Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
992.50 |
1,002.25 |
9.75 |
1.0% |
982.75 |
High |
1,011.25 |
1,015.25 |
4.00 |
0.4% |
1,016.00 |
Low |
985.75 |
998.00 |
12.25 |
1.2% |
982.00 |
Close |
1,002.25 |
1,013.50 |
11.25 |
1.1% |
1,006.50 |
Range |
25.50 |
17.25 |
-8.25 |
-32.4% |
34.00 |
ATR |
18.07 |
18.01 |
-0.06 |
-0.3% |
0.00 |
Volume |
1,612,512 |
2,040,882 |
428,370 |
26.6% |
9,305,830 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,060.75 |
1,054.25 |
1,023.00 |
|
R3 |
1,043.50 |
1,037.00 |
1,018.25 |
|
R2 |
1,026.25 |
1,026.25 |
1,016.75 |
|
R1 |
1,019.75 |
1,019.75 |
1,015.00 |
1,023.00 |
PP |
1,009.00 |
1,009.00 |
1,009.00 |
1,010.50 |
S1 |
1,002.50 |
1,002.50 |
1,012.00 |
1,005.75 |
S2 |
991.75 |
991.75 |
1,010.25 |
|
S3 |
974.50 |
985.25 |
1,008.75 |
|
S4 |
957.25 |
968.00 |
1,004.00 |
|
|
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% |
19.75 |
2.0% |
92% |
False |
False |
1,710,696 |
10 |
1,016.00 |
978.25 |
37.75 |
3.7% |
17.75 |
1.7% |
93% |
False |
False |
1,832,973 |
20 |
1,016.00 |
928.00 |
88.00 |
8.7% |
17.00 |
1.7% |
97% |
False |
False |
1,843,423 |
40 |
1,016.00 |
865.25 |
150.75 |
14.9% |
17.75 |
1.7% |
98% |
False |
False |
1,871,916 |
60 |
1,016.00 |
865.25 |
150.75 |
14.9% |
18.75 |
1.8% |
98% |
False |
False |
1,396,621 |
80 |
1,016.00 |
827.75 |
188.25 |
18.6% |
19.50 |
1.9% |
99% |
False |
False |
1,048,968 |
100 |
1,016.00 |
772.25 |
243.75 |
24.1% |
20.75 |
2.0% |
99% |
False |
False |
839,589 |
120 |
1,016.00 |
662.00 |
354.00 |
34.9% |
22.00 |
2.2% |
99% |
False |
False |
699,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,088.50 |
2.618 |
1,060.50 |
1.618 |
1,043.25 |
1.000 |
1,032.50 |
0.618 |
1,026.00 |
HIGH |
1,015.25 |
0.618 |
1,008.75 |
0.500 |
1,006.50 |
0.382 |
1,004.50 |
LOW |
998.00 |
0.618 |
987.25 |
1.000 |
980.75 |
1.618 |
970.00 |
2.618 |
952.75 |
4.250 |
924.75 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,011.25 |
1,009.25 |
PP |
1,009.00 |
1,004.75 |
S1 |
1,006.50 |
1,000.50 |
|