Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,361.0 |
5,400.0 |
39.0 |
0.7% |
5,430.0 |
High |
5,457.0 |
5,447.5 |
-9.5 |
-0.2% |
5,457.0 |
Low |
5,352.0 |
5,292.0 |
-60.0 |
-1.1% |
5,254.5 |
Close |
5,399.5 |
5,311.0 |
-88.5 |
-1.6% |
5,311.0 |
Range |
105.0 |
155.5 |
50.5 |
48.1% |
202.5 |
ATR |
123.0 |
125.3 |
2.3 |
1.9% |
0.0 |
Volume |
143,241 |
127,689 |
-15,552 |
-10.9% |
610,683 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,816.7 |
5,719.3 |
5,396.5 |
|
R3 |
5,661.2 |
5,563.8 |
5,353.8 |
|
R2 |
5,505.7 |
5,505.7 |
5,339.5 |
|
R1 |
5,408.3 |
5,408.3 |
5,325.3 |
5,379.3 |
PP |
5,350.2 |
5,350.2 |
5,350.2 |
5,335.6 |
S1 |
5,252.8 |
5,252.8 |
5,296.7 |
5,223.8 |
S2 |
5,194.7 |
5,194.7 |
5,282.5 |
|
S3 |
5,039.2 |
5,097.3 |
5,268.2 |
|
S4 |
4,883.7 |
4,941.8 |
5,225.5 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,948.3 |
5,832.2 |
5,422.4 |
|
R3 |
5,745.8 |
5,629.7 |
5,366.7 |
|
R2 |
5,543.3 |
5,543.3 |
5,348.1 |
|
R1 |
5,427.2 |
5,427.2 |
5,329.6 |
5,384.0 |
PP |
5,340.8 |
5,340.8 |
5,340.8 |
5,319.3 |
S1 |
5,224.7 |
5,224.7 |
5,292.4 |
5,181.5 |
S2 |
5,138.3 |
5,138.3 |
5,273.9 |
|
S3 |
4,935.8 |
5,022.2 |
5,255.3 |
|
S4 |
4,733.3 |
4,819.7 |
5,199.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,457.0 |
5,254.5 |
202.5 |
3.8% |
126.1 |
2.4% |
28% |
False |
False |
122,136 |
10 |
5,483.5 |
5,254.5 |
229.0 |
4.3% |
124.4 |
2.3% |
25% |
False |
False |
123,107 |
20 |
5,483.5 |
5,007.0 |
476.5 |
9.0% |
121.1 |
2.3% |
64% |
False |
False |
126,241 |
40 |
5,483.5 |
4,521.0 |
962.5 |
18.1% |
120.8 |
2.3% |
82% |
False |
False |
133,307 |
60 |
5,483.5 |
4,521.0 |
962.5 |
18.1% |
116.3 |
2.2% |
82% |
False |
False |
92,693 |
80 |
5,483.5 |
4,521.0 |
962.5 |
18.1% |
116.8 |
2.2% |
82% |
False |
False |
69,644 |
100 |
5,483.5 |
3,984.5 |
1,499.0 |
28.2% |
119.4 |
2.2% |
88% |
False |
False |
55,810 |
120 |
5,483.5 |
3,613.5 |
1,870.0 |
35.2% |
122.3 |
2.3% |
91% |
False |
False |
46,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,108.4 |
2.618 |
5,854.6 |
1.618 |
5,699.1 |
1.000 |
5,603.0 |
0.618 |
5,543.6 |
HIGH |
5,447.5 |
0.618 |
5,388.1 |
0.500 |
5,369.8 |
0.382 |
5,351.4 |
LOW |
5,292.0 |
0.618 |
5,195.9 |
1.000 |
5,136.5 |
1.618 |
5,040.4 |
2.618 |
4,884.9 |
4.250 |
4,631.1 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,369.8 |
5,355.8 |
PP |
5,350.2 |
5,340.8 |
S1 |
5,330.6 |
5,325.9 |
|