Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,596.25 |
1,619.00 |
22.75 |
1.4% |
1,601.25 |
High |
1,633.75 |
1,638.50 |
4.75 |
0.3% |
1,632.50 |
Low |
1,587.25 |
1,610.00 |
22.75 |
1.4% |
1,593.50 |
Close |
1,618.75 |
1,631.75 |
13.00 |
0.8% |
1,619.75 |
Range |
46.50 |
28.50 |
-18.00 |
-38.7% |
39.00 |
ATR |
30.04 |
29.93 |
-0.11 |
-0.4% |
0.00 |
Volume |
267,557 |
348,712 |
81,155 |
30.3% |
1,375,155 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,712.25 |
1,700.50 |
1,647.50 |
|
R3 |
1,683.75 |
1,672.00 |
1,639.50 |
|
R2 |
1,655.25 |
1,655.25 |
1,637.00 |
|
R1 |
1,643.50 |
1,643.50 |
1,634.25 |
1,649.50 |
PP |
1,626.75 |
1,626.75 |
1,626.75 |
1,629.75 |
S1 |
1,615.00 |
1,615.00 |
1,629.25 |
1,621.00 |
S2 |
1,598.25 |
1,598.25 |
1,626.50 |
|
S3 |
1,569.75 |
1,586.50 |
1,624.00 |
|
S4 |
1,541.25 |
1,558.00 |
1,616.00 |
|
|
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 |
1,638.50 |
1,585.75 |
52.75 |
3.2% |
32.25 |
2.0% |
87% |
True |
False |
277,069 |
10 |
1,638.50 |
1,585.75 |
52.75 |
3.2% |
29.00 |
1.8% |
87% |
True |
False |
281,412 |
20 |
1,638.50 |
1,504.75 |
133.75 |
8.2% |
28.75 |
1.8% |
95% |
True |
False |
285,239 |
40 |
1,638.50 |
1,392.50 |
246.00 |
15.1% |
29.25 |
1.8% |
97% |
True |
False |
281,904 |
60 |
1,638.50 |
1,341.50 |
297.00 |
18.2% |
30.75 |
1.9% |
98% |
True |
False |
207,551 |
80 |
1,638.50 |
1,314.75 |
323.75 |
19.8% |
32.00 |
2.0% |
98% |
True |
False |
155,685 |
100 |
1,638.50 |
1,203.75 |
434.75 |
26.6% |
32.75 |
2.0% |
98% |
True |
False |
124,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,759.50 |
2.618 |
1,713.00 |
1.618 |
1,684.50 |
1.000 |
1,667.00 |
0.618 |
1,656.00 |
HIGH |
1,638.50 |
0.618 |
1,627.50 |
0.500 |
1,624.25 |
0.382 |
1,621.00 |
LOW |
1,610.00 |
0.618 |
1,592.50 |
1.000 |
1,581.50 |
1.618 |
1,564.00 |
2.618 |
1,535.50 |
4.250 |
1,489.00 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,629.25 |
1,625.25 |
PP |
1,626.75 |
1,618.75 |
S1 |
1,624.25 |
1,612.00 |
|