Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,612.25 |
1,566.50 |
-45.75 |
-2.8% |
1,619.00 |
High |
1,612.50 |
1,588.25 |
-24.25 |
-1.5% |
1,638.50 |
Low |
1,561.25 |
1,563.75 |
2.50 |
0.2% |
1,585.75 |
Close |
1,566.25 |
1,587.00 |
20.75 |
1.3% |
1,615.00 |
Range |
51.25 |
24.50 |
-26.75 |
-52.2% |
52.75 |
ATR |
32.24 |
31.68 |
-0.55 |
-1.7% |
0.00 |
Volume |
300,515 |
366,441 |
65,926 |
21.9% |
1,386,047 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,653.25 |
1,644.50 |
1,600.50 |
|
R3 |
1,628.75 |
1,620.00 |
1,593.75 |
|
R2 |
1,604.25 |
1,604.25 |
1,591.50 |
|
R1 |
1,595.50 |
1,595.50 |
1,589.25 |
1,600.00 |
PP |
1,579.75 |
1,579.75 |
1,579.75 |
1,581.75 |
S1 |
1,571.00 |
1,571.00 |
1,584.75 |
1,575.50 |
S2 |
1,555.25 |
1,555.25 |
1,582.50 |
|
S3 |
1,530.75 |
1,546.50 |
1,580.25 |
|
S4 |
1,506.25 |
1,522.00 |
1,573.50 |
|
|
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 |
1,561.25 |
77.25 |
4.9% |
38.00 |
2.4% |
33% |
False |
False |
311,046 |
10 |
1,638.50 |
1,561.25 |
77.25 |
4.9% |
33.50 |
2.1% |
33% |
False |
False |
289,170 |
20 |
1,638.50 |
1,544.75 |
93.75 |
5.9% |
31.00 |
1.9% |
45% |
False |
False |
292,903 |
40 |
1,638.50 |
1,392.50 |
246.00 |
15.5% |
29.50 |
1.9% |
79% |
False |
False |
280,404 |
60 |
1,638.50 |
1,341.50 |
297.00 |
18.7% |
31.00 |
1.9% |
83% |
False |
False |
223,191 |
80 |
1,638.50 |
1,336.75 |
301.75 |
19.0% |
32.00 |
2.0% |
83% |
False |
False |
167,420 |
100 |
1,638.50 |
1,203.75 |
434.75 |
27.4% |
32.75 |
2.1% |
88% |
False |
False |
133,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,692.50 |
2.618 |
1,652.50 |
1.618 |
1,628.00 |
1.000 |
1,612.75 |
0.618 |
1,603.50 |
HIGH |
1,588.25 |
0.618 |
1,579.00 |
0.500 |
1,576.00 |
0.382 |
1,573.00 |
LOW |
1,563.75 |
0.618 |
1,548.50 |
1.000 |
1,539.25 |
1.618 |
1,524.00 |
2.618 |
1,499.50 |
4.250 |
1,459.50 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,583.25 |
1,597.50 |
PP |
1,579.75 |
1,594.00 |
S1 |
1,576.00 |
1,590.50 |
|