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 |
9,569 |
9,523 |
-46 |
-0.5% |
9,487 |
High |
9,638 |
9,558 |
-80 |
-0.8% |
9,638 |
Low |
9,485 |
9,426 |
-59 |
-0.6% |
9,441 |
Close |
9,536 |
9,486 |
-50 |
-0.5% |
9,536 |
Range |
153 |
132 |
-21 |
-13.7% |
197 |
ATR |
157 |
155 |
-2 |
-1.1% |
0 |
Volume |
161,849 |
136,892 |
-24,957 |
-15.4% |
724,464 |
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,886 |
9,818 |
9,559 |
|
R3 |
9,754 |
9,686 |
9,522 |
|
R2 |
9,622 |
9,622 |
9,510 |
|
R1 |
9,554 |
9,554 |
9,498 |
9,522 |
PP |
9,490 |
9,490 |
9,490 |
9,474 |
S1 |
9,422 |
9,422 |
9,474 |
9,390 |
S2 |
9,358 |
9,358 |
9,462 |
|
S3 |
9,226 |
9,290 |
9,450 |
|
S4 |
9,094 |
9,158 |
9,414 |
|
|
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 |
9,426 |
212 |
2.2% |
143 |
1.5% |
28% |
False |
True |
146,512 |
10 |
9,638 |
9,106 |
532 |
5.6% |
148 |
1.6% |
71% |
False |
False |
139,229 |
20 |
9,638 |
9,091 |
547 |
5.8% |
159 |
1.7% |
72% |
False |
False |
133,233 |
40 |
9,638 |
8,018 |
1,620 |
17.1% |
153 |
1.6% |
91% |
False |
False |
131,077 |
60 |
9,638 |
8,018 |
1,620 |
17.1% |
154 |
1.6% |
91% |
False |
False |
120,896 |
80 |
9,638 |
8,018 |
1,620 |
17.1% |
160 |
1.7% |
91% |
False |
False |
90,766 |
100 |
9,638 |
7,665 |
1,973 |
20.8% |
167 |
1.8% |
92% |
False |
False |
72,628 |
120 |
9,638 |
6,805 |
2,833 |
29.9% |
173 |
1.8% |
95% |
False |
False |
60,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,119 |
2.618 |
9,904 |
1.618 |
9,772 |
1.000 |
9,690 |
0.618 |
9,640 |
HIGH |
9,558 |
0.618 |
9,508 |
0.500 |
9,492 |
0.382 |
9,477 |
LOW |
9,426 |
0.618 |
9,345 |
1.000 |
9,294 |
1.618 |
9,213 |
2.618 |
9,081 |
4.250 |
8,865 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,492 |
9,532 |
PP |
9,490 |
9,517 |
S1 |
9,488 |
9,501 |
|