Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
4,391.0 |
4,320.0 |
-71.0 |
-1.6% |
4,303.0 |
High |
4,417.0 |
4,369.0 |
-48.0 |
-1.1% |
4,474.0 |
Low |
4,355.0 |
4,315.0 |
-40.0 |
-0.9% |
4,245.0 |
Close |
4,362.0 |
4,354.0 |
-8.0 |
-0.2% |
4,424.0 |
Range |
62.0 |
54.0 |
-8.0 |
-12.9% |
229.0 |
ATR |
67.3 |
66.3 |
-0.9 |
-1.4% |
0.0 |
Volume |
28,785 |
33,483 |
4,698 |
16.3% |
144,077 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,508.0 |
4,485.0 |
4,383.7 |
|
R3 |
4,454.0 |
4,431.0 |
4,368.9 |
|
R2 |
4,400.0 |
4,400.0 |
4,363.9 |
|
R1 |
4,377.0 |
4,377.0 |
4,359.0 |
4,388.5 |
PP |
4,346.0 |
4,346.0 |
4,346.0 |
4,351.8 |
S1 |
4,323.0 |
4,323.0 |
4,349.1 |
4,334.5 |
S2 |
4,292.0 |
4,292.0 |
4,344.1 |
|
S3 |
4,238.0 |
4,269.0 |
4,339.2 |
|
S4 |
4,184.0 |
4,215.0 |
4,324.3 |
|
|
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 |
4,255.0 |
219.0 |
5.0% |
65.2 |
1.5% |
45% |
False |
False |
31,611 |
10 |
4,474.0 |
4,210.0 |
264.0 |
6.1% |
65.6 |
1.5% |
55% |
False |
False |
28,684 |
20 |
4,474.0 |
4,007.0 |
467.0 |
10.7% |
56.3 |
1.3% |
74% |
False |
False |
27,461 |
40 |
4,474.0 |
3,665.0 |
809.0 |
18.6% |
52.0 |
1.2% |
85% |
False |
False |
26,032 |
60 |
4,474.0 |
3,665.0 |
809.0 |
18.6% |
51.4 |
1.2% |
85% |
False |
False |
23,380 |
80 |
4,474.0 |
3,640.0 |
834.0 |
19.2% |
45.7 |
1.1% |
86% |
False |
False |
17,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,598.5 |
2.618 |
4,510.4 |
1.618 |
4,456.4 |
1.000 |
4,423.0 |
0.618 |
4,402.4 |
HIGH |
4,369.0 |
0.618 |
4,348.4 |
0.500 |
4,342.0 |
0.382 |
4,335.6 |
LOW |
4,315.0 |
0.618 |
4,281.6 |
1.000 |
4,261.0 |
1.618 |
4,227.6 |
2.618 |
4,173.6 |
4.250 |
4,085.5 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4,350.0 |
4,394.5 |
PP |
4,346.0 |
4,381.0 |
S1 |
4,342.0 |
4,367.5 |
|