Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,400.0 |
5,309.0 |
-91.0 |
-1.7% |
5,430.0 |
High |
5,447.5 |
5,309.0 |
-138.5 |
-2.5% |
5,457.0 |
Low |
5,292.0 |
5,177.0 |
-115.0 |
-2.2% |
5,254.5 |
Close |
5,311.0 |
5,211.5 |
-99.5 |
-1.9% |
5,311.0 |
Range |
155.5 |
132.0 |
-23.5 |
-15.1% |
202.5 |
ATR |
125.3 |
125.9 |
0.6 |
0.5% |
0.0 |
Volume |
127,689 |
155,964 |
28,275 |
22.1% |
610,683 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,628.5 |
5,552.0 |
5,284.1 |
|
R3 |
5,496.5 |
5,420.0 |
5,247.8 |
|
R2 |
5,364.5 |
5,364.5 |
5,235.7 |
|
R1 |
5,288.0 |
5,288.0 |
5,223.6 |
5,260.3 |
PP |
5,232.5 |
5,232.5 |
5,232.5 |
5,218.6 |
S1 |
5,156.0 |
5,156.0 |
5,199.4 |
5,128.3 |
S2 |
5,100.5 |
5,100.5 |
5,187.3 |
|
S3 |
4,968.5 |
5,024.0 |
5,175.2 |
|
S4 |
4,836.5 |
4,892.0 |
5,138.9 |
|
|
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 |
5,177.0 |
280.0 |
5.4% |
141.6 |
2.7% |
12% |
False |
True |
136,687 |
10 |
5,483.5 |
5,177.0 |
306.5 |
5.9% |
121.8 |
2.3% |
11% |
False |
True |
125,338 |
20 |
5,483.5 |
5,029.5 |
454.0 |
8.7% |
124.9 |
2.4% |
40% |
False |
False |
128,578 |
40 |
5,483.5 |
4,521.0 |
962.5 |
18.5% |
122.5 |
2.3% |
72% |
False |
False |
134,024 |
60 |
5,483.5 |
4,521.0 |
962.5 |
18.5% |
117.0 |
2.2% |
72% |
False |
False |
95,290 |
80 |
5,483.5 |
4,521.0 |
962.5 |
18.5% |
117.5 |
2.3% |
72% |
False |
False |
71,592 |
100 |
5,483.5 |
3,984.5 |
1,499.0 |
28.8% |
119.8 |
2.3% |
82% |
False |
False |
57,368 |
120 |
5,483.5 |
3,613.5 |
1,870.0 |
35.9% |
122.1 |
2.3% |
85% |
False |
False |
48,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,870.0 |
2.618 |
5,654.6 |
1.618 |
5,522.6 |
1.000 |
5,441.0 |
0.618 |
5,390.6 |
HIGH |
5,309.0 |
0.618 |
5,258.6 |
0.500 |
5,243.0 |
0.382 |
5,227.4 |
LOW |
5,177.0 |
0.618 |
5,095.4 |
1.000 |
5,045.0 |
1.618 |
4,963.4 |
2.618 |
4,831.4 |
4.250 |
4,616.0 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,243.0 |
5,317.0 |
PP |
5,232.5 |
5,281.8 |
S1 |
5,222.0 |
5,246.7 |
|