Trading Metrics calculated at close of trading on 19-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
978.25 |
989.50 |
11.25 |
1.2% |
1,005.75 |
High |
990.00 |
998.75 |
8.75 |
0.9% |
1,015.75 |
Low |
976.25 |
976.75 |
0.50 |
0.1% |
985.75 |
Close |
989.50 |
997.00 |
7.50 |
0.8% |
1,005.75 |
Range |
13.75 |
22.00 |
8.25 |
60.0% |
30.00 |
ATR |
18.86 |
19.08 |
0.22 |
1.2% |
0.00 |
Volume |
2,201,445 |
1,753,397 |
-448,048 |
-20.4% |
8,649,822 |
|
Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,056.75 |
1,049.00 |
1,009.00 |
|
R3 |
1,034.75 |
1,027.00 |
1,003.00 |
|
R2 |
1,012.75 |
1,012.75 |
1,001.00 |
|
R1 |
1,005.00 |
1,005.00 |
999.00 |
1,009.00 |
PP |
990.75 |
990.75 |
990.75 |
992.75 |
S1 |
983.00 |
983.00 |
995.00 |
987.00 |
S2 |
968.75 |
968.75 |
993.00 |
|
S3 |
946.75 |
961.00 |
991.00 |
|
S4 |
924.75 |
939.00 |
985.00 |
|
|
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 |
4.0% |
21.00 |
2.1% |
53% |
False |
False |
1,932,075 |
10 |
1,016.00 |
975.50 |
40.50 |
4.1% |
20.50 |
2.1% |
53% |
False |
False |
1,803,550 |
20 |
1,016.00 |
948.75 |
67.25 |
6.7% |
18.50 |
1.9% |
72% |
False |
False |
1,865,172 |
40 |
1,016.00 |
865.25 |
150.75 |
15.1% |
18.25 |
1.8% |
87% |
False |
False |
1,864,450 |
60 |
1,016.00 |
865.25 |
150.75 |
15.1% |
18.75 |
1.9% |
87% |
False |
False |
1,523,016 |
80 |
1,016.00 |
835.25 |
180.75 |
18.1% |
19.50 |
2.0% |
89% |
False |
False |
1,143,899 |
100 |
1,016.00 |
772.25 |
243.75 |
24.4% |
20.75 |
2.1% |
92% |
False |
False |
915,698 |
120 |
1,016.00 |
662.00 |
354.00 |
35.5% |
22.00 |
2.2% |
95% |
False |
False |
763,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,092.25 |
2.618 |
1,056.25 |
1.618 |
1,034.25 |
1.000 |
1,020.75 |
0.618 |
1,012.25 |
HIGH |
998.75 |
0.618 |
990.25 |
0.500 |
987.75 |
0.382 |
985.25 |
LOW |
976.75 |
0.618 |
963.25 |
1.000 |
954.75 |
1.618 |
941.25 |
2.618 |
919.25 |
4.250 |
883.25 |
|
|
Fisher Pivots for day following 19-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
994.00 |
994.50 |
PP |
990.75 |
992.25 |
S1 |
987.75 |
990.00 |
|