Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,630.50 |
1,612.25 |
-18.25 |
-1.1% |
1,619.00 |
High |
1,634.00 |
1,612.50 |
-21.50 |
-1.3% |
1,638.50 |
Low |
1,595.00 |
1,561.25 |
-33.75 |
-2.1% |
1,585.75 |
Close |
1,615.00 |
1,566.25 |
-48.75 |
-3.0% |
1,615.00 |
Range |
39.00 |
51.25 |
12.25 |
31.4% |
52.75 |
ATR |
30.58 |
32.24 |
1.65 |
5.4% |
0.00 |
Volume |
272,005 |
300,515 |
28,510 |
10.5% |
1,386,047 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,733.75 |
1,701.25 |
1,594.50 |
|
R3 |
1,682.50 |
1,650.00 |
1,580.25 |
|
R2 |
1,631.25 |
1,631.25 |
1,575.75 |
|
R1 |
1,598.75 |
1,598.75 |
1,571.00 |
1,589.50 |
PP |
1,580.00 |
1,580.00 |
1,580.00 |
1,575.25 |
S1 |
1,547.50 |
1,547.50 |
1,561.50 |
1,538.00 |
S2 |
1,528.75 |
1,528.75 |
1,556.75 |
|
S3 |
1,477.50 |
1,496.25 |
1,552.25 |
|
S4 |
1,426.25 |
1,445.00 |
1,538.00 |
|
|
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 |
1,561.25 |
77.25 |
4.9% |
39.50 |
2.5% |
6% |
False |
True |
281,154 |
10 |
1,638.50 |
1,561.25 |
77.25 |
4.9% |
33.25 |
2.1% |
6% |
False |
True |
280,300 |
20 |
1,638.50 |
1,528.25 |
110.25 |
7.0% |
31.00 |
2.0% |
34% |
False |
False |
287,568 |
40 |
1,638.50 |
1,392.50 |
246.00 |
15.7% |
30.25 |
1.9% |
71% |
False |
False |
278,268 |
60 |
1,638.50 |
1,341.50 |
297.00 |
19.0% |
31.00 |
2.0% |
76% |
False |
False |
217,089 |
80 |
1,638.50 |
1,335.75 |
302.75 |
19.3% |
32.25 |
2.1% |
76% |
False |
False |
162,840 |
100 |
1,638.50 |
1,203.75 |
434.75 |
27.8% |
33.00 |
2.1% |
83% |
False |
False |
130,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,830.25 |
2.618 |
1,746.75 |
1.618 |
1,695.50 |
1.000 |
1,663.75 |
0.618 |
1,644.25 |
HIGH |
1,612.50 |
0.618 |
1,593.00 |
0.500 |
1,587.00 |
0.382 |
1,580.75 |
LOW |
1,561.25 |
0.618 |
1,529.50 |
1.000 |
1,510.00 |
1.618 |
1,478.25 |
2.618 |
1,427.00 |
4.250 |
1,343.50 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,587.00 |
1,600.00 |
PP |
1,580.00 |
1,588.75 |
S1 |
1,573.00 |
1,577.50 |
|