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 |
1,021.50 |
1,021.25 |
-0.25 |
0.0% |
1,001.25 |
High |
1,027.00 |
1,028.25 |
1.25 |
0.1% |
1,022.00 |
Low |
1,015.75 |
1,010.50 |
-5.25 |
-0.5% |
971.25 |
Close |
1,022.25 |
1,024.75 |
2.50 |
0.2% |
1,020.50 |
Range |
11.25 |
17.75 |
6.50 |
57.8% |
50.75 |
ATR |
18.11 |
18.09 |
-0.03 |
-0.1% |
0.00 |
Volume |
7,204 |
7,774 |
570 |
7.9% |
20,567 |
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,074.50 |
1,067.25 |
1,034.50 |
|
R3 |
1,056.75 |
1,049.50 |
1,029.75 |
|
R2 |
1,039.00 |
1,039.00 |
1,028.00 |
|
R1 |
1,031.75 |
1,031.75 |
1,026.50 |
1,035.50 |
PP |
1,021.25 |
1,021.25 |
1,021.25 |
1,023.00 |
S1 |
1,014.00 |
1,014.00 |
1,023.00 |
1,017.50 |
S2 |
1,003.50 |
1,003.50 |
1,021.50 |
|
S3 |
985.75 |
996.25 |
1,019.75 |
|
S4 |
968.00 |
978.50 |
1,015.00 |
|
|
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 |
992.25 |
41.75 |
4.1% |
18.50 |
1.8% |
78% |
False |
False |
6,290 |
10 |
1,034.00 |
971.25 |
62.75 |
6.1% |
19.25 |
1.9% |
85% |
False |
False |
5,323 |
20 |
1,034.00 |
971.25 |
62.75 |
6.1% |
18.25 |
1.8% |
85% |
False |
False |
3,690 |
40 |
1,034.00 |
861.25 |
172.75 |
16.9% |
17.50 |
1.7% |
95% |
False |
False |
2,815 |
60 |
1,034.00 |
861.25 |
172.75 |
16.9% |
17.25 |
1.7% |
95% |
False |
False |
2,172 |
80 |
1,034.00 |
861.25 |
172.75 |
16.9% |
17.75 |
1.7% |
95% |
False |
False |
1,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,103.75 |
2.618 |
1,074.75 |
1.618 |
1,057.00 |
1.000 |
1,046.00 |
0.618 |
1,039.25 |
HIGH |
1,028.25 |
0.618 |
1,021.50 |
0.500 |
1,019.50 |
0.382 |
1,017.25 |
LOW |
1,010.50 |
0.618 |
999.50 |
1.000 |
992.75 |
1.618 |
981.75 |
2.618 |
964.00 |
4.250 |
935.00 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,023.00 |
1,024.00 |
PP |
1,021.25 |
1,023.00 |
S1 |
1,019.50 |
1,022.25 |
|