Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,002.25 |
1,013.00 |
10.75 |
1.1% |
1,005.75 |
High |
1,015.25 |
1,015.75 |
0.50 |
0.0% |
1,015.75 |
Low |
998.00 |
992.25 |
-5.75 |
-0.6% |
985.75 |
Close |
1,013.50 |
1,005.75 |
-7.75 |
-0.8% |
1,005.75 |
Range |
17.25 |
23.50 |
6.25 |
36.2% |
30.00 |
ATR |
18.01 |
18.40 |
0.39 |
2.2% |
0.00 |
Volume |
2,040,882 |
1,828,176 |
-212,706 |
-10.4% |
8,649,822 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,075.00 |
1,064.00 |
1,018.75 |
|
R3 |
1,051.50 |
1,040.50 |
1,012.25 |
|
R2 |
1,028.00 |
1,028.00 |
1,010.00 |
|
R1 |
1,017.00 |
1,017.00 |
1,008.00 |
1,010.75 |
PP |
1,004.50 |
1,004.50 |
1,004.50 |
1,001.50 |
S1 |
993.50 |
993.50 |
1,003.50 |
987.25 |
S2 |
981.00 |
981.00 |
1,001.50 |
|
S3 |
957.50 |
970.00 |
999.25 |
|
S4 |
934.00 |
946.50 |
992.75 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,092.50 |
1,079.00 |
1,022.25 |
|
R3 |
1,062.50 |
1,049.00 |
1,014.00 |
|
R2 |
1,032.50 |
1,032.50 |
1,011.25 |
|
R1 |
1,019.00 |
1,019.00 |
1,008.50 |
1,020.75 |
PP |
1,002.50 |
1,002.50 |
1,002.50 |
1,003.25 |
S1 |
989.00 |
989.00 |
1,003.00 |
990.75 |
S2 |
972.50 |
972.50 |
1,000.25 |
|
S3 |
942.50 |
959.00 |
997.50 |
|
S4 |
912.50 |
929.00 |
989.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,015.75 |
985.75 |
30.00 |
3.0% |
19.25 |
1.9% |
67% |
True |
False |
1,729,964 |
10 |
1,016.00 |
982.00 |
34.00 |
3.4% |
18.75 |
1.9% |
70% |
False |
False |
1,795,565 |
20 |
1,016.00 |
933.75 |
82.25 |
8.2% |
17.75 |
1.8% |
88% |
False |
False |
1,825,263 |
40 |
1,016.00 |
865.25 |
150.75 |
15.0% |
18.00 |
1.8% |
93% |
False |
False |
1,858,566 |
60 |
1,016.00 |
865.25 |
150.75 |
15.0% |
18.75 |
1.9% |
93% |
False |
False |
1,426,922 |
80 |
1,016.00 |
827.75 |
188.25 |
18.7% |
19.50 |
1.9% |
95% |
False |
False |
1,071,737 |
100 |
1,016.00 |
772.25 |
243.75 |
24.2% |
20.75 |
2.1% |
96% |
False |
False |
857,860 |
120 |
1,016.00 |
662.00 |
354.00 |
35.2% |
22.00 |
2.2% |
97% |
False |
False |
714,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,115.50 |
2.618 |
1,077.25 |
1.618 |
1,053.75 |
1.000 |
1,039.25 |
0.618 |
1,030.25 |
HIGH |
1,015.75 |
0.618 |
1,006.75 |
0.500 |
1,004.00 |
0.382 |
1,001.25 |
LOW |
992.25 |
0.618 |
977.75 |
1.000 |
968.75 |
1.618 |
954.25 |
2.618 |
930.75 |
4.250 |
892.50 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,005.25 |
1,004.00 |
PP |
1,004.50 |
1,002.50 |
S1 |
1,004.00 |
1,000.75 |
|