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 |
9,582.74 |
9,542.91 |
-39.83 |
-0.4% |
9,506.18 |
High |
9,630.20 |
9,543.06 |
-87.14 |
-0.9% |
9,630.20 |
Low |
9,495.98 |
9,436.13 |
-59.85 |
-0.6% |
9,459.40 |
Close |
9,544.20 |
9,496.28 |
-47.92 |
-0.5% |
9,544.20 |
Range |
134.22 |
106.93 |
-27.29 |
-20.3% |
170.80 |
ATR |
132.07 |
130.36 |
-1.71 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,812.61 |
9,761.38 |
9,555.09 |
|
R3 |
9,705.68 |
9,654.45 |
9,525.69 |
|
R2 |
9,598.75 |
9,598.75 |
9,515.88 |
|
R1 |
9,547.52 |
9,547.52 |
9,506.08 |
9,519.67 |
PP |
9,491.82 |
9,491.82 |
9,491.82 |
9,477.90 |
S1 |
9,440.59 |
9,440.59 |
9,486.48 |
9,412.74 |
S2 |
9,384.89 |
9,384.89 |
9,476.68 |
|
S3 |
9,277.96 |
9,333.66 |
9,466.87 |
|
S4 |
9,171.03 |
9,226.73 |
9,437.47 |
|
|
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 |
9,436.13 |
194.07 |
2.0% |
119.94 |
1.3% |
31% |
False |
True |
|
10 |
9,630.20 |
9,131.94 |
498.26 |
5.2% |
124.93 |
1.3% |
73% |
False |
False |
|
20 |
9,630.20 |
9,116.52 |
513.68 |
5.4% |
129.84 |
1.4% |
74% |
False |
False |
|
40 |
9,630.20 |
8,087.19 |
1,543.01 |
16.2% |
129.01 |
1.4% |
91% |
False |
False |
|
60 |
9,630.20 |
8,087.19 |
1,543.01 |
16.2% |
134.34 |
1.4% |
91% |
False |
False |
|
80 |
9,630.20 |
8,087.19 |
1,543.01 |
16.2% |
142.36 |
1.5% |
91% |
False |
False |
|
100 |
9,630.20 |
7,791.95 |
1,838.25 |
19.4% |
148.89 |
1.6% |
93% |
False |
False |
|
120 |
9,630.20 |
6,872.25 |
2,757.95 |
29.0% |
162.93 |
1.7% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,997.51 |
2.618 |
9,823.00 |
1.618 |
9,716.07 |
1.000 |
9,649.99 |
0.618 |
9,609.14 |
HIGH |
9,543.06 |
0.618 |
9,502.21 |
0.500 |
9,489.60 |
0.382 |
9,476.98 |
LOW |
9,436.13 |
0.618 |
9,370.05 |
1.000 |
9,329.20 |
1.618 |
9,263.12 |
2.618 |
9,156.19 |
4.250 |
8,981.68 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,494.05 |
9,533.17 |
PP |
9,491.82 |
9,520.87 |
S1 |
9,489.60 |
9,508.58 |
|