Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
4,713.5 |
4,754.5 |
41.0 |
0.9% |
4,691.0 |
High |
4,778.0 |
4,776.0 |
-2.0 |
0.0% |
4,778.0 |
Low |
4,702.0 |
4,683.5 |
-18.5 |
-0.4% |
4,618.0 |
Close |
4,744.0 |
4,693.5 |
-50.5 |
-1.1% |
4,693.5 |
Range |
76.0 |
92.5 |
16.5 |
21.7% |
160.0 |
ATR |
83.9 |
84.6 |
0.6 |
0.7% |
0.0 |
Volume |
119,482 |
111,084 |
-8,398 |
-7.0% |
516,850 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,995.0 |
4,937.0 |
4,744.5 |
|
R3 |
4,902.5 |
4,844.5 |
4,719.0 |
|
R2 |
4,810.0 |
4,810.0 |
4,710.5 |
|
R1 |
4,752.0 |
4,752.0 |
4,702.0 |
4,735.0 |
PP |
4,717.5 |
4,717.5 |
4,717.5 |
4,709.0 |
S1 |
4,659.5 |
4,659.5 |
4,685.0 |
4,642.0 |
S2 |
4,625.0 |
4,625.0 |
4,676.5 |
|
S3 |
4,532.5 |
4,567.0 |
4,668.0 |
|
S4 |
4,440.0 |
4,474.5 |
4,642.5 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,176.5 |
5,095.0 |
4,781.5 |
|
R3 |
5,016.5 |
4,935.0 |
4,737.5 |
|
R2 |
4,856.5 |
4,856.5 |
4,723.0 |
|
R1 |
4,775.0 |
4,775.0 |
4,708.0 |
4,816.0 |
PP |
4,696.5 |
4,696.5 |
4,696.5 |
4,717.0 |
S1 |
4,615.0 |
4,615.0 |
4,679.0 |
4,656.0 |
S2 |
4,536.5 |
4,536.5 |
4,664.0 |
|
S3 |
4,376.5 |
4,455.0 |
4,649.5 |
|
S4 |
4,216.5 |
4,295.0 |
4,605.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,778.0 |
4,618.0 |
160.0 |
3.4% |
81.5 |
1.7% |
47% |
False |
False |
103,370 |
10 |
4,778.0 |
4,563.0 |
215.0 |
4.6% |
85.0 |
1.8% |
61% |
False |
False |
105,596 |
20 |
4,778.0 |
4,360.0 |
418.0 |
8.9% |
81.0 |
1.7% |
80% |
False |
False |
99,950 |
40 |
4,778.0 |
4,060.5 |
717.5 |
15.3% |
83.0 |
1.8% |
88% |
False |
False |
98,696 |
60 |
4,778.0 |
4,060.5 |
717.5 |
15.3% |
81.0 |
1.7% |
88% |
False |
False |
77,666 |
80 |
4,778.0 |
3,879.5 |
898.5 |
19.1% |
81.5 |
1.7% |
91% |
False |
False |
58,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,169.0 |
2.618 |
5,018.0 |
1.618 |
4,925.5 |
1.000 |
4,868.5 |
0.618 |
4,833.0 |
HIGH |
4,776.0 |
0.618 |
4,740.5 |
0.500 |
4,730.0 |
0.382 |
4,719.0 |
LOW |
4,683.5 |
0.618 |
4,626.5 |
1.000 |
4,591.0 |
1.618 |
4,534.0 |
2.618 |
4,441.5 |
4.250 |
4,290.5 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4,730.0 |
4,698.0 |
PP |
4,717.5 |
4,696.5 |
S1 |
4,705.5 |
4,695.0 |
|