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 |
5,520.0 |
5,480.0 |
-40.0 |
-0.7% |
5,499.0 |
High |
5,578.0 |
5,496.0 |
-82.0 |
-1.5% |
5,578.0 |
Low |
5,496.0 |
5,451.0 |
-45.0 |
-0.8% |
5,435.5 |
Close |
5,518.0 |
5,471.0 |
-47.0 |
-0.9% |
5,518.0 |
Range |
82.0 |
45.0 |
-37.0 |
-45.1% |
142.5 |
ATR |
110.3 |
107.2 |
-3.1 |
-2.8% |
0.0 |
Volume |
851 |
431 |
-420 |
-49.4% |
3,755 |
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,607.7 |
5,584.3 |
5,495.8 |
|
R3 |
5,562.7 |
5,539.3 |
5,483.4 |
|
R2 |
5,517.7 |
5,517.7 |
5,479.3 |
|
R1 |
5,494.3 |
5,494.3 |
5,475.1 |
5,483.5 |
PP |
5,472.7 |
5,472.7 |
5,472.7 |
5,467.3 |
S1 |
5,449.3 |
5,449.3 |
5,466.9 |
5,438.5 |
S2 |
5,427.7 |
5,427.7 |
5,462.8 |
|
S3 |
5,382.7 |
5,404.3 |
5,458.6 |
|
S4 |
5,337.7 |
5,359.3 |
5,446.3 |
|
|
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% |
82.3 |
1.5% |
25% |
False |
False |
772 |
10 |
5,578.0 |
5,165.0 |
413.0 |
7.5% |
88.0 |
1.6% |
74% |
False |
False |
1,114 |
20 |
5,578.0 |
5,165.0 |
413.0 |
7.5% |
99.5 |
1.8% |
74% |
False |
False |
943 |
40 |
5,578.0 |
4,540.0 |
1,038.0 |
19.0% |
104.1 |
1.9% |
90% |
False |
False |
896 |
60 |
5,578.0 |
4,540.0 |
1,038.0 |
19.0% |
106.2 |
1.9% |
90% |
False |
False |
1,179 |
80 |
5,578.0 |
4,540.0 |
1,038.0 |
19.0% |
106.9 |
2.0% |
90% |
False |
False |
974 |
100 |
5,578.0 |
4,421.0 |
1,157.0 |
21.1% |
106.1 |
1.9% |
91% |
False |
False |
798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,687.3 |
2.618 |
5,613.8 |
1.618 |
5,568.8 |
1.000 |
5,541.0 |
0.618 |
5,523.8 |
HIGH |
5,496.0 |
0.618 |
5,478.8 |
0.500 |
5,473.5 |
0.382 |
5,468.2 |
LOW |
5,451.0 |
0.618 |
5,423.2 |
1.000 |
5,406.0 |
1.618 |
5,378.2 |
2.618 |
5,333.2 |
4.250 |
5,259.8 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,473.5 |
5,506.8 |
PP |
5,472.7 |
5,494.8 |
S1 |
5,471.8 |
5,482.9 |
|