Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,619.00 |
1,630.50 |
11.50 |
0.7% |
1,619.00 |
High |
1,638.50 |
1,634.00 |
-4.50 |
-0.3% |
1,638.50 |
Low |
1,610.00 |
1,595.00 |
-15.00 |
-0.9% |
1,585.75 |
Close |
1,631.75 |
1,615.00 |
-16.75 |
-1.0% |
1,615.00 |
Range |
28.50 |
39.00 |
10.50 |
36.8% |
52.75 |
ATR |
29.93 |
30.58 |
0.65 |
2.2% |
0.00 |
Volume |
348,712 |
272,005 |
-76,707 |
-22.0% |
1,386,047 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,731.75 |
1,712.25 |
1,636.50 |
|
R3 |
1,692.75 |
1,673.25 |
1,625.75 |
|
R2 |
1,653.75 |
1,653.75 |
1,622.25 |
|
R1 |
1,634.25 |
1,634.25 |
1,618.50 |
1,624.50 |
PP |
1,614.75 |
1,614.75 |
1,614.75 |
1,609.75 |
S1 |
1,595.25 |
1,595.25 |
1,611.50 |
1,585.50 |
S2 |
1,575.75 |
1,575.75 |
1,607.75 |
|
S3 |
1,536.75 |
1,556.25 |
1,604.25 |
|
S4 |
1,497.75 |
1,517.25 |
1,593.50 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,771.25 |
1,746.00 |
1,644.00 |
|
R3 |
1,718.50 |
1,693.25 |
1,629.50 |
|
R2 |
1,665.75 |
1,665.75 |
1,624.75 |
|
R1 |
1,640.50 |
1,640.50 |
1,619.75 |
1,626.75 |
PP |
1,613.00 |
1,613.00 |
1,613.00 |
1,606.25 |
S1 |
1,587.75 |
1,587.75 |
1,610.25 |
1,574.00 |
S2 |
1,560.25 |
1,560.25 |
1,605.25 |
|
S3 |
1,507.50 |
1,535.00 |
1,600.50 |
|
S4 |
1,454.75 |
1,482.25 |
1,586.00 |
|
|
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 |
3.3% |
33.50 |
2.1% |
55% |
False |
False |
277,209 |
10 |
1,638.50 |
1,585.75 |
52.75 |
3.3% |
30.75 |
1.9% |
55% |
False |
False |
276,120 |
20 |
1,638.50 |
1,523.50 |
115.00 |
7.1% |
29.50 |
1.8% |
80% |
False |
False |
284,031 |
40 |
1,638.50 |
1,392.50 |
246.00 |
15.2% |
29.75 |
1.8% |
90% |
False |
False |
278,670 |
60 |
1,638.50 |
1,341.50 |
297.00 |
18.4% |
30.75 |
1.9% |
92% |
False |
False |
212,082 |
80 |
1,638.50 |
1,319.00 |
319.50 |
19.8% |
31.75 |
2.0% |
93% |
False |
False |
159,085 |
100 |
1,638.50 |
1,203.75 |
434.75 |
26.9% |
33.00 |
2.0% |
95% |
False |
False |
127,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,799.75 |
2.618 |
1,736.00 |
1.618 |
1,697.00 |
1.000 |
1,673.00 |
0.618 |
1,658.00 |
HIGH |
1,634.00 |
0.618 |
1,619.00 |
0.500 |
1,614.50 |
0.382 |
1,610.00 |
LOW |
1,595.00 |
0.618 |
1,571.00 |
1.000 |
1,556.00 |
1.618 |
1,532.00 |
2.618 |
1,493.00 |
4.250 |
1,429.25 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,614.75 |
1,614.25 |
PP |
1,614.75 |
1,613.50 |
S1 |
1,614.50 |
1,613.00 |
|