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 |
9,541.63 |
9,582.74 |
41.11 |
0.4% |
9,506.18 |
High |
9,609.72 |
9,630.20 |
20.48 |
0.2% |
9,630.20 |
Low |
9,459.40 |
9,495.98 |
36.58 |
0.4% |
9,459.40 |
Close |
9,580.63 |
9,544.20 |
-36.43 |
-0.4% |
9,544.20 |
Range |
150.32 |
134.22 |
-16.10 |
-10.7% |
170.80 |
ATR |
131.91 |
132.07 |
0.17 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,959.45 |
9,886.05 |
9,618.02 |
|
R3 |
9,825.23 |
9,751.83 |
9,581.11 |
|
R2 |
9,691.01 |
9,691.01 |
9,568.81 |
|
R1 |
9,617.61 |
9,617.61 |
9,556.50 |
9,587.20 |
PP |
9,556.79 |
9,556.79 |
9,556.79 |
9,541.59 |
S1 |
9,483.39 |
9,483.39 |
9,531.90 |
9,452.98 |
S2 |
9,422.57 |
9,422.57 |
9,519.59 |
|
S3 |
9,288.35 |
9,349.17 |
9,507.29 |
|
S4 |
9,154.13 |
9,214.95 |
9,470.38 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,057.00 |
9,971.40 |
9,638.14 |
|
R3 |
9,886.20 |
9,800.60 |
9,591.17 |
|
R2 |
9,715.40 |
9,715.40 |
9,575.51 |
|
R1 |
9,629.80 |
9,629.80 |
9,559.86 |
9,672.60 |
PP |
9,544.60 |
9,544.60 |
9,544.60 |
9,566.00 |
S1 |
9,459.00 |
9,459.00 |
9,528.54 |
9,501.80 |
S2 |
9,373.80 |
9,373.80 |
9,512.89 |
|
S3 |
9,203.00 |
9,288.20 |
9,497.23 |
|
S4 |
9,032.20 |
9,117.40 |
9,450.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,630.20 |
9,459.40 |
170.80 |
1.8% |
118.85 |
1.2% |
50% |
True |
False |
|
10 |
9,630.20 |
9,116.52 |
513.68 |
5.4% |
133.97 |
1.4% |
83% |
True |
False |
|
20 |
9,630.20 |
9,116.52 |
513.68 |
5.4% |
130.73 |
1.4% |
83% |
True |
False |
|
40 |
9,630.20 |
8,087.19 |
1,543.01 |
16.2% |
129.39 |
1.4% |
94% |
True |
False |
|
60 |
9,630.20 |
8,087.19 |
1,543.01 |
16.2% |
134.88 |
1.4% |
94% |
True |
False |
|
80 |
9,630.20 |
8,087.19 |
1,543.01 |
16.2% |
143.77 |
1.5% |
94% |
True |
False |
|
100 |
9,630.20 |
7,750.85 |
1,879.35 |
19.7% |
149.19 |
1.6% |
95% |
True |
False |
|
120 |
9,630.20 |
6,867.55 |
2,762.65 |
28.9% |
163.26 |
1.7% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,200.64 |
2.618 |
9,981.59 |
1.618 |
9,847.37 |
1.000 |
9,764.42 |
0.618 |
9,713.15 |
HIGH |
9,630.20 |
0.618 |
9,578.93 |
0.500 |
9,563.09 |
0.382 |
9,547.25 |
LOW |
9,495.98 |
0.618 |
9,413.03 |
1.000 |
9,361.76 |
1.618 |
9,278.81 |
2.618 |
9,144.59 |
4.250 |
8,925.55 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,563.09 |
9,544.80 |
PP |
9,556.79 |
9,544.60 |
S1 |
9,550.50 |
9,544.40 |
|