Trading Metrics calculated at close of trading on 27-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,538.61 |
9,541.63 |
3.02 |
0.0% |
9,313.85 |
High |
9,582.97 |
9,609.72 |
26.75 |
0.3% |
9,519.11 |
Low |
9,485.78 |
9,459.40 |
-26.38 |
-0.3% |
9,116.52 |
Close |
9,543.52 |
9,580.63 |
37.11 |
0.4% |
9,505.96 |
Range |
97.19 |
150.32 |
53.13 |
54.7% |
402.59 |
ATR |
130.49 |
131.91 |
1.42 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,000.88 |
9,941.07 |
9,663.31 |
|
R3 |
9,850.56 |
9,790.75 |
9,621.97 |
|
R2 |
9,700.24 |
9,700.24 |
9,608.19 |
|
R1 |
9,640.43 |
9,640.43 |
9,594.41 |
9,670.34 |
PP |
9,549.92 |
9,549.92 |
9,549.92 |
9,564.87 |
S1 |
9,490.11 |
9,490.11 |
9,566.85 |
9,520.02 |
S2 |
9,399.60 |
9,399.60 |
9,553.07 |
|
S3 |
9,249.28 |
9,339.79 |
9,539.29 |
|
S4 |
9,098.96 |
9,189.47 |
9,497.95 |
|
|
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 |
9,347.25 |
272.75 |
2.8% |
126.38 |
1.3% |
86% |
False |
False |
|
10 |
9,620.00 |
9,116.52 |
503.48 |
5.3% |
137.46 |
1.4% |
92% |
False |
False |
|
20 |
9,620.00 |
9,116.52 |
503.48 |
5.3% |
128.28 |
1.3% |
92% |
False |
False |
|
40 |
9,620.00 |
8,087.19 |
1,532.81 |
16.0% |
131.59 |
1.4% |
97% |
False |
False |
|
60 |
9,620.00 |
8,087.19 |
1,532.81 |
16.0% |
134.58 |
1.4% |
97% |
False |
False |
|
80 |
9,620.00 |
8,087.19 |
1,532.81 |
16.0% |
143.53 |
1.5% |
97% |
False |
False |
|
100 |
9,620.00 |
7,750.85 |
1,869.15 |
19.5% |
149.92 |
1.6% |
98% |
False |
False |
|
120 |
9,620.00 |
6,546.61 |
3,073.39 |
32.1% |
165.31 |
1.7% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,248.58 |
2.618 |
10,003.26 |
1.618 |
9,852.94 |
1.000 |
9,760.04 |
0.618 |
9,702.62 |
HIGH |
9,609.72 |
0.618 |
9,552.30 |
0.500 |
9,534.56 |
0.382 |
9,516.82 |
LOW |
9,459.40 |
0.618 |
9,366.50 |
1.000 |
9,309.08 |
1.618 |
9,216.18 |
2.618 |
9,065.86 |
4.250 |
8,820.54 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,565.27 |
9,566.99 |
PP |
9,549.92 |
9,553.34 |
S1 |
9,534.56 |
9,539.70 |
|