Trading Metrics calculated at close of trading on 21-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,288.0 |
5,289.0 |
1.0 |
0.0% |
5,309.0 |
High |
5,336.0 |
5,481.5 |
145.5 |
2.7% |
5,481.5 |
Low |
5,266.0 |
5,282.0 |
16.0 |
0.3% |
5,160.0 |
Close |
5,305.5 |
5,448.5 |
143.0 |
2.7% |
5,448.5 |
Range |
70.0 |
199.5 |
129.5 |
185.0% |
321.5 |
ATR |
120.2 |
125.9 |
5.7 |
4.7% |
0.0 |
Volume |
121,311 |
147,279 |
25,968 |
21.4% |
660,599 |
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,002.5 |
5,925.0 |
5,558.2 |
|
R3 |
5,803.0 |
5,725.5 |
5,503.4 |
|
R2 |
5,603.5 |
5,603.5 |
5,485.1 |
|
R1 |
5,526.0 |
5,526.0 |
5,466.8 |
5,564.8 |
PP |
5,404.0 |
5,404.0 |
5,404.0 |
5,423.4 |
S1 |
5,326.5 |
5,326.5 |
5,430.2 |
5,365.3 |
S2 |
5,204.5 |
5,204.5 |
5,411.9 |
|
S3 |
5,005.0 |
5,127.0 |
5,393.6 |
|
S4 |
4,805.5 |
4,927.5 |
5,338.8 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,327.8 |
6,209.7 |
5,625.3 |
|
R3 |
6,006.3 |
5,888.2 |
5,536.9 |
|
R2 |
5,684.8 |
5,684.8 |
5,507.4 |
|
R1 |
5,566.7 |
5,566.7 |
5,478.0 |
5,625.8 |
PP |
5,363.3 |
5,363.3 |
5,363.3 |
5,392.9 |
S1 |
5,245.2 |
5,245.2 |
5,419.0 |
5,304.3 |
S2 |
5,041.8 |
5,041.8 |
5,389.6 |
|
S3 |
4,720.3 |
4,923.7 |
5,360.1 |
|
S4 |
4,398.8 |
4,602.2 |
5,271.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,481.5 |
5,160.0 |
321.5 |
5.9% |
117.2 |
2.2% |
90% |
True |
False |
132,119 |
10 |
5,481.5 |
5,160.0 |
321.5 |
5.9% |
121.7 |
2.2% |
90% |
True |
False |
127,128 |
20 |
5,483.5 |
5,147.5 |
336.0 |
6.2% |
123.7 |
2.3% |
90% |
False |
False |
127,483 |
40 |
5,483.5 |
4,521.0 |
962.5 |
17.7% |
120.4 |
2.2% |
96% |
False |
False |
132,125 |
60 |
5,483.5 |
4,521.0 |
962.5 |
17.7% |
116.0 |
2.1% |
96% |
False |
False |
103,595 |
80 |
5,483.5 |
4,521.0 |
962.5 |
17.7% |
117.8 |
2.2% |
96% |
False |
False |
77,892 |
100 |
5,483.5 |
4,017.5 |
1,466.0 |
26.9% |
119.7 |
2.2% |
98% |
False |
False |
62,394 |
120 |
5,483.5 |
3,613.5 |
1,870.0 |
34.3% |
121.9 |
2.2% |
98% |
False |
False |
52,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,329.4 |
2.618 |
6,003.8 |
1.618 |
5,804.3 |
1.000 |
5,681.0 |
0.618 |
5,604.8 |
HIGH |
5,481.5 |
0.618 |
5,405.3 |
0.500 |
5,381.8 |
0.382 |
5,358.2 |
LOW |
5,282.0 |
0.618 |
5,158.7 |
1.000 |
5,082.5 |
1.618 |
4,959.2 |
2.618 |
4,759.7 |
4.250 |
4,434.1 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,426.3 |
5,405.9 |
PP |
5,404.0 |
5,363.3 |
S1 |
5,381.8 |
5,320.8 |
|