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 |
9,506.18 |
9,509.21 |
3.03 |
0.0% |
9,313.85 |
High |
9,587.73 |
9,620.00 |
32.27 |
0.3% |
9,519.11 |
Low |
9,486.23 |
9,508.98 |
22.75 |
0.2% |
9,116.52 |
Close |
9,509.28 |
9,539.29 |
30.01 |
0.3% |
9,505.96 |
Range |
101.50 |
111.02 |
9.52 |
9.4% |
402.59 |
ATR |
134.75 |
133.05 |
-1.69 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,889.15 |
9,825.24 |
9,600.35 |
|
R3 |
9,778.13 |
9,714.22 |
9,569.82 |
|
R2 |
9,667.11 |
9,667.11 |
9,559.64 |
|
R1 |
9,603.20 |
9,603.20 |
9,549.47 |
9,635.16 |
PP |
9,556.09 |
9,556.09 |
9,556.09 |
9,572.07 |
S1 |
9,492.18 |
9,492.18 |
9,529.11 |
9,524.14 |
S2 |
9,445.07 |
9,445.07 |
9,518.94 |
|
S3 |
9,334.05 |
9,381.16 |
9,508.76 |
|
S4 |
9,223.03 |
9,270.14 |
9,478.23 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,588.30 |
10,449.72 |
9,727.38 |
|
R3 |
10,185.71 |
10,047.13 |
9,616.67 |
|
R2 |
9,783.12 |
9,783.12 |
9,579.77 |
|
R1 |
9,644.54 |
9,644.54 |
9,542.86 |
9,713.83 |
PP |
9,380.53 |
9,380.53 |
9,380.53 |
9,415.18 |
S1 |
9,241.95 |
9,241.95 |
9,469.06 |
9,311.24 |
S2 |
8,977.94 |
8,977.94 |
9,432.15 |
|
S3 |
8,575.35 |
8,839.36 |
9,395.25 |
|
S4 |
8,172.76 |
8,436.77 |
9,284.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,620.00 |
9,131.94 |
488.06 |
5.1% |
132.30 |
1.4% |
83% |
True |
False |
|
10 |
9,620.00 |
9,116.52 |
503.48 |
5.3% |
143.14 |
1.5% |
84% |
True |
False |
|
20 |
9,620.00 |
9,014.19 |
605.81 |
6.4% |
128.63 |
1.3% |
87% |
True |
False |
|
40 |
9,620.00 |
8,087.19 |
1,532.81 |
16.1% |
132.89 |
1.4% |
95% |
True |
False |
|
60 |
9,620.00 |
8,087.19 |
1,532.81 |
16.1% |
134.38 |
1.4% |
95% |
True |
False |
|
80 |
9,620.00 |
8,087.19 |
1,532.81 |
16.1% |
144.40 |
1.5% |
95% |
True |
False |
|
100 |
9,620.00 |
7,750.85 |
1,869.15 |
19.6% |
150.20 |
1.6% |
96% |
True |
False |
|
120 |
9,620.00 |
6,469.95 |
3,150.05 |
33.0% |
167.23 |
1.8% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,091.84 |
2.618 |
9,910.65 |
1.618 |
9,799.63 |
1.000 |
9,731.02 |
0.618 |
9,688.61 |
HIGH |
9,620.00 |
0.618 |
9,577.59 |
0.500 |
9,564.49 |
0.382 |
9,551.39 |
LOW |
9,508.98 |
0.618 |
9,440.37 |
1.000 |
9,397.96 |
1.618 |
9,329.35 |
2.618 |
9,218.33 |
4.250 |
9,037.15 |
|
|
Fisher Pivots for day following 25-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,564.49 |
9,520.74 |
PP |
9,556.09 |
9,502.18 |
S1 |
9,547.69 |
9,483.63 |
|