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 |
5,514.0 |
5,520.0 |
6.0 |
0.1% |
5,499.0 |
High |
5,540.5 |
5,578.0 |
37.5 |
0.7% |
5,578.0 |
Low |
5,435.5 |
5,496.0 |
60.5 |
1.1% |
5,435.5 |
Close |
5,474.5 |
5,518.0 |
43.5 |
0.8% |
5,518.0 |
Range |
105.0 |
82.0 |
-23.0 |
-21.9% |
142.5 |
ATR |
110.8 |
110.3 |
-0.5 |
-0.5% |
0.0 |
Volume |
576 |
851 |
275 |
47.7% |
3,755 |
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,776.7 |
5,729.3 |
5,563.1 |
|
R3 |
5,694.7 |
5,647.3 |
5,540.6 |
|
R2 |
5,612.7 |
5,612.7 |
5,533.0 |
|
R1 |
5,565.3 |
5,565.3 |
5,525.5 |
5,548.0 |
PP |
5,530.7 |
5,530.7 |
5,530.7 |
5,522.0 |
S1 |
5,483.3 |
5,483.3 |
5,510.5 |
5,466.0 |
S2 |
5,448.7 |
5,448.7 |
5,503.0 |
|
S3 |
5,366.7 |
5,401.3 |
5,495.5 |
|
S4 |
5,284.7 |
5,319.3 |
5,472.9 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,938.0 |
5,870.5 |
5,596.4 |
|
R3 |
5,795.5 |
5,728.0 |
5,557.2 |
|
R2 |
5,653.0 |
5,653.0 |
5,544.1 |
|
R1 |
5,585.5 |
5,585.5 |
5,531.1 |
5,619.3 |
PP |
5,510.5 |
5,510.5 |
5,510.5 |
5,527.4 |
S1 |
5,443.0 |
5,443.0 |
5,504.9 |
5,476.8 |
S2 |
5,368.0 |
5,368.0 |
5,491.9 |
|
S3 |
5,225.5 |
5,300.5 |
5,478.8 |
|
S4 |
5,083.0 |
5,158.0 |
5,439.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,578.0 |
5,435.5 |
142.5 |
2.6% |
84.7 |
1.5% |
58% |
True |
False |
751 |
10 |
5,578.0 |
5,165.0 |
413.0 |
7.5% |
93.9 |
1.7% |
85% |
True |
False |
1,228 |
20 |
5,578.0 |
5,165.0 |
413.0 |
7.5% |
104.3 |
1.9% |
85% |
True |
False |
1,050 |
40 |
5,578.0 |
4,540.0 |
1,038.0 |
18.8% |
105.0 |
1.9% |
94% |
True |
False |
893 |
60 |
5,578.0 |
4,540.0 |
1,038.0 |
18.8% |
106.8 |
1.9% |
94% |
True |
False |
1,184 |
80 |
5,578.0 |
4,540.0 |
1,038.0 |
18.8% |
107.4 |
1.9% |
94% |
True |
False |
972 |
100 |
5,578.0 |
4,266.5 |
1,311.5 |
23.8% |
107.1 |
1.9% |
95% |
True |
False |
795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,926.5 |
2.618 |
5,792.7 |
1.618 |
5,710.7 |
1.000 |
5,660.0 |
0.618 |
5,628.7 |
HIGH |
5,578.0 |
0.618 |
5,546.7 |
0.500 |
5,537.0 |
0.382 |
5,527.3 |
LOW |
5,496.0 |
0.618 |
5,445.3 |
1.000 |
5,414.0 |
1.618 |
5,363.3 |
2.618 |
5,281.3 |
4.250 |
5,147.5 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,537.0 |
5,514.3 |
PP |
5,530.7 |
5,510.5 |
S1 |
5,524.3 |
5,506.8 |
|