Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,013.00 |
1,004.25 |
-8.75 |
-0.9% |
1,005.75 |
High |
1,015.75 |
1,004.25 |
-11.50 |
-1.1% |
1,015.75 |
Low |
992.25 |
975.50 |
-16.75 |
-1.7% |
985.75 |
Close |
1,005.75 |
978.25 |
-27.50 |
-2.7% |
1,005.75 |
Range |
23.50 |
28.75 |
5.25 |
22.3% |
30.00 |
ATR |
18.40 |
19.25 |
0.85 |
4.6% |
0.00 |
Volume |
1,828,176 |
1,836,478 |
8,302 |
0.5% |
8,649,822 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,072.25 |
1,054.00 |
994.00 |
|
R3 |
1,043.50 |
1,025.25 |
986.25 |
|
R2 |
1,014.75 |
1,014.75 |
983.50 |
|
R1 |
996.50 |
996.50 |
981.00 |
991.25 |
PP |
986.00 |
986.00 |
986.00 |
983.50 |
S1 |
967.75 |
967.75 |
975.50 |
962.50 |
S2 |
957.25 |
957.25 |
973.00 |
|
S3 |
928.50 |
939.00 |
970.25 |
|
S4 |
899.75 |
910.25 |
962.50 |
|
|
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 |
975.50 |
40.25 |
4.1% |
23.25 |
2.4% |
7% |
False |
True |
1,701,435 |
10 |
1,016.00 |
975.50 |
40.50 |
4.1% |
19.75 |
2.0% |
7% |
False |
True |
1,770,923 |
20 |
1,016.00 |
939.50 |
76.50 |
7.8% |
18.25 |
1.9% |
51% |
False |
False |
1,840,792 |
40 |
1,016.00 |
865.25 |
150.75 |
15.4% |
18.25 |
1.9% |
75% |
False |
False |
1,857,271 |
60 |
1,016.00 |
865.25 |
150.75 |
15.4% |
18.75 |
1.9% |
75% |
False |
False |
1,457,398 |
80 |
1,016.00 |
835.25 |
180.75 |
18.5% |
19.75 |
2.0% |
79% |
False |
False |
1,094,567 |
100 |
1,016.00 |
772.25 |
243.75 |
24.9% |
20.75 |
2.1% |
85% |
False |
False |
876,211 |
120 |
1,016.00 |
662.00 |
354.00 |
36.2% |
22.00 |
2.3% |
89% |
False |
False |
730,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,126.50 |
2.618 |
1,079.50 |
1.618 |
1,050.75 |
1.000 |
1,033.00 |
0.618 |
1,022.00 |
HIGH |
1,004.25 |
0.618 |
993.25 |
0.500 |
990.00 |
0.382 |
986.50 |
LOW |
975.50 |
0.618 |
957.75 |
1.000 |
946.75 |
1.618 |
929.00 |
2.618 |
900.25 |
4.250 |
853.25 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
990.00 |
995.50 |
PP |
986.00 |
989.75 |
S1 |
982.00 |
984.00 |
|