Trading Metrics calculated at close of trading on 21-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
996.75 |
1,004.50 |
7.75 |
0.8% |
1,004.25 |
High |
1,007.75 |
1,027.00 |
19.25 |
1.9% |
1,027.00 |
Low |
994.25 |
996.50 |
2.25 |
0.2% |
975.50 |
Close |
1,004.75 |
1,025.25 |
20.50 |
2.0% |
1,025.25 |
Range |
13.50 |
30.50 |
17.00 |
125.9% |
51.50 |
ATR |
18.68 |
19.53 |
0.84 |
4.5% |
0.00 |
Volume |
2,127,507 |
1,639,885 |
-487,622 |
-22.9% |
9,558,712 |
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,107.75 |
1,097.00 |
1,042.00 |
|
R3 |
1,077.25 |
1,066.50 |
1,033.75 |
|
R2 |
1,046.75 |
1,046.75 |
1,030.75 |
|
R1 |
1,036.00 |
1,036.00 |
1,028.00 |
1,041.50 |
PP |
1,016.25 |
1,016.25 |
1,016.25 |
1,019.00 |
S1 |
1,005.50 |
1,005.50 |
1,022.50 |
1,011.00 |
S2 |
985.75 |
985.75 |
1,019.75 |
|
S3 |
955.25 |
975.00 |
1,016.75 |
|
S4 |
924.75 |
944.50 |
1,008.50 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,163.75 |
1,146.00 |
1,053.50 |
|
R3 |
1,112.25 |
1,094.50 |
1,039.50 |
|
R2 |
1,060.75 |
1,060.75 |
1,034.75 |
|
R1 |
1,043.00 |
1,043.00 |
1,030.00 |
1,052.00 |
PP |
1,009.25 |
1,009.25 |
1,009.25 |
1,013.75 |
S1 |
991.50 |
991.50 |
1,020.50 |
1,000.50 |
S2 |
957.75 |
957.75 |
1,015.75 |
|
S3 |
906.25 |
940.00 |
1,011.00 |
|
S4 |
854.75 |
888.50 |
997.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,027.00 |
975.50 |
51.50 |
5.0% |
21.75 |
2.1% |
97% |
True |
False |
1,911,742 |
10 |
1,027.00 |
975.50 |
51.50 |
5.0% |
20.50 |
2.0% |
97% |
True |
False |
1,820,853 |
20 |
1,027.00 |
964.00 |
63.00 |
6.1% |
18.50 |
1.8% |
97% |
True |
False |
1,836,091 |
40 |
1,027.00 |
865.25 |
161.75 |
15.8% |
18.00 |
1.8% |
99% |
True |
False |
1,869,023 |
60 |
1,027.00 |
865.25 |
161.75 |
15.8% |
18.75 |
1.8% |
99% |
True |
False |
1,585,337 |
80 |
1,027.00 |
859.00 |
168.00 |
16.4% |
19.50 |
1.9% |
99% |
True |
False |
1,190,856 |
100 |
1,027.00 |
776.00 |
251.00 |
24.5% |
20.50 |
2.0% |
99% |
True |
False |
953,352 |
120 |
1,027.00 |
662.00 |
365.00 |
35.6% |
22.00 |
2.1% |
100% |
True |
False |
794,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,156.50 |
2.618 |
1,106.75 |
1.618 |
1,076.25 |
1.000 |
1,057.50 |
0.618 |
1,045.75 |
HIGH |
1,027.00 |
0.618 |
1,015.25 |
0.500 |
1,011.75 |
0.382 |
1,008.25 |
LOW |
996.50 |
0.618 |
977.75 |
1.000 |
966.00 |
1.618 |
947.25 |
2.618 |
916.75 |
4.250 |
867.00 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,020.75 |
1,017.50 |
PP |
1,016.25 |
1,009.75 |
S1 |
1,011.75 |
1,002.00 |
|