Trading Metrics calculated at close of trading on 21-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,598.00 |
1,613.25 |
15.25 |
1.0% |
1,612.25 |
High |
1,620.25 |
1,639.75 |
19.50 |
1.2% |
1,639.75 |
Low |
1,591.00 |
1,600.00 |
9.00 |
0.6% |
1,561.25 |
Close |
1,614.00 |
1,635.50 |
21.50 |
1.3% |
1,635.50 |
Range |
29.25 |
39.75 |
10.50 |
35.9% |
78.50 |
ATR |
31.80 |
32.36 |
0.57 |
1.8% |
0.00 |
Volume |
292,131 |
258,288 |
-33,843 |
-11.6% |
1,488,948 |
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,744.25 |
1,729.75 |
1,657.25 |
|
R3 |
1,704.50 |
1,690.00 |
1,646.50 |
|
R2 |
1,664.75 |
1,664.75 |
1,642.75 |
|
R1 |
1,650.25 |
1,650.25 |
1,639.25 |
1,657.50 |
PP |
1,625.00 |
1,625.00 |
1,625.00 |
1,628.75 |
S1 |
1,610.50 |
1,610.50 |
1,631.75 |
1,617.75 |
S2 |
1,585.25 |
1,585.25 |
1,628.25 |
|
S3 |
1,545.50 |
1,570.75 |
1,624.50 |
|
S4 |
1,505.75 |
1,531.00 |
1,613.75 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.75 |
1,820.00 |
1,678.75 |
|
R3 |
1,769.25 |
1,741.50 |
1,657.00 |
|
R2 |
1,690.75 |
1,690.75 |
1,650.00 |
|
R1 |
1,663.00 |
1,663.00 |
1,642.75 |
1,677.00 |
PP |
1,612.25 |
1,612.25 |
1,612.25 |
1,619.00 |
S1 |
1,584.50 |
1,584.50 |
1,628.25 |
1,598.50 |
S2 |
1,533.75 |
1,533.75 |
1,621.00 |
|
S3 |
1,455.25 |
1,506.00 |
1,614.00 |
|
S4 |
1,376.75 |
1,427.50 |
1,592.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,639.75 |
1,561.25 |
78.50 |
4.8% |
36.25 |
2.2% |
95% |
True |
False |
297,789 |
10 |
1,639.75 |
1,561.25 |
78.50 |
4.8% |
35.00 |
2.1% |
95% |
True |
False |
287,499 |
20 |
1,639.75 |
1,561.25 |
78.50 |
4.8% |
31.00 |
1.9% |
95% |
True |
False |
285,277 |
40 |
1,639.75 |
1,392.50 |
247.25 |
15.1% |
29.50 |
1.8% |
98% |
True |
False |
280,119 |
60 |
1,639.75 |
1,392.50 |
247.25 |
15.1% |
30.50 |
1.9% |
98% |
True |
False |
236,881 |
80 |
1,639.75 |
1,336.75 |
303.00 |
18.5% |
32.00 |
2.0% |
99% |
True |
False |
177,694 |
100 |
1,639.75 |
1,210.00 |
429.75 |
26.3% |
32.75 |
2.0% |
99% |
True |
False |
142,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.75 |
2.618 |
1,743.75 |
1.618 |
1,704.00 |
1.000 |
1,679.50 |
0.618 |
1,664.25 |
HIGH |
1,639.75 |
0.618 |
1,624.50 |
0.500 |
1,620.00 |
0.382 |
1,615.25 |
LOW |
1,600.00 |
0.618 |
1,575.50 |
1.000 |
1,560.25 |
1.618 |
1,535.75 |
2.618 |
1,496.00 |
4.250 |
1,431.00 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,630.25 |
1,624.50 |
PP |
1,625.00 |
1,613.25 |
S1 |
1,620.00 |
1,602.00 |
|