Trading Metrics calculated at close of trading on 11-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,008.89 |
1,005.77 |
-3.12 |
-0.3% |
990.22 |
High |
1,010.12 |
1,005.77 |
-4.35 |
-0.4% |
1,018.00 |
Low |
1,000.99 |
992.40 |
-8.59 |
-0.9% |
990.22 |
Close |
1,007.10 |
994.35 |
-12.75 |
-1.3% |
1,010.48 |
Range |
9.13 |
13.37 |
4.24 |
46.4% |
27.78 |
ATR |
14.92 |
14.90 |
-0.02 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,037.62 |
1,029.35 |
1,001.70 |
|
R3 |
1,024.25 |
1,015.98 |
998.03 |
|
R2 |
1,010.88 |
1,010.88 |
996.80 |
|
R1 |
1,002.61 |
1,002.61 |
995.58 |
1,000.06 |
PP |
997.51 |
997.51 |
997.51 |
996.23 |
S1 |
989.24 |
989.24 |
993.12 |
986.69 |
S2 |
984.14 |
984.14 |
991.90 |
|
S3 |
970.77 |
975.87 |
990.67 |
|
S4 |
957.40 |
962.50 |
987.00 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,089.57 |
1,077.81 |
1,025.76 |
|
R3 |
1,061.79 |
1,050.03 |
1,018.12 |
|
R2 |
1,034.01 |
1,034.01 |
1,015.57 |
|
R1 |
1,022.25 |
1,022.25 |
1,013.03 |
1,028.13 |
PP |
1,006.23 |
1,006.23 |
1,006.23 |
1,009.18 |
S1 |
994.47 |
994.47 |
1,007.93 |
1,000.35 |
S2 |
978.45 |
978.45 |
1,005.39 |
|
S3 |
950.67 |
966.69 |
1,002.84 |
|
S4 |
922.89 |
938.91 |
995.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,018.00 |
992.40 |
25.60 |
2.6% |
13.70 |
1.4% |
8% |
False |
True |
|
10 |
1,018.00 |
968.65 |
49.35 |
5.0% |
13.25 |
1.3% |
52% |
False |
False |
|
20 |
1,018.00 |
910.15 |
107.85 |
10.8% |
13.96 |
1.4% |
78% |
False |
False |
|
40 |
1,018.00 |
869.32 |
148.68 |
15.0% |
14.69 |
1.5% |
84% |
False |
False |
|
60 |
1,018.00 |
869.32 |
148.68 |
15.0% |
15.97 |
1.6% |
84% |
False |
False |
|
80 |
1,018.00 |
826.83 |
191.17 |
19.2% |
17.00 |
1.7% |
88% |
False |
False |
|
100 |
1,018.00 |
766.20 |
251.80 |
25.3% |
18.08 |
1.8% |
91% |
False |
False |
|
120 |
1,018.00 |
666.79 |
351.21 |
35.3% |
19.58 |
2.0% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,062.59 |
2.618 |
1,040.77 |
1.618 |
1,027.40 |
1.000 |
1,019.14 |
0.618 |
1,014.03 |
HIGH |
1,005.77 |
0.618 |
1,000.66 |
0.500 |
999.09 |
0.382 |
997.51 |
LOW |
992.40 |
0.618 |
984.14 |
1.000 |
979.03 |
1.618 |
970.77 |
2.618 |
957.40 |
4.250 |
935.58 |
|
|
Fisher Pivots for day following 11-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
999.09 |
1,005.20 |
PP |
997.51 |
1,001.58 |
S1 |
995.93 |
997.97 |
|