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 |
9,490 |
9,521 |
31 |
0.3% |
9,305 |
High |
9,617 |
9,572 |
-45 |
-0.5% |
9,508 |
Low |
9,441 |
9,473 |
32 |
0.3% |
9,091 |
Close |
9,523 |
9,526 |
3 |
0.0% |
9,489 |
Range |
176 |
99 |
-77 |
-43.8% |
417 |
ATR |
162 |
157 |
-4 |
-2.8% |
0 |
Volume |
132,686 |
161,675 |
28,989 |
21.8% |
660,947 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,821 |
9,772 |
9,581 |
|
R3 |
9,722 |
9,673 |
9,553 |
|
R2 |
9,623 |
9,623 |
9,544 |
|
R1 |
9,574 |
9,574 |
9,535 |
9,599 |
PP |
9,524 |
9,524 |
9,524 |
9,536 |
S1 |
9,475 |
9,475 |
9,517 |
9,500 |
S2 |
9,425 |
9,425 |
9,508 |
|
S3 |
9,326 |
9,376 |
9,499 |
|
S4 |
9,227 |
9,277 |
9,472 |
|
|
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 |
9,244 |
373 |
3.9% |
148 |
1.6% |
76% |
False |
False |
135,729 |
10 |
9,617 |
9,091 |
526 |
5.5% |
162 |
1.7% |
83% |
False |
False |
136,873 |
20 |
9,617 |
9,038 |
579 |
6.1% |
159 |
1.7% |
84% |
False |
False |
132,161 |
40 |
9,617 |
8,018 |
1,599 |
16.8% |
155 |
1.6% |
94% |
False |
False |
129,729 |
60 |
9,617 |
8,018 |
1,599 |
16.8% |
154 |
1.6% |
94% |
False |
False |
113,656 |
80 |
9,617 |
8,018 |
1,599 |
16.8% |
161 |
1.7% |
94% |
False |
False |
85,292 |
100 |
9,617 |
7,614 |
2,003 |
21.0% |
169 |
1.8% |
95% |
False |
False |
68,247 |
120 |
9,617 |
6,431 |
3,186 |
33.4% |
174 |
1.8% |
97% |
False |
False |
56,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,993 |
2.618 |
9,831 |
1.618 |
9,732 |
1.000 |
9,671 |
0.618 |
9,633 |
HIGH |
9,572 |
0.618 |
9,534 |
0.500 |
9,523 |
0.382 |
9,511 |
LOW |
9,473 |
0.618 |
9,412 |
1.000 |
9,374 |
1.618 |
9,313 |
2.618 |
9,214 |
4.250 |
9,052 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,525 |
9,529 |
PP |
9,524 |
9,528 |
S1 |
9,523 |
9,527 |
|