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 |
9,522 |
9,569 |
47 |
0.5% |
9,487 |
High |
9,598 |
9,638 |
40 |
0.4% |
9,638 |
Low |
9,443 |
9,485 |
42 |
0.4% |
9,441 |
Close |
9,567 |
9,536 |
-31 |
-0.3% |
9,536 |
Range |
155 |
153 |
-2 |
-1.3% |
197 |
ATR |
157 |
157 |
0 |
-0.2% |
0 |
Volume |
139,458 |
161,849 |
22,391 |
16.1% |
724,464 |
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,012 |
9,927 |
9,620 |
|
R3 |
9,859 |
9,774 |
9,578 |
|
R2 |
9,706 |
9,706 |
9,564 |
|
R1 |
9,621 |
9,621 |
9,550 |
9,587 |
PP |
9,553 |
9,553 |
9,553 |
9,536 |
S1 |
9,468 |
9,468 |
9,522 |
9,434 |
S2 |
9,400 |
9,400 |
9,508 |
|
S3 |
9,247 |
9,315 |
9,494 |
|
S4 |
9,094 |
9,162 |
9,452 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,129 |
10,030 |
9,644 |
|
R3 |
9,932 |
9,833 |
9,590 |
|
R2 |
9,735 |
9,735 |
9,572 |
|
R1 |
9,636 |
9,636 |
9,554 |
9,686 |
PP |
9,538 |
9,538 |
9,538 |
9,563 |
S1 |
9,439 |
9,439 |
9,518 |
9,489 |
S2 |
9,341 |
9,341 |
9,500 |
|
S3 |
9,144 |
9,242 |
9,482 |
|
S4 |
8,947 |
9,045 |
9,428 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,638 |
9,441 |
197 |
2.1% |
137 |
1.4% |
48% |
True |
False |
144,892 |
10 |
9,638 |
9,091 |
547 |
5.7% |
156 |
1.6% |
81% |
True |
False |
138,541 |
20 |
9,638 |
9,091 |
547 |
5.7% |
160 |
1.7% |
81% |
True |
False |
133,171 |
40 |
9,638 |
8,018 |
1,620 |
17.0% |
153 |
1.6% |
94% |
True |
False |
131,018 |
60 |
9,638 |
8,018 |
1,620 |
17.0% |
155 |
1.6% |
94% |
True |
False |
118,635 |
80 |
9,638 |
8,018 |
1,620 |
17.0% |
162 |
1.7% |
94% |
True |
False |
89,057 |
100 |
9,638 |
7,614 |
2,024 |
21.2% |
167 |
1.8% |
95% |
True |
False |
71,259 |
120 |
9,638 |
6,805 |
2,833 |
29.7% |
173 |
1.8% |
96% |
True |
False |
59,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,288 |
2.618 |
10,039 |
1.618 |
9,886 |
1.000 |
9,791 |
0.618 |
9,733 |
HIGH |
9,638 |
0.618 |
9,580 |
0.500 |
9,562 |
0.382 |
9,544 |
LOW |
9,485 |
0.618 |
9,391 |
1.000 |
9,332 |
1.618 |
9,238 |
2.618 |
9,085 |
4.250 |
8,835 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,562 |
9,541 |
PP |
9,553 |
9,539 |
S1 |
9,545 |
9,538 |
|