Trading Metrics calculated at close of trading on 19-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,566.50 |
1,586.00 |
19.50 |
1.2% |
1,619.00 |
High |
1,588.25 |
1,600.50 |
12.25 |
0.8% |
1,638.50 |
Low |
1,563.75 |
1,564.50 |
0.75 |
0.0% |
1,585.75 |
Close |
1,587.00 |
1,598.75 |
11.75 |
0.7% |
1,615.00 |
Range |
24.50 |
36.00 |
11.50 |
46.9% |
52.75 |
ATR |
31.68 |
31.99 |
0.31 |
1.0% |
0.00 |
Volume |
366,441 |
271,573 |
-94,868 |
-25.9% |
1,386,047 |
|
Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,696.00 |
1,683.25 |
1,618.50 |
|
R3 |
1,660.00 |
1,647.25 |
1,608.75 |
|
R2 |
1,624.00 |
1,624.00 |
1,605.25 |
|
R1 |
1,611.25 |
1,611.25 |
1,602.00 |
1,617.50 |
PP |
1,588.00 |
1,588.00 |
1,588.00 |
1,591.00 |
S1 |
1,575.25 |
1,575.25 |
1,595.50 |
1,581.50 |
S2 |
1,552.00 |
1,552.00 |
1,592.25 |
|
S3 |
1,516.00 |
1,539.25 |
1,588.75 |
|
S4 |
1,480.00 |
1,503.25 |
1,579.00 |
|
|
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 |
4.8% |
35.75 |
2.2% |
49% |
False |
False |
311,849 |
10 |
1,638.50 |
1,561.25 |
77.25 |
4.8% |
34.25 |
2.1% |
49% |
False |
False |
289,533 |
20 |
1,638.50 |
1,555.00 |
83.50 |
5.2% |
31.25 |
2.0% |
52% |
False |
False |
291,830 |
40 |
1,638.50 |
1,392.50 |
246.00 |
15.4% |
30.00 |
1.9% |
84% |
False |
False |
279,393 |
60 |
1,638.50 |
1,388.00 |
250.50 |
15.7% |
30.25 |
1.9% |
84% |
False |
False |
227,715 |
80 |
1,638.50 |
1,336.75 |
301.75 |
18.9% |
32.00 |
2.0% |
87% |
False |
False |
170,815 |
100 |
1,638.50 |
1,203.75 |
434.75 |
27.2% |
33.00 |
2.1% |
91% |
False |
False |
136,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,753.50 |
2.618 |
1,694.75 |
1.618 |
1,658.75 |
1.000 |
1,636.50 |
0.618 |
1,622.75 |
HIGH |
1,600.50 |
0.618 |
1,586.75 |
0.500 |
1,582.50 |
0.382 |
1,578.25 |
LOW |
1,564.50 |
0.618 |
1,542.25 |
1.000 |
1,528.50 |
1.618 |
1,506.25 |
2.618 |
1,470.25 |
4.250 |
1,411.50 |
|
|
Fisher Pivots for day following 19-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,593.25 |
1,594.75 |
PP |
1,588.00 |
1,590.75 |
S1 |
1,582.50 |
1,587.00 |
|