Trading Metrics calculated at close of trading on 11-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,005.75 |
1,007.00 |
1.25 |
0.1% |
982.75 |
High |
1,007.75 |
1,010.75 |
3.00 |
0.3% |
1,016.00 |
Low |
998.25 |
990.00 |
-8.25 |
-0.8% |
982.00 |
Close |
1,007.50 |
993.00 |
-14.50 |
-1.4% |
1,006.50 |
Range |
9.50 |
20.75 |
11.25 |
118.4% |
34.00 |
ATR |
17.25 |
17.50 |
0.25 |
1.5% |
0.00 |
Volume |
1,979,123 |
1,189,129 |
-789,994 |
-39.9% |
9,305,830 |
|
Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,060.25 |
1,047.25 |
1,004.50 |
|
R3 |
1,039.50 |
1,026.50 |
998.75 |
|
R2 |
1,018.75 |
1,018.75 |
996.75 |
|
R1 |
1,005.75 |
1,005.75 |
995.00 |
1,002.00 |
PP |
998.00 |
998.00 |
998.00 |
996.00 |
S1 |
985.00 |
985.00 |
991.00 |
981.00 |
S2 |
977.25 |
977.25 |
989.25 |
|
S3 |
956.50 |
964.25 |
987.25 |
|
S4 |
935.75 |
943.50 |
981.50 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.50 |
1,089.00 |
1,025.25 |
|
R3 |
1,069.50 |
1,055.00 |
1,015.75 |
|
R2 |
1,035.50 |
1,035.50 |
1,012.75 |
|
R1 |
1,021.00 |
1,021.00 |
1,009.50 |
1,028.25 |
PP |
1,001.50 |
1,001.50 |
1,001.50 |
1,005.00 |
S1 |
987.00 |
987.00 |
1,003.50 |
994.25 |
S2 |
967.50 |
967.50 |
1,000.25 |
|
S3 |
933.50 |
953.00 |
997.25 |
|
S4 |
899.50 |
919.00 |
987.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,016.00 |
989.75 |
26.25 |
2.6% |
18.00 |
1.8% |
12% |
False |
False |
1,727,381 |
10 |
1,016.00 |
964.00 |
52.00 |
5.2% |
16.75 |
1.7% |
56% |
False |
False |
1,847,777 |
20 |
1,016.00 |
906.50 |
109.50 |
11.0% |
17.00 |
1.7% |
79% |
False |
False |
1,870,662 |
40 |
1,016.00 |
865.25 |
150.75 |
15.2% |
17.50 |
1.8% |
85% |
False |
False |
1,890,938 |
60 |
1,016.00 |
865.25 |
150.75 |
15.2% |
18.75 |
1.9% |
85% |
False |
False |
1,335,968 |
80 |
1,016.00 |
819.75 |
196.25 |
19.8% |
19.75 |
2.0% |
88% |
False |
False |
1,003,444 |
100 |
1,016.00 |
758.25 |
257.75 |
26.0% |
21.00 |
2.1% |
91% |
False |
False |
803,058 |
120 |
1,016.00 |
662.00 |
354.00 |
35.6% |
22.25 |
2.2% |
94% |
False |
False |
669,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,099.00 |
2.618 |
1,065.00 |
1.618 |
1,044.25 |
1.000 |
1,031.50 |
0.618 |
1,023.50 |
HIGH |
1,010.75 |
0.618 |
1,002.75 |
0.500 |
1,000.50 |
0.382 |
998.00 |
LOW |
990.00 |
0.618 |
977.25 |
1.000 |
969.25 |
1.618 |
956.50 |
2.618 |
935.75 |
4.250 |
901.75 |
|
|
Fisher Pivots for day following 11-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,000.50 |
1,003.00 |
PP |
998.00 |
999.75 |
S1 |
995.50 |
996.25 |
|