Trading Metrics calculated at close of trading on 12-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,611.75 |
1,596.25 |
-15.50 |
-1.0% |
1,601.25 |
High |
1,617.75 |
1,633.75 |
16.00 |
1.0% |
1,632.50 |
Low |
1,585.75 |
1,587.25 |
1.50 |
0.1% |
1,593.50 |
Close |
1,596.50 |
1,618.75 |
22.25 |
1.4% |
1,619.75 |
Range |
32.00 |
46.50 |
14.50 |
45.3% |
39.00 |
ATR |
28.78 |
30.04 |
1.27 |
4.4% |
0.00 |
Volume |
216,984 |
267,557 |
50,573 |
23.3% |
1,375,155 |
|
Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,752.75 |
1,732.25 |
1,644.25 |
|
R3 |
1,706.25 |
1,685.75 |
1,631.50 |
|
R2 |
1,659.75 |
1,659.75 |
1,627.25 |
|
R1 |
1,639.25 |
1,639.25 |
1,623.00 |
1,649.50 |
PP |
1,613.25 |
1,613.25 |
1,613.25 |
1,618.50 |
S1 |
1,592.75 |
1,592.75 |
1,614.50 |
1,603.00 |
S2 |
1,566.75 |
1,566.75 |
1,610.25 |
|
S3 |
1,520.25 |
1,546.25 |
1,606.00 |
|
S4 |
1,473.75 |
1,499.75 |
1,593.25 |
|
|
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 |
1,633.75 |
1,585.75 |
48.00 |
3.0% |
32.75 |
2.0% |
69% |
True |
False |
267,217 |
10 |
1,633.75 |
1,585.75 |
48.00 |
3.0% |
29.50 |
1.8% |
69% |
True |
False |
276,289 |
20 |
1,633.75 |
1,489.00 |
144.75 |
8.9% |
28.75 |
1.8% |
90% |
True |
False |
285,566 |
40 |
1,633.75 |
1,392.50 |
241.25 |
14.9% |
29.25 |
1.8% |
94% |
True |
False |
281,104 |
60 |
1,633.75 |
1,341.50 |
292.25 |
18.1% |
30.75 |
1.9% |
95% |
True |
False |
201,741 |
80 |
1,633.75 |
1,299.75 |
334.00 |
20.6% |
32.00 |
2.0% |
96% |
True |
False |
151,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,831.50 |
2.618 |
1,755.50 |
1.618 |
1,709.00 |
1.000 |
1,680.25 |
0.618 |
1,662.50 |
HIGH |
1,633.75 |
0.618 |
1,616.00 |
0.500 |
1,610.50 |
0.382 |
1,605.00 |
LOW |
1,587.25 |
0.618 |
1,558.50 |
1.000 |
1,540.75 |
1.618 |
1,512.00 |
2.618 |
1,465.50 |
4.250 |
1,389.50 |
|
|
Fisher Pivots for day following 12-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,616.00 |
1,615.75 |
PP |
1,613.25 |
1,612.75 |
S1 |
1,610.50 |
1,609.75 |
|