Trading Metrics calculated at close of trading on 24-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,004.50 |
1,025.00 |
20.50 |
2.0% |
1,004.25 |
High |
1,027.00 |
1,035.00 |
8.00 |
0.8% |
1,027.00 |
Low |
996.50 |
1,021.25 |
24.75 |
2.5% |
975.50 |
Close |
1,025.25 |
1,024.50 |
-0.75 |
-0.1% |
1,025.25 |
Range |
30.50 |
13.75 |
-16.75 |
-54.9% |
51.50 |
ATR |
19.53 |
19.11 |
-0.41 |
-2.1% |
0.00 |
Volume |
1,639,885 |
1,932,725 |
292,840 |
17.9% |
9,558,712 |
|
Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,068.25 |
1,060.00 |
1,032.00 |
|
R3 |
1,054.50 |
1,046.25 |
1,028.25 |
|
R2 |
1,040.75 |
1,040.75 |
1,027.00 |
|
R1 |
1,032.50 |
1,032.50 |
1,025.75 |
1,029.75 |
PP |
1,027.00 |
1,027.00 |
1,027.00 |
1,025.50 |
S1 |
1,018.75 |
1,018.75 |
1,023.25 |
1,016.00 |
S2 |
1,013.25 |
1,013.25 |
1,022.00 |
|
S3 |
999.50 |
1,005.00 |
1,020.75 |
|
S4 |
985.75 |
991.25 |
1,017.00 |
|
|
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 |
1,035.00 |
976.25 |
58.75 |
5.7% |
18.75 |
1.8% |
82% |
True |
False |
1,930,991 |
10 |
1,035.00 |
975.50 |
59.50 |
5.8% |
21.00 |
2.0% |
82% |
True |
False |
1,816,213 |
20 |
1,035.00 |
964.00 |
71.00 |
6.9% |
18.50 |
1.8% |
85% |
True |
False |
1,848,616 |
40 |
1,035.00 |
865.25 |
169.75 |
16.6% |
18.25 |
1.8% |
94% |
True |
False |
1,860,384 |
60 |
1,035.00 |
865.25 |
169.75 |
16.6% |
18.50 |
1.8% |
94% |
True |
False |
1,617,306 |
80 |
1,035.00 |
859.00 |
176.00 |
17.2% |
19.50 |
1.9% |
94% |
True |
False |
1,214,916 |
100 |
1,035.00 |
799.25 |
235.75 |
23.0% |
20.25 |
2.0% |
96% |
True |
False |
972,659 |
120 |
1,035.00 |
662.00 |
373.00 |
36.4% |
21.75 |
2.1% |
97% |
True |
False |
810,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,093.50 |
2.618 |
1,071.00 |
1.618 |
1,057.25 |
1.000 |
1,048.75 |
0.618 |
1,043.50 |
HIGH |
1,035.00 |
0.618 |
1,029.75 |
0.500 |
1,028.00 |
0.382 |
1,026.50 |
LOW |
1,021.25 |
0.618 |
1,012.75 |
1.000 |
1,007.50 |
1.618 |
999.00 |
2.618 |
985.25 |
4.250 |
962.75 |
|
|
Fisher Pivots for day following 24-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,028.00 |
1,021.25 |
PP |
1,027.00 |
1,018.00 |
S1 |
1,025.75 |
1,014.50 |
|