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 |
5,548.5 |
5,514.0 |
-34.5 |
-0.6% |
5,289.5 |
High |
5,571.0 |
5,540.5 |
-30.5 |
-0.5% |
5,482.5 |
Low |
5,504.0 |
5,435.5 |
-68.5 |
-1.2% |
5,165.0 |
Close |
5,530.0 |
5,474.5 |
-55.5 |
-1.0% |
5,451.0 |
Range |
67.0 |
105.0 |
38.0 |
56.7% |
317.5 |
ATR |
111.3 |
110.8 |
-0.4 |
-0.4% |
0.0 |
Volume |
409 |
576 |
167 |
40.8% |
8,530 |
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,798.5 |
5,741.5 |
5,532.3 |
|
R3 |
5,693.5 |
5,636.5 |
5,503.4 |
|
R2 |
5,588.5 |
5,588.5 |
5,493.8 |
|
R1 |
5,531.5 |
5,531.5 |
5,484.1 |
5,507.5 |
PP |
5,483.5 |
5,483.5 |
5,483.5 |
5,471.5 |
S1 |
5,426.5 |
5,426.5 |
5,464.9 |
5,402.5 |
S2 |
5,378.5 |
5,378.5 |
5,455.3 |
|
S3 |
5,273.5 |
5,321.5 |
5,445.6 |
|
S4 |
5,168.5 |
5,216.5 |
5,416.8 |
|
|
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 |
5,290.0 |
285.0 |
5.2% |
106.8 |
2.0% |
65% |
False |
False |
1,272 |
10 |
5,575.0 |
5,165.0 |
410.0 |
7.5% |
100.1 |
1.8% |
75% |
False |
False |
1,181 |
20 |
5,575.0 |
5,165.0 |
410.0 |
7.5% |
104.0 |
1.9% |
75% |
False |
False |
1,033 |
40 |
5,575.0 |
4,540.0 |
1,035.0 |
18.9% |
104.3 |
1.9% |
90% |
False |
False |
879 |
60 |
5,575.0 |
4,540.0 |
1,035.0 |
18.9% |
107.2 |
2.0% |
90% |
False |
False |
1,185 |
80 |
5,575.0 |
4,540.0 |
1,035.0 |
18.9% |
107.7 |
2.0% |
90% |
False |
False |
964 |
100 |
5,575.0 |
4,266.5 |
1,308.5 |
23.9% |
107.2 |
2.0% |
92% |
False |
False |
788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,986.8 |
2.618 |
5,815.4 |
1.618 |
5,710.4 |
1.000 |
5,645.5 |
0.618 |
5,605.4 |
HIGH |
5,540.5 |
0.618 |
5,500.4 |
0.500 |
5,488.0 |
0.382 |
5,475.6 |
LOW |
5,435.5 |
0.618 |
5,370.6 |
1.000 |
5,330.5 |
1.618 |
5,265.6 |
2.618 |
5,160.6 |
4.250 |
4,989.3 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,488.0 |
5,505.3 |
PP |
5,483.5 |
5,495.0 |
S1 |
5,479.0 |
5,484.8 |
|