Trading Metrics calculated at close of trading on 19-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
4,320.0 |
4,377.0 |
57.0 |
1.3% |
4,303.0 |
High |
4,369.0 |
4,408.0 |
39.0 |
0.9% |
4,474.0 |
Low |
4,315.0 |
4,322.0 |
7.0 |
0.2% |
4,245.0 |
Close |
4,354.0 |
4,333.0 |
-21.0 |
-0.5% |
4,424.0 |
Range |
54.0 |
86.0 |
32.0 |
59.3% |
229.0 |
ATR |
66.3 |
67.7 |
1.4 |
2.1% |
0.0 |
Volume |
33,483 |
26,912 |
-6,571 |
-19.6% |
144,077 |
|
Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,612.3 |
4,558.7 |
4,380.3 |
|
R3 |
4,526.3 |
4,472.7 |
4,356.7 |
|
R2 |
4,440.3 |
4,440.3 |
4,348.8 |
|
R1 |
4,386.7 |
4,386.7 |
4,340.9 |
4,370.5 |
PP |
4,354.3 |
4,354.3 |
4,354.3 |
4,346.3 |
S1 |
4,300.7 |
4,300.7 |
4,325.1 |
4,284.5 |
S2 |
4,268.3 |
4,268.3 |
4,317.2 |
|
S3 |
4,182.3 |
4,214.7 |
4,309.4 |
|
S4 |
4,096.3 |
4,128.7 |
4,285.7 |
|
|
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 |
4,315.0 |
159.0 |
3.7% |
70.0 |
1.6% |
11% |
False |
False |
30,165 |
10 |
4,474.0 |
4,216.0 |
258.0 |
6.0% |
65.9 |
1.5% |
45% |
False |
False |
28,483 |
20 |
4,474.0 |
4,012.0 |
462.0 |
10.7% |
58.9 |
1.4% |
69% |
False |
False |
27,712 |
40 |
4,474.0 |
3,665.0 |
809.0 |
18.7% |
52.9 |
1.2% |
83% |
False |
False |
26,073 |
60 |
4,474.0 |
3,665.0 |
809.0 |
18.7% |
52.0 |
1.2% |
83% |
False |
False |
23,822 |
80 |
4,474.0 |
3,661.0 |
813.0 |
18.8% |
45.6 |
1.1% |
83% |
False |
False |
17,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,773.5 |
2.618 |
4,633.1 |
1.618 |
4,547.1 |
1.000 |
4,494.0 |
0.618 |
4,461.1 |
HIGH |
4,408.0 |
0.618 |
4,375.1 |
0.500 |
4,365.0 |
0.382 |
4,354.9 |
LOW |
4,322.0 |
0.618 |
4,268.9 |
1.000 |
4,236.0 |
1.618 |
4,182.9 |
2.618 |
4,096.9 |
4.250 |
3,956.5 |
|
|
Fisher Pivots for day following 19-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4,365.0 |
4,366.0 |
PP |
4,354.3 |
4,355.0 |
S1 |
4,343.7 |
4,344.0 |
|