Trading Metrics calculated at close of trading on 28-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,021.25 |
1,024.75 |
3.50 |
0.3% |
1,020.50 |
High |
1,028.25 |
1,034.25 |
6.00 |
0.6% |
1,034.25 |
Low |
1,010.50 |
1,018.00 |
7.50 |
0.7% |
1,010.50 |
Close |
1,024.75 |
1,023.00 |
-1.75 |
-0.2% |
1,023.00 |
Range |
17.75 |
16.25 |
-1.50 |
-8.5% |
23.75 |
ATR |
18.09 |
17.96 |
-0.13 |
-0.7% |
0.00 |
Volume |
7,774 |
18,013 |
10,239 |
131.7% |
44,884 |
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,073.75 |
1,064.75 |
1,032.00 |
|
R3 |
1,057.50 |
1,048.50 |
1,027.50 |
|
R2 |
1,041.25 |
1,041.25 |
1,026.00 |
|
R1 |
1,032.25 |
1,032.25 |
1,024.50 |
1,028.50 |
PP |
1,025.00 |
1,025.00 |
1,025.00 |
1,023.25 |
S1 |
1,016.00 |
1,016.00 |
1,021.50 |
1,012.50 |
S2 |
1,008.75 |
1,008.75 |
1,020.00 |
|
S3 |
992.50 |
999.75 |
1,018.50 |
|
S4 |
976.25 |
983.50 |
1,014.00 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,093.75 |
1,082.25 |
1,036.00 |
|
R3 |
1,070.00 |
1,058.50 |
1,029.50 |
|
R2 |
1,046.25 |
1,046.25 |
1,027.25 |
|
R1 |
1,034.75 |
1,034.75 |
1,025.25 |
1,040.50 |
PP |
1,022.50 |
1,022.50 |
1,022.50 |
1,025.50 |
S1 |
1,011.00 |
1,011.00 |
1,020.75 |
1,016.75 |
S2 |
998.75 |
998.75 |
1,018.75 |
|
S3 |
975.00 |
987.25 |
1,016.50 |
|
S4 |
951.25 |
963.50 |
1,010.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,034.25 |
1,010.50 |
23.75 |
2.3% |
15.75 |
1.5% |
53% |
True |
False |
8,976 |
10 |
1,034.25 |
971.25 |
63.00 |
6.2% |
18.50 |
1.8% |
82% |
True |
False |
6,545 |
20 |
1,034.25 |
971.25 |
63.00 |
6.2% |
18.50 |
1.8% |
82% |
True |
False |
4,529 |
40 |
1,034.25 |
861.25 |
173.00 |
16.9% |
17.50 |
1.7% |
93% |
True |
False |
3,223 |
60 |
1,034.25 |
861.25 |
173.00 |
16.9% |
17.25 |
1.7% |
93% |
True |
False |
2,467 |
80 |
1,034.25 |
861.25 |
173.00 |
16.9% |
17.75 |
1.7% |
93% |
True |
False |
1,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,103.25 |
2.618 |
1,076.75 |
1.618 |
1,060.50 |
1.000 |
1,050.50 |
0.618 |
1,044.25 |
HIGH |
1,034.25 |
0.618 |
1,028.00 |
0.500 |
1,026.00 |
0.382 |
1,024.25 |
LOW |
1,018.00 |
0.618 |
1,008.00 |
1.000 |
1,001.75 |
1.618 |
991.75 |
2.618 |
975.50 |
4.250 |
949.00 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,026.00 |
1,022.75 |
PP |
1,025.00 |
1,022.50 |
S1 |
1,024.00 |
1,022.50 |
|