Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,509.21 |
9,538.61 |
29.40 |
0.3% |
9,313.85 |
High |
9,620.00 |
9,582.97 |
-37.03 |
-0.4% |
9,519.11 |
Low |
9,508.98 |
9,485.78 |
-23.20 |
-0.2% |
9,116.52 |
Close |
9,539.29 |
9,543.52 |
4.23 |
0.0% |
9,505.96 |
Range |
111.02 |
97.19 |
-13.83 |
-12.5% |
402.59 |
ATR |
133.05 |
130.49 |
-2.56 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,828.99 |
9,783.45 |
9,596.97 |
|
R3 |
9,731.80 |
9,686.26 |
9,570.25 |
|
R2 |
9,634.61 |
9,634.61 |
9,561.34 |
|
R1 |
9,589.07 |
9,589.07 |
9,552.43 |
9,611.84 |
PP |
9,537.42 |
9,537.42 |
9,537.42 |
9,548.81 |
S1 |
9,491.88 |
9,491.88 |
9,534.61 |
9,514.65 |
S2 |
9,440.23 |
9,440.23 |
9,525.70 |
|
S3 |
9,343.04 |
9,394.69 |
9,516.79 |
|
S4 |
9,245.85 |
9,297.50 |
9,490.07 |
|
|
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 |
9,267.97 |
352.03 |
3.7% |
115.51 |
1.2% |
78% |
False |
False |
|
10 |
9,620.00 |
9,116.52 |
503.48 |
5.3% |
132.55 |
1.4% |
85% |
False |
False |
|
20 |
9,620.00 |
9,072.61 |
547.39 |
5.7% |
129.46 |
1.4% |
86% |
False |
False |
|
40 |
9,620.00 |
8,087.19 |
1,532.81 |
16.1% |
131.16 |
1.4% |
95% |
False |
False |
|
60 |
9,620.00 |
8,087.19 |
1,532.81 |
16.1% |
134.45 |
1.4% |
95% |
False |
False |
|
80 |
9,620.00 |
8,087.19 |
1,532.81 |
16.1% |
142.84 |
1.5% |
95% |
False |
False |
|
100 |
9,620.00 |
7,750.85 |
1,869.15 |
19.6% |
149.95 |
1.6% |
96% |
False |
False |
|
120 |
9,620.00 |
6,516.86 |
3,103.14 |
32.5% |
165.67 |
1.7% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,996.03 |
2.618 |
9,837.41 |
1.618 |
9,740.22 |
1.000 |
9,680.16 |
0.618 |
9,643.03 |
HIGH |
9,582.97 |
0.618 |
9,545.84 |
0.500 |
9,534.38 |
0.382 |
9,522.91 |
LOW |
9,485.78 |
0.618 |
9,425.72 |
1.000 |
9,388.59 |
1.618 |
9,328.53 |
2.618 |
9,231.34 |
4.250 |
9,072.72 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,540.47 |
9,552.89 |
PP |
9,537.42 |
9,549.77 |
S1 |
9,534.38 |
9,546.64 |
|