Trading Metrics calculated at close of trading on 31-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,024.75 |
1,022.00 |
-2.75 |
-0.3% |
1,020.50 |
High |
1,034.25 |
1,026.00 |
-8.25 |
-0.8% |
1,034.25 |
Low |
1,018.00 |
1,009.00 |
-9.00 |
-0.9% |
1,010.50 |
Close |
1,023.00 |
1,015.25 |
-7.75 |
-0.8% |
1,023.00 |
Range |
16.25 |
17.00 |
0.75 |
4.6% |
23.75 |
ATR |
17.96 |
17.89 |
-0.07 |
-0.4% |
0.00 |
Volume |
18,013 |
13,196 |
-4,817 |
-26.7% |
44,884 |
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,067.75 |
1,058.50 |
1,024.50 |
|
R3 |
1,050.75 |
1,041.50 |
1,020.00 |
|
R2 |
1,033.75 |
1,033.75 |
1,018.25 |
|
R1 |
1,024.50 |
1,024.50 |
1,016.75 |
1,020.50 |
PP |
1,016.75 |
1,016.75 |
1,016.75 |
1,014.75 |
S1 |
1,007.50 |
1,007.50 |
1,013.75 |
1,003.50 |
S2 |
999.75 |
999.75 |
1,012.25 |
|
S3 |
982.75 |
990.50 |
1,010.50 |
|
S4 |
965.75 |
973.50 |
1,006.00 |
|
|
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 |
1,009.00 |
25.25 |
2.5% |
16.50 |
1.6% |
25% |
False |
True |
10,758 |
10 |
1,034.25 |
972.00 |
62.25 |
6.1% |
17.25 |
1.7% |
69% |
False |
False |
7,268 |
20 |
1,034.25 |
971.25 |
63.00 |
6.2% |
18.50 |
1.8% |
70% |
False |
False |
5,113 |
40 |
1,034.25 |
861.25 |
173.00 |
17.0% |
17.75 |
1.7% |
89% |
False |
False |
3,511 |
60 |
1,034.25 |
861.25 |
173.00 |
17.0% |
17.25 |
1.7% |
89% |
False |
False |
2,685 |
80 |
1,034.25 |
861.25 |
173.00 |
17.0% |
17.50 |
1.7% |
89% |
False |
False |
2,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,098.25 |
2.618 |
1,070.50 |
1.618 |
1,053.50 |
1.000 |
1,043.00 |
0.618 |
1,036.50 |
HIGH |
1,026.00 |
0.618 |
1,019.50 |
0.500 |
1,017.50 |
0.382 |
1,015.50 |
LOW |
1,009.00 |
0.618 |
998.50 |
1.000 |
992.00 |
1.618 |
981.50 |
2.618 |
964.50 |
4.250 |
936.75 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,017.50 |
1,021.50 |
PP |
1,016.75 |
1,019.50 |
S1 |
1,016.00 |
1,017.50 |
|