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 |
5,430.0 |
5,435.0 |
5.0 |
0.1% |
5,362.0 |
High |
5,446.0 |
5,457.0 |
11.0 |
0.2% |
5,483.5 |
Low |
5,391.5 |
5,272.5 |
-119.0 |
-2.2% |
5,308.0 |
Close |
5,422.5 |
5,291.0 |
-131.5 |
-2.4% |
5,463.5 |
Range |
54.5 |
184.5 |
130.0 |
238.5% |
175.5 |
ATR |
119.2 |
123.8 |
4.7 |
3.9% |
0.0 |
Volume |
83,208 |
128,023 |
44,815 |
53.9% |
620,396 |
|
Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,893.7 |
5,776.8 |
5,392.5 |
|
R3 |
5,709.2 |
5,592.3 |
5,341.7 |
|
R2 |
5,524.7 |
5,524.7 |
5,324.8 |
|
R1 |
5,407.8 |
5,407.8 |
5,307.9 |
5,374.0 |
PP |
5,340.2 |
5,340.2 |
5,340.2 |
5,323.3 |
S1 |
5,223.3 |
5,223.3 |
5,274.1 |
5,189.5 |
S2 |
5,155.7 |
5,155.7 |
5,257.2 |
|
S3 |
4,971.2 |
5,038.8 |
5,240.3 |
|
S4 |
4,786.7 |
4,854.3 |
5,189.5 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,944.8 |
5,879.7 |
5,560.0 |
|
R3 |
5,769.3 |
5,704.2 |
5,511.8 |
|
R2 |
5,593.8 |
5,593.8 |
5,495.7 |
|
R1 |
5,528.7 |
5,528.7 |
5,479.6 |
5,561.3 |
PP |
5,418.3 |
5,418.3 |
5,418.3 |
5,434.6 |
S1 |
5,353.2 |
5,353.2 |
5,447.4 |
5,385.8 |
S2 |
5,242.8 |
5,242.8 |
5,431.3 |
|
S3 |
5,067.3 |
5,177.7 |
5,415.2 |
|
S4 |
4,891.8 |
5,002.2 |
5,367.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,483.5 |
5,272.5 |
211.0 |
4.0% |
123.8 |
2.3% |
9% |
False |
True |
117,676 |
10 |
5,483.5 |
5,147.5 |
336.0 |
6.4% |
124.8 |
2.4% |
43% |
False |
False |
124,760 |
20 |
5,483.5 |
4,812.5 |
671.0 |
12.7% |
117.5 |
2.2% |
71% |
False |
False |
127,576 |
40 |
5,483.5 |
4,521.0 |
962.5 |
18.2% |
118.6 |
2.2% |
80% |
False |
False |
127,347 |
60 |
5,483.5 |
4,521.0 |
962.5 |
18.2% |
115.5 |
2.2% |
80% |
False |
False |
86,074 |
80 |
5,483.5 |
4,413.0 |
1,070.5 |
20.2% |
118.1 |
2.2% |
82% |
False |
False |
64,662 |
100 |
5,483.5 |
3,984.5 |
1,499.0 |
28.3% |
119.1 |
2.3% |
87% |
False |
False |
52,034 |
120 |
5,483.5 |
3,613.5 |
1,870.0 |
35.3% |
123.1 |
2.3% |
90% |
False |
False |
43,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,241.1 |
2.618 |
5,940.0 |
1.618 |
5,755.5 |
1.000 |
5,641.5 |
0.618 |
5,571.0 |
HIGH |
5,457.0 |
0.618 |
5,386.5 |
0.500 |
5,364.8 |
0.382 |
5,343.0 |
LOW |
5,272.5 |
0.618 |
5,158.5 |
1.000 |
5,088.0 |
1.618 |
4,974.0 |
2.618 |
4,789.5 |
4.250 |
4,488.4 |
|
|
Fisher Pivots for day following 11-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,364.8 |
5,378.0 |
PP |
5,340.2 |
5,349.0 |
S1 |
5,315.6 |
5,320.0 |
|