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 |
5,499.0 |
5,470.0 |
-29.0 |
-0.5% |
5,289.5 |
High |
5,532.0 |
5,575.0 |
43.0 |
0.8% |
5,482.5 |
Low |
5,475.0 |
5,462.5 |
-12.5 |
-0.2% |
5,165.0 |
Close |
5,510.0 |
5,559.0 |
49.0 |
0.9% |
5,451.0 |
Range |
57.0 |
112.5 |
55.5 |
97.4% |
317.5 |
ATR |
114.8 |
114.7 |
-0.2 |
-0.1% |
0.0 |
Volume |
325 |
1,594 |
1,269 |
390.5% |
8,530 |
|
Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,869.7 |
5,826.8 |
5,620.9 |
|
R3 |
5,757.2 |
5,714.3 |
5,589.9 |
|
R2 |
5,644.7 |
5,644.7 |
5,579.6 |
|
R1 |
5,601.8 |
5,601.8 |
5,569.3 |
5,623.3 |
PP |
5,532.2 |
5,532.2 |
5,532.2 |
5,542.9 |
S1 |
5,489.3 |
5,489.3 |
5,548.7 |
5,510.8 |
S2 |
5,419.7 |
5,419.7 |
5,538.4 |
|
S3 |
5,307.2 |
5,376.8 |
5,528.1 |
|
S4 |
5,194.7 |
5,264.3 |
5,497.1 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,318.7 |
6,202.3 |
5,625.6 |
|
R3 |
6,001.2 |
5,884.8 |
5,538.3 |
|
R2 |
5,683.7 |
5,683.7 |
5,509.2 |
|
R1 |
5,567.3 |
5,567.3 |
5,480.1 |
5,625.5 |
PP |
5,366.2 |
5,366.2 |
5,366.2 |
5,395.3 |
S1 |
5,249.8 |
5,249.8 |
5,421.9 |
5,308.0 |
S2 |
5,048.7 |
5,048.7 |
5,392.8 |
|
S3 |
4,731.2 |
4,932.3 |
5,363.7 |
|
S4 |
4,413.7 |
4,614.8 |
5,276.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,575.0 |
5,165.0 |
410.0 |
7.4% |
107.3 |
1.9% |
96% |
True |
False |
1,555 |
10 |
5,575.0 |
5,165.0 |
410.0 |
7.4% |
104.3 |
1.9% |
96% |
True |
False |
1,439 |
20 |
5,575.0 |
5,152.5 |
422.5 |
7.6% |
110.2 |
2.0% |
96% |
True |
False |
1,193 |
40 |
5,575.0 |
4,540.0 |
1,035.0 |
18.6% |
107.2 |
1.9% |
98% |
True |
False |
894 |
60 |
5,575.0 |
4,540.0 |
1,035.0 |
18.6% |
107.9 |
1.9% |
98% |
True |
False |
1,191 |
80 |
5,575.0 |
4,540.0 |
1,035.0 |
18.6% |
109.1 |
2.0% |
98% |
True |
False |
954 |
100 |
5,575.0 |
4,266.5 |
1,308.5 |
23.5% |
107.6 |
1.9% |
99% |
True |
False |
780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,053.1 |
2.618 |
5,869.5 |
1.618 |
5,757.0 |
1.000 |
5,687.5 |
0.618 |
5,644.5 |
HIGH |
5,575.0 |
0.618 |
5,532.0 |
0.500 |
5,518.8 |
0.382 |
5,505.5 |
LOW |
5,462.5 |
0.618 |
5,393.0 |
1.000 |
5,350.0 |
1.618 |
5,280.5 |
2.618 |
5,168.0 |
4.250 |
4,984.4 |
|
|
Fisher Pivots for day following 25-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,545.6 |
5,516.8 |
PP |
5,532.2 |
5,474.7 |
S1 |
5,518.8 |
5,432.5 |
|