Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
4,440.0 |
4,391.0 |
-49.0 |
-1.1% |
4,303.0 |
High |
4,474.0 |
4,417.0 |
-57.0 |
-1.3% |
4,474.0 |
Low |
4,407.0 |
4,355.0 |
-52.0 |
-1.2% |
4,245.0 |
Close |
4,424.0 |
4,362.0 |
-62.0 |
-1.4% |
4,424.0 |
Range |
67.0 |
62.0 |
-5.0 |
-7.5% |
229.0 |
ATR |
67.1 |
67.3 |
0.1 |
0.2% |
0.0 |
Volume |
33,498 |
28,785 |
-4,713 |
-14.1% |
144,077 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,564.0 |
4,525.0 |
4,396.1 |
|
R3 |
4,502.0 |
4,463.0 |
4,379.1 |
|
R2 |
4,440.0 |
4,440.0 |
4,373.4 |
|
R1 |
4,401.0 |
4,401.0 |
4,367.7 |
4,389.5 |
PP |
4,378.0 |
4,378.0 |
4,378.0 |
4,372.3 |
S1 |
4,339.0 |
4,339.0 |
4,356.3 |
4,327.5 |
S2 |
4,316.0 |
4,316.0 |
4,350.6 |
|
S3 |
4,254.0 |
4,277.0 |
4,345.0 |
|
S4 |
4,192.0 |
4,215.0 |
4,327.9 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,068.0 |
4,975.0 |
4,550.0 |
|
R3 |
4,839.0 |
4,746.0 |
4,487.0 |
|
R2 |
4,610.0 |
4,610.0 |
4,466.0 |
|
R1 |
4,517.0 |
4,517.0 |
4,445.0 |
4,563.5 |
PP |
4,381.0 |
4,381.0 |
4,381.0 |
4,404.3 |
S1 |
4,288.0 |
4,288.0 |
4,403.0 |
4,334.5 |
S2 |
4,152.0 |
4,152.0 |
4,382.0 |
|
S3 |
3,923.0 |
4,059.0 |
4,361.0 |
|
S4 |
3,694.0 |
3,830.0 |
4,298.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,474.0 |
4,245.0 |
229.0 |
5.2% |
69.2 |
1.6% |
51% |
False |
False |
30,006 |
10 |
4,474.0 |
4,210.0 |
264.0 |
6.1% |
64.8 |
1.5% |
58% |
False |
False |
28,849 |
20 |
4,474.0 |
4,007.0 |
467.0 |
10.7% |
55.5 |
1.3% |
76% |
False |
False |
26,706 |
40 |
4,474.0 |
3,665.0 |
809.0 |
18.5% |
52.2 |
1.2% |
86% |
False |
False |
25,961 |
60 |
4,474.0 |
3,665.0 |
809.0 |
18.5% |
51.4 |
1.2% |
86% |
False |
False |
22,822 |
80 |
4,474.0 |
3,640.0 |
834.0 |
19.1% |
46.3 |
1.1% |
87% |
False |
False |
17,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,680.5 |
2.618 |
4,579.3 |
1.618 |
4,517.3 |
1.000 |
4,479.0 |
0.618 |
4,455.3 |
HIGH |
4,417.0 |
0.618 |
4,393.3 |
0.500 |
4,386.0 |
0.382 |
4,378.7 |
LOW |
4,355.0 |
0.618 |
4,316.7 |
1.000 |
4,293.0 |
1.618 |
4,254.7 |
2.618 |
4,192.7 |
4.250 |
4,091.5 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4,386.0 |
4,401.0 |
PP |
4,378.0 |
4,388.0 |
S1 |
4,370.0 |
4,375.0 |
|