1,010.50 |
1,020.25 |
|
S3 |
999.25 |
1,005.00 |
1,019.25 |
|
S4 |
988.00 |
993.75 |
1,016.00 |
|
|
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 |
990.00 |
44.00 |
4.3% |
17.50 |
1.7% |
73% |
False |
False |
5,620 |
10 |
1,034.00 |
971.25 |
62.75 |
6.1% |
19.25 |
1.9% |
81% |
False |
False |
4,940 |
20 |
1,034.00 |
969.75 |
64.25 |
6.3% |
18.50 |
1.8% |
82% |
False |
False |
3,412 |
40 |
1,034.00 |
861.25 |
172.75 |
16.9% |
17.50 |
1.7% |
93% |
False |
False |
2,647 |
60 |
1,034.00 |
861.25 |
172.75 |
16.9% |
17.25 |
1.7% |
93% |
False |
False |
2,045 |
80 |
1,034.00 |
861.25 |
172.75 |
16.9% |
18.00 |
1.7% |
93% |
False |
False |
1,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,074.75 |
2.618 |
1,056.50 |
1.618 |
1,045.25 |
1.000 |
1,038.25 |
0.618 |
1,034.00 |
HIGH |
1,027.00 |
0.618 |
1,022.75 |
0.500 |
1,021.50 |
0.382 |
1,020.00 |
LOW |
1,015.75 |
0.618 |
1,008.75 |
1.000 |
1,004.50 |
1.618 |
997.50 |
2.618 |
986.25 |
4.250 |
968.00 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,022.00 |
1,024.00 |
PP |
1,021.75 |
1,023.50 |
S1 |
1,021.50 |
1,022.75 |
|