Trading Metrics calculated at close of trading on 11-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,619.00 |
1,611.75 |
-7.25 |
-0.4% |
1,601.25 |
High |
1,619.75 |
1,617.75 |
-2.00 |
-0.1% |
1,632.50 |
Low |
1,597.75 |
1,585.75 |
-12.00 |
-0.8% |
1,593.50 |
Close |
1,612.50 |
1,596.50 |
-16.00 |
-1.0% |
1,619.75 |
Range |
22.00 |
32.00 |
10.00 |
45.5% |
39.00 |
ATR |
28.53 |
28.78 |
0.25 |
0.9% |
0.00 |
Volume |
280,789 |
216,984 |
-63,805 |
-22.7% |
1,375,155 |
|
Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,696.00 |
1,678.25 |
1,614.00 |
|
R3 |
1,664.00 |
1,646.25 |
1,605.25 |
|
R2 |
1,632.00 |
1,632.00 |
1,602.25 |
|
R1 |
1,614.25 |
1,614.25 |
1,599.50 |
1,607.00 |
PP |
1,600.00 |
1,600.00 |
1,600.00 |
1,596.50 |
S1 |
1,582.25 |
1,582.25 |
1,593.50 |
1,575.00 |
S2 |
1,568.00 |
1,568.00 |
1,590.75 |
|
S3 |
1,536.00 |
1,550.25 |
1,587.75 |
|
S4 |
1,504.00 |
1,518.25 |
1,579.00 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,732.25 |
1,715.00 |
1,641.25 |
|
R3 |
1,693.25 |
1,676.00 |
1,630.50 |
|
R2 |
1,654.25 |
1,654.25 |
1,627.00 |
|
R1 |
1,637.00 |
1,637.00 |
1,623.25 |
1,645.50 |
PP |
1,615.25 |
1,615.25 |
1,615.25 |
1,619.50 |
S1 |
1,598.00 |
1,598.00 |
1,616.25 |
1,606.50 |
S2 |
1,576.25 |
1,576.25 |
1,612.50 |
|
S3 |
1,537.25 |
1,559.00 |
1,609.00 |
|
S4 |
1,498.25 |
1,520.00 |
1,598.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,631.50 |
1,585.75 |
45.75 |
2.9% |
29.25 |
1.8% |
23% |
False |
True |
267,294 |
10 |
1,632.50 |
1,583.75 |
48.75 |
3.1% |
26.75 |
1.7% |
26% |
False |
False |
280,267 |
20 |
1,632.50 |
1,462.25 |
170.25 |
10.7% |
28.50 |
1.8% |
79% |
False |
False |
285,063 |
40 |
1,632.50 |
1,392.50 |
240.00 |
15.0% |
28.75 |
1.8% |
85% |
False |
False |
282,452 |
60 |
1,632.50 |
1,341.50 |
291.00 |
18.2% |
30.75 |
1.9% |
88% |
False |
False |
197,284 |
80 |
1,632.50 |
1,299.75 |
332.75 |
20.8% |
31.75 |
2.0% |
89% |
False |
False |
147,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,753.75 |
2.618 |
1,701.50 |
1.618 |
1,669.50 |
1.000 |
1,649.75 |
0.618 |
1,637.50 |
HIGH |
1,617.75 |
0.618 |
1,605.50 |
0.500 |
1,601.75 |
0.382 |
1,598.00 |
LOW |
1,585.75 |
0.618 |
1,566.00 |
1.000 |
1,553.75 |
1.618 |
1,534.00 |
2.618 |
1,502.00 |
4.250 |
1,449.75 |
|
|
Fisher Pivots for day following 11-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,601.75 |
1,606.75 |
PP |
1,600.00 |
1,603.25 |
S1 |
1,598.25 |
1,600.00 |
|