Trading Metrics calculated at close of trading on 20-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,220.0 |
5,288.0 |
68.0 |
1.3% |
5,430.0 |
High |
5,280.5 |
5,336.0 |
55.5 |
1.1% |
5,457.0 |
Low |
5,160.0 |
5,266.0 |
106.0 |
2.1% |
5,254.5 |
Close |
5,232.0 |
5,305.5 |
73.5 |
1.4% |
5,311.0 |
Range |
120.5 |
70.0 |
-50.5 |
-41.9% |
202.5 |
ATR |
121.4 |
120.2 |
-1.2 |
-1.0% |
0.0 |
Volume |
136,127 |
121,311 |
-14,816 |
-10.9% |
610,683 |
|
Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,512.5 |
5,479.0 |
5,344.0 |
|
R3 |
5,442.5 |
5,409.0 |
5,324.8 |
|
R2 |
5,372.5 |
5,372.5 |
5,318.3 |
|
R1 |
5,339.0 |
5,339.0 |
5,311.9 |
5,355.8 |
PP |
5,302.5 |
5,302.5 |
5,302.5 |
5,310.9 |
S1 |
5,269.0 |
5,269.0 |
5,299.1 |
5,285.8 |
S2 |
5,232.5 |
5,232.5 |
5,292.7 |
|
S3 |
5,162.5 |
5,199.0 |
5,286.3 |
|
S4 |
5,092.5 |
5,129.0 |
5,267.0 |
|
|
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 |
5,447.5 |
5,160.0 |
287.5 |
5.4% |
108.4 |
2.0% |
51% |
False |
False |
128,201 |
10 |
5,483.5 |
5,160.0 |
323.5 |
6.1% |
118.5 |
2.2% |
45% |
False |
False |
126,921 |
20 |
5,483.5 |
5,147.5 |
336.0 |
6.3% |
119.0 |
2.2% |
47% |
False |
False |
126,263 |
40 |
5,483.5 |
4,521.0 |
962.5 |
18.1% |
118.5 |
2.2% |
82% |
False |
False |
132,261 |
60 |
5,483.5 |
4,521.0 |
962.5 |
18.1% |
114.4 |
2.2% |
82% |
False |
False |
101,149 |
80 |
5,483.5 |
4,521.0 |
962.5 |
18.1% |
116.7 |
2.2% |
82% |
False |
False |
76,053 |
100 |
5,483.5 |
3,984.5 |
1,499.0 |
28.3% |
119.2 |
2.2% |
88% |
False |
False |
60,925 |
120 |
5,483.5 |
3,613.5 |
1,870.0 |
35.2% |
121.0 |
2.3% |
90% |
False |
False |
51,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,633.5 |
2.618 |
5,519.3 |
1.618 |
5,449.3 |
1.000 |
5,406.0 |
0.618 |
5,379.3 |
HIGH |
5,336.0 |
0.618 |
5,309.3 |
0.500 |
5,301.0 |
0.382 |
5,292.7 |
LOW |
5,266.0 |
0.618 |
5,222.7 |
1.000 |
5,196.0 |
1.618 |
5,152.7 |
2.618 |
5,082.7 |
4.250 |
4,968.5 |
|
|
Fisher Pivots for day following 20-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,304.0 |
5,286.3 |
PP |
5,302.5 |
5,267.2 |
S1 |
5,301.0 |
5,248.0 |
|