Trading Metrics calculated at close of trading on 19-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,235.0 |
5,220.0 |
-15.0 |
-0.3% |
5,430.0 |
High |
5,262.0 |
5,280.5 |
18.5 |
0.4% |
5,457.0 |
Low |
5,198.0 |
5,160.0 |
-38.0 |
-0.7% |
5,254.5 |
Close |
5,233.0 |
5,232.0 |
-1.0 |
0.0% |
5,311.0 |
Range |
64.0 |
120.5 |
56.5 |
88.3% |
202.5 |
ATR |
121.5 |
121.4 |
-0.1 |
-0.1% |
0.0 |
Volume |
99,918 |
136,127 |
36,209 |
36.2% |
610,683 |
|
Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,585.7 |
5,529.3 |
5,298.3 |
|
R3 |
5,465.2 |
5,408.8 |
5,265.1 |
|
R2 |
5,344.7 |
5,344.7 |
5,254.1 |
|
R1 |
5,288.3 |
5,288.3 |
5,243.0 |
5,316.5 |
PP |
5,224.2 |
5,224.2 |
5,224.2 |
5,238.3 |
S1 |
5,167.8 |
5,167.8 |
5,221.0 |
5,196.0 |
S2 |
5,103.7 |
5,103.7 |
5,209.9 |
|
S3 |
4,983.2 |
5,047.3 |
5,198.9 |
|
S4 |
4,862.7 |
4,926.8 |
5,165.7 |
|
|
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 |
5,160.0 |
297.0 |
5.7% |
115.4 |
2.2% |
24% |
False |
True |
132,587 |
10 |
5,483.5 |
5,160.0 |
323.5 |
6.2% |
120.5 |
2.3% |
22% |
False |
True |
125,733 |
20 |
5,483.5 |
5,102.0 |
381.5 |
7.3% |
123.9 |
2.4% |
34% |
False |
False |
127,905 |
40 |
5,483.5 |
4,521.0 |
962.5 |
18.4% |
120.4 |
2.3% |
74% |
False |
False |
132,816 |
60 |
5,483.5 |
4,521.0 |
962.5 |
18.4% |
114.8 |
2.2% |
74% |
False |
False |
99,139 |
80 |
5,483.5 |
4,521.0 |
962.5 |
18.4% |
116.9 |
2.2% |
74% |
False |
False |
74,540 |
100 |
5,483.5 |
3,984.5 |
1,499.0 |
28.7% |
119.7 |
2.3% |
83% |
False |
False |
59,716 |
120 |
5,483.5 |
3,613.5 |
1,870.0 |
35.7% |
121.4 |
2.3% |
87% |
False |
False |
50,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,792.6 |
2.618 |
5,596.0 |
1.618 |
5,475.5 |
1.000 |
5,401.0 |
0.618 |
5,355.0 |
HIGH |
5,280.5 |
0.618 |
5,234.5 |
0.500 |
5,220.3 |
0.382 |
5,206.0 |
LOW |
5,160.0 |
0.618 |
5,085.5 |
1.000 |
5,039.5 |
1.618 |
4,965.0 |
2.618 |
4,844.5 |
4.250 |
4,647.9 |
|
|
Fisher Pivots for day following 19-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,228.1 |
5,234.5 |
PP |
5,224.2 |
5,233.7 |
S1 |
5,220.3 |
5,232.8 |
|