Trading Metrics calculated at close of trading on 12-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,007.00 |
992.50 |
-14.50 |
-1.4% |
982.75 |
High |
1,010.75 |
1,011.25 |
0.50 |
0.0% |
1,016.00 |
Low |
990.00 |
985.75 |
-4.25 |
-0.4% |
982.00 |
Close |
993.00 |
1,002.25 |
9.25 |
0.9% |
1,006.50 |
Range |
20.75 |
25.50 |
4.75 |
22.9% |
34.00 |
ATR |
17.50 |
18.07 |
0.57 |
3.3% |
0.00 |
Volume |
1,189,129 |
1,612,512 |
423,383 |
35.6% |
9,305,830 |
|
Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,076.25 |
1,064.75 |
1,016.25 |
|
R3 |
1,050.75 |
1,039.25 |
1,009.25 |
|
R2 |
1,025.25 |
1,025.25 |
1,007.00 |
|
R1 |
1,013.75 |
1,013.75 |
1,004.50 |
1,019.50 |
PP |
999.75 |
999.75 |
999.75 |
1,002.50 |
S1 |
988.25 |
988.25 |
1,000.00 |
994.00 |
S2 |
974.25 |
974.25 |
997.50 |
|
S3 |
948.75 |
962.75 |
995.25 |
|
S4 |
923.25 |
937.25 |
988.25 |
|
|
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 |
985.75 |
30.25 |
3.0% |
20.00 |
2.0% |
55% |
False |
True |
1,675,025 |
10 |
1,016.00 |
973.50 |
42.50 |
4.2% |
18.00 |
1.8% |
68% |
False |
False |
1,815,808 |
20 |
1,016.00 |
921.00 |
95.00 |
9.5% |
17.25 |
1.7% |
86% |
False |
False |
1,850,795 |
40 |
1,016.00 |
865.25 |
150.75 |
15.0% |
17.50 |
1.8% |
91% |
False |
False |
1,877,583 |
60 |
1,016.00 |
865.25 |
150.75 |
15.0% |
18.75 |
1.9% |
91% |
False |
False |
1,362,727 |
80 |
1,016.00 |
819.75 |
196.25 |
19.6% |
19.75 |
2.0% |
93% |
False |
False |
1,023,501 |
100 |
1,016.00 |
772.25 |
243.75 |
24.3% |
21.00 |
2.1% |
94% |
False |
False |
819,181 |
120 |
1,016.00 |
662.00 |
354.00 |
35.3% |
22.25 |
2.2% |
96% |
False |
False |
682,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,119.50 |
2.618 |
1,078.00 |
1.618 |
1,052.50 |
1.000 |
1,036.75 |
0.618 |
1,027.00 |
HIGH |
1,011.25 |
0.618 |
1,001.50 |
0.500 |
998.50 |
0.382 |
995.50 |
LOW |
985.75 |
0.618 |
970.00 |
1.000 |
960.25 |
1.618 |
944.50 |
2.618 |
919.00 |
4.250 |
877.50 |
|
|
Fisher Pivots for day following 12-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,001.00 |
1,001.00 |
PP |
999.75 |
999.75 |
S1 |
998.50 |
998.50 |
|