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 |
9,487 |
9,490 |
3 |
0.0% |
9,305 |
High |
9,576 |
9,617 |
41 |
0.4% |
9,508 |
Low |
9,474 |
9,441 |
-33 |
-0.3% |
9,091 |
Close |
9,493 |
9,523 |
30 |
0.3% |
9,489 |
Range |
102 |
176 |
74 |
72.5% |
417 |
ATR |
161 |
162 |
1 |
0.7% |
0 |
Volume |
128,796 |
132,686 |
3,890 |
3.0% |
660,947 |
|
Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,055 |
9,965 |
9,620 |
|
R3 |
9,879 |
9,789 |
9,572 |
|
R2 |
9,703 |
9,703 |
9,555 |
|
R1 |
9,613 |
9,613 |
9,539 |
9,658 |
PP |
9,527 |
9,527 |
9,527 |
9,550 |
S1 |
9,437 |
9,437 |
9,507 |
9,482 |
S2 |
9,351 |
9,351 |
9,491 |
|
S3 |
9,175 |
9,261 |
9,475 |
|
S4 |
8,999 |
9,085 |
9,426 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,614 |
10,468 |
9,718 |
|
R3 |
10,197 |
10,051 |
9,604 |
|
R2 |
9,780 |
9,780 |
9,566 |
|
R1 |
9,634 |
9,634 |
9,527 |
9,707 |
PP |
9,363 |
9,363 |
9,363 |
9,399 |
S1 |
9,217 |
9,217 |
9,451 |
9,290 |
S2 |
8,946 |
8,946 |
9,413 |
|
S3 |
8,529 |
8,800 |
9,374 |
|
S4 |
8,112 |
8,383 |
9,260 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,617 |
9,107 |
510 |
5.4% |
167 |
1.7% |
82% |
True |
False |
129,239 |
10 |
9,617 |
9,091 |
526 |
5.5% |
177 |
1.9% |
82% |
True |
False |
132,291 |
20 |
9,617 |
8,955 |
662 |
7.0% |
159 |
1.7% |
86% |
True |
False |
130,475 |
40 |
9,617 |
8,018 |
1,599 |
16.8% |
157 |
1.6% |
94% |
True |
False |
128,107 |
60 |
9,617 |
8,018 |
1,599 |
16.8% |
155 |
1.6% |
94% |
True |
False |
110,970 |
80 |
9,617 |
8,018 |
1,599 |
16.8% |
162 |
1.7% |
94% |
True |
False |
83,272 |
100 |
9,617 |
7,614 |
2,003 |
21.0% |
170 |
1.8% |
95% |
True |
False |
66,631 |
120 |
9,617 |
6,415 |
3,202 |
33.6% |
174 |
1.8% |
97% |
True |
False |
55,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,365 |
2.618 |
10,078 |
1.618 |
9,902 |
1.000 |
9,793 |
0.618 |
9,726 |
HIGH |
9,617 |
0.618 |
9,550 |
0.500 |
9,529 |
0.382 |
9,508 |
LOW |
9,441 |
0.618 |
9,332 |
1.000 |
9,265 |
1.618 |
9,156 |
2.618 |
8,980 |
4.250 |
8,693 |
|
|
Fisher Pivots for day following 25-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,529 |
9,493 |
PP |
9,527 |
9,463 |
S1 |
9,525 |
9,433 |
|