Trading Metrics calculated at close of trading on 12-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,435.0 |
5,314.5 |
-120.5 |
-2.2% |
5,362.0 |
High |
5,457.0 |
5,385.5 |
-71.5 |
-1.3% |
5,483.5 |
Low |
5,272.5 |
5,254.5 |
-18.0 |
-0.3% |
5,308.0 |
Close |
5,291.0 |
5,351.5 |
60.5 |
1.1% |
5,463.5 |
Range |
184.5 |
131.0 |
-53.5 |
-29.0% |
175.5 |
ATR |
123.8 |
124.3 |
0.5 |
0.4% |
0.0 |
Volume |
128,023 |
128,522 |
499 |
0.4% |
620,396 |
|
Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,723.5 |
5,668.5 |
5,423.6 |
|
R3 |
5,592.5 |
5,537.5 |
5,387.5 |
|
R2 |
5,461.5 |
5,461.5 |
5,375.5 |
|
R1 |
5,406.5 |
5,406.5 |
5,363.5 |
5,434.0 |
PP |
5,330.5 |
5,330.5 |
5,330.5 |
5,344.3 |
S1 |
5,275.5 |
5,275.5 |
5,339.5 |
5,303.0 |
S2 |
5,199.5 |
5,199.5 |
5,327.5 |
|
S3 |
5,068.5 |
5,144.5 |
5,315.5 |
|
S4 |
4,937.5 |
5,013.5 |
5,279.5 |
|
|
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 |
5,254.5 |
229.0 |
4.3% |
125.6 |
2.3% |
42% |
False |
True |
118,879 |
10 |
5,483.5 |
5,254.5 |
229.0 |
4.3% |
121.3 |
2.3% |
42% |
False |
True |
123,026 |
20 |
5,483.5 |
4,903.5 |
580.0 |
10.8% |
117.2 |
2.2% |
77% |
False |
False |
126,652 |
40 |
5,483.5 |
4,521.0 |
962.5 |
18.0% |
119.7 |
2.2% |
86% |
False |
False |
129,438 |
60 |
5,483.5 |
4,521.0 |
962.5 |
18.0% |
115.8 |
2.2% |
86% |
False |
False |
88,197 |
80 |
5,483.5 |
4,413.0 |
1,070.5 |
20.0% |
117.3 |
2.2% |
88% |
False |
False |
66,265 |
100 |
5,483.5 |
3,984.5 |
1,499.0 |
28.0% |
119.1 |
2.2% |
91% |
False |
False |
53,167 |
120 |
5,483.5 |
3,613.5 |
1,870.0 |
34.9% |
123.4 |
2.3% |
93% |
False |
False |
44,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,942.3 |
2.618 |
5,728.5 |
1.618 |
5,597.5 |
1.000 |
5,516.5 |
0.618 |
5,466.5 |
HIGH |
5,385.5 |
0.618 |
5,335.5 |
0.500 |
5,320.0 |
0.382 |
5,304.5 |
LOW |
5,254.5 |
0.618 |
5,173.5 |
1.000 |
5,123.5 |
1.618 |
5,042.5 |
2.618 |
4,911.5 |
4.250 |
4,697.8 |
|
|
Fisher Pivots for day following 12-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,341.0 |
5,355.8 |
PP |
5,330.5 |
5,354.3 |
S1 |
5,320.0 |
5,352.9 |
|