Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,309.0 |
5,235.0 |
-74.0 |
-1.4% |
5,430.0 |
High |
5,309.0 |
5,262.0 |
-47.0 |
-0.9% |
5,457.0 |
Low |
5,177.0 |
5,198.0 |
21.0 |
0.4% |
5,254.5 |
Close |
5,211.5 |
5,233.0 |
21.5 |
0.4% |
5,311.0 |
Range |
132.0 |
64.0 |
-68.0 |
-51.5% |
202.5 |
ATR |
125.9 |
121.5 |
-4.4 |
-3.5% |
0.0 |
Volume |
155,964 |
99,918 |
-56,046 |
-35.9% |
610,683 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,423.0 |
5,392.0 |
5,268.2 |
|
R3 |
5,359.0 |
5,328.0 |
5,250.6 |
|
R2 |
5,295.0 |
5,295.0 |
5,244.7 |
|
R1 |
5,264.0 |
5,264.0 |
5,238.9 |
5,247.5 |
PP |
5,231.0 |
5,231.0 |
5,231.0 |
5,222.8 |
S1 |
5,200.0 |
5,200.0 |
5,227.1 |
5,183.5 |
S2 |
5,167.0 |
5,167.0 |
5,221.3 |
|
S3 |
5,103.0 |
5,136.0 |
5,215.4 |
|
S4 |
5,039.0 |
5,072.0 |
5,197.8 |
|
|
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% |
117.5 |
2.2% |
20% |
False |
False |
131,066 |
10 |
5,483.5 |
5,177.0 |
306.5 |
5.9% |
120.7 |
2.3% |
18% |
False |
False |
124,371 |
20 |
5,483.5 |
5,050.5 |
433.0 |
8.3% |
122.5 |
2.3% |
42% |
False |
False |
127,037 |
40 |
5,483.5 |
4,521.0 |
962.5 |
18.4% |
119.5 |
2.3% |
74% |
False |
False |
133,097 |
60 |
5,483.5 |
4,521.0 |
962.5 |
18.4% |
116.2 |
2.2% |
74% |
False |
False |
96,926 |
80 |
5,483.5 |
4,521.0 |
962.5 |
18.4% |
117.1 |
2.2% |
74% |
False |
False |
72,840 |
100 |
5,483.5 |
3,984.5 |
1,499.0 |
28.6% |
119.2 |
2.3% |
83% |
False |
False |
58,364 |
120 |
5,483.5 |
3,613.5 |
1,870.0 |
35.7% |
121.4 |
2.3% |
87% |
False |
False |
49,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,534.0 |
2.618 |
5,429.6 |
1.618 |
5,365.6 |
1.000 |
5,326.0 |
0.618 |
5,301.6 |
HIGH |
5,262.0 |
0.618 |
5,237.6 |
0.500 |
5,230.0 |
0.382 |
5,222.4 |
LOW |
5,198.0 |
0.618 |
5,158.4 |
1.000 |
5,134.0 |
1.618 |
5,094.4 |
2.618 |
5,030.4 |
4.250 |
4,926.0 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,232.0 |
5,312.3 |
PP |
5,231.0 |
5,285.8 |
S1 |
5,230.0 |
5,259.4 |
|