Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,314.5 |
5,361.0 |
46.5 |
0.9% |
5,362.0 |
High |
5,385.5 |
5,457.0 |
71.5 |
1.3% |
5,483.5 |
Low |
5,254.5 |
5,352.0 |
97.5 |
1.9% |
5,308.0 |
Close |
5,351.5 |
5,399.5 |
48.0 |
0.9% |
5,463.5 |
Range |
131.0 |
105.0 |
-26.0 |
-19.8% |
175.5 |
ATR |
124.3 |
123.0 |
-1.3 |
-1.1% |
0.0 |
Volume |
128,522 |
143,241 |
14,719 |
11.5% |
620,396 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,717.8 |
5,663.7 |
5,457.3 |
|
R3 |
5,612.8 |
5,558.7 |
5,428.4 |
|
R2 |
5,507.8 |
5,507.8 |
5,418.8 |
|
R1 |
5,453.7 |
5,453.7 |
5,409.1 |
5,480.8 |
PP |
5,402.8 |
5,402.8 |
5,402.8 |
5,416.4 |
S1 |
5,348.7 |
5,348.7 |
5,389.9 |
5,375.8 |
S2 |
5,297.8 |
5,297.8 |
5,380.3 |
|
S3 |
5,192.8 |
5,243.7 |
5,370.6 |
|
S4 |
5,087.8 |
5,138.7 |
5,341.8 |
|
|
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 |
4.2% |
128.6 |
2.4% |
63% |
False |
False |
125,641 |
10 |
5,483.5 |
5,254.5 |
229.0 |
4.2% |
117.3 |
2.2% |
63% |
False |
False |
122,404 |
20 |
5,483.5 |
4,960.0 |
523.5 |
9.7% |
116.5 |
2.2% |
84% |
False |
False |
125,601 |
40 |
5,483.5 |
4,521.0 |
962.5 |
17.8% |
119.1 |
2.2% |
91% |
False |
False |
131,520 |
60 |
5,483.5 |
4,521.0 |
962.5 |
17.8% |
115.7 |
2.1% |
91% |
False |
False |
90,571 |
80 |
5,483.5 |
4,477.5 |
1,006.0 |
18.6% |
116.8 |
2.2% |
92% |
False |
False |
68,050 |
100 |
5,483.5 |
3,984.5 |
1,499.0 |
27.8% |
119.2 |
2.2% |
94% |
False |
False |
54,551 |
120 |
5,483.5 |
3,613.5 |
1,870.0 |
34.6% |
123.0 |
2.3% |
96% |
False |
False |
45,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,903.3 |
2.618 |
5,731.9 |
1.618 |
5,626.9 |
1.000 |
5,562.0 |
0.618 |
5,521.9 |
HIGH |
5,457.0 |
0.618 |
5,416.9 |
0.500 |
5,404.5 |
0.382 |
5,392.1 |
LOW |
5,352.0 |
0.618 |
5,287.1 |
1.000 |
5,247.0 |
1.618 |
5,182.1 |
2.618 |
5,077.1 |
4.250 |
4,905.8 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,404.5 |
5,384.9 |
PP |
5,402.8 |
5,370.3 |
S1 |
5,401.2 |
5,355.8 |
|