Trading Metrics calculated at close of trading on 20-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,586.00 |
1,598.00 |
12.00 |
0.8% |
1,619.00 |
High |
1,600.50 |
1,620.25 |
19.75 |
1.2% |
1,638.50 |
Low |
1,564.50 |
1,591.00 |
26.50 |
1.7% |
1,585.75 |
Close |
1,598.75 |
1,614.00 |
15.25 |
1.0% |
1,615.00 |
Range |
36.00 |
29.25 |
-6.75 |
-18.8% |
52.75 |
ATR |
31.99 |
31.80 |
-0.20 |
-0.6% |
0.00 |
Volume |
271,573 |
292,131 |
20,558 |
7.6% |
1,386,047 |
|
Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,696.25 |
1,684.25 |
1,630.00 |
|
R3 |
1,667.00 |
1,655.00 |
1,622.00 |
|
R2 |
1,637.75 |
1,637.75 |
1,619.25 |
|
R1 |
1,625.75 |
1,625.75 |
1,616.75 |
1,631.75 |
PP |
1,608.50 |
1,608.50 |
1,608.50 |
1,611.50 |
S1 |
1,596.50 |
1,596.50 |
1,611.25 |
1,602.50 |
S2 |
1,579.25 |
1,579.25 |
1,608.75 |
|
S3 |
1,550.00 |
1,567.25 |
1,606.00 |
|
S4 |
1,520.75 |
1,538.00 |
1,598.00 |
|
|
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 |
1,634.00 |
1,561.25 |
72.75 |
4.5% |
36.00 |
2.2% |
73% |
False |
False |
300,533 |
10 |
1,638.50 |
1,561.25 |
77.25 |
4.8% |
34.25 |
2.1% |
68% |
False |
False |
288,801 |
20 |
1,638.50 |
1,561.25 |
77.25 |
4.8% |
30.50 |
1.9% |
68% |
False |
False |
290,072 |
40 |
1,638.50 |
1,392.50 |
246.00 |
15.2% |
29.75 |
1.8% |
90% |
False |
False |
280,206 |
60 |
1,638.50 |
1,388.00 |
250.50 |
15.5% |
30.25 |
1.9% |
90% |
False |
False |
232,578 |
80 |
1,638.50 |
1,336.75 |
301.75 |
18.7% |
32.00 |
2.0% |
92% |
False |
False |
174,466 |
100 |
1,638.50 |
1,210.00 |
428.50 |
26.5% |
32.75 |
2.0% |
94% |
False |
False |
139,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.50 |
2.618 |
1,696.75 |
1.618 |
1,667.50 |
1.000 |
1,649.50 |
0.618 |
1,638.25 |
HIGH |
1,620.25 |
0.618 |
1,609.00 |
0.500 |
1,605.50 |
0.382 |
1,602.25 |
LOW |
1,591.00 |
0.618 |
1,573.00 |
1.000 |
1,561.75 |
1.618 |
1,543.75 |
2.618 |
1,514.50 |
4.250 |
1,466.75 |
|
|
Fisher Pivots for day following 20-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,611.25 |
1,606.75 |
PP |
1,608.50 |
1,599.25 |
S1 |
1,605.50 |
1,592.00 |
|