Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,004.25 |
978.25 |
-26.00 |
-2.6% |
1,005.75 |
High |
1,004.25 |
990.00 |
-14.25 |
-1.4% |
1,015.75 |
Low |
975.50 |
976.25 |
0.75 |
0.1% |
985.75 |
Close |
978.25 |
989.50 |
11.25 |
1.2% |
1,005.75 |
Range |
28.75 |
13.75 |
-15.00 |
-52.2% |
30.00 |
ATR |
19.25 |
18.86 |
-0.39 |
-2.0% |
0.00 |
Volume |
1,836,478 |
2,201,445 |
364,967 |
19.9% |
8,649,822 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,026.50 |
1,021.75 |
997.00 |
|
R3 |
1,012.75 |
1,008.00 |
993.25 |
|
R2 |
999.00 |
999.00 |
992.00 |
|
R1 |
994.25 |
994.25 |
990.75 |
996.50 |
PP |
985.25 |
985.25 |
985.25 |
986.50 |
S1 |
980.50 |
980.50 |
988.25 |
983.00 |
S2 |
971.50 |
971.50 |
987.00 |
|
S3 |
957.75 |
966.75 |
985.75 |
|
S4 |
944.00 |
953.00 |
982.00 |
|
|
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% |
21.75 |
2.2% |
35% |
False |
False |
1,903,898 |
10 |
1,016.00 |
975.50 |
40.50 |
4.1% |
19.75 |
2.0% |
35% |
False |
False |
1,815,640 |
20 |
1,016.00 |
943.50 |
72.50 |
7.3% |
18.25 |
1.8% |
63% |
False |
False |
1,872,128 |
40 |
1,016.00 |
865.25 |
150.75 |
15.2% |
17.75 |
1.8% |
82% |
False |
False |
1,871,710 |
60 |
1,016.00 |
865.25 |
150.75 |
15.2% |
18.75 |
1.9% |
82% |
False |
False |
1,493,933 |
80 |
1,016.00 |
835.25 |
180.75 |
18.3% |
19.50 |
2.0% |
85% |
False |
False |
1,122,021 |
100 |
1,016.00 |
772.25 |
243.75 |
24.6% |
20.75 |
2.1% |
89% |
False |
False |
898,200 |
120 |
1,016.00 |
662.00 |
354.00 |
35.8% |
22.00 |
2.2% |
93% |
False |
False |
748,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,048.50 |
2.618 |
1,026.00 |
1.618 |
1,012.25 |
1.000 |
1,003.75 |
0.618 |
998.50 |
HIGH |
990.00 |
0.618 |
984.75 |
0.500 |
983.00 |
0.382 |
981.50 |
LOW |
976.25 |
0.618 |
967.75 |
1.000 |
962.50 |
1.618 |
954.00 |
2.618 |
940.25 |
4.250 |
917.75 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
987.50 |
995.50 |
PP |
985.25 |
993.50 |
S1 |
983.00 |
991.50 |
|