Trading Metrics calculated at close of trading on 20-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
4,377.0 |
4,390.0 |
13.0 |
0.3% |
4,303.0 |
High |
4,408.0 |
4,399.0 |
-9.0 |
-0.2% |
4,474.0 |
Low |
4,322.0 |
4,319.0 |
-3.0 |
-0.1% |
4,245.0 |
Close |
4,333.0 |
4,320.0 |
-13.0 |
-0.3% |
4,424.0 |
Range |
86.0 |
80.0 |
-6.0 |
-7.0% |
229.0 |
ATR |
67.7 |
68.6 |
0.9 |
1.3% |
0.0 |
Volume |
26,912 |
34,415 |
7,503 |
27.9% |
144,077 |
|
Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,586.0 |
4,533.0 |
4,364.0 |
|
R3 |
4,506.0 |
4,453.0 |
4,342.0 |
|
R2 |
4,426.0 |
4,426.0 |
4,334.7 |
|
R1 |
4,373.0 |
4,373.0 |
4,327.3 |
4,359.5 |
PP |
4,346.0 |
4,346.0 |
4,346.0 |
4,339.3 |
S1 |
4,293.0 |
4,293.0 |
4,312.7 |
4,279.5 |
S2 |
4,266.0 |
4,266.0 |
4,305.3 |
|
S3 |
4,186.0 |
4,213.0 |
4,298.0 |
|
S4 |
4,106.0 |
4,133.0 |
4,276.0 |
|
|
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% |
69.8 |
1.6% |
3% |
False |
False |
31,418 |
10 |
4,474.0 |
4,233.0 |
241.0 |
5.6% |
65.5 |
1.5% |
36% |
False |
False |
29,129 |
20 |
4,474.0 |
4,050.0 |
424.0 |
9.8% |
61.5 |
1.4% |
64% |
False |
False |
27,867 |
40 |
4,474.0 |
3,665.0 |
809.0 |
18.7% |
53.1 |
1.2% |
81% |
False |
False |
26,297 |
60 |
4,474.0 |
3,665.0 |
809.0 |
18.7% |
52.8 |
1.2% |
81% |
False |
False |
24,395 |
80 |
4,474.0 |
3,665.0 |
809.0 |
18.7% |
46.5 |
1.1% |
81% |
False |
False |
18,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,739.0 |
2.618 |
4,608.4 |
1.618 |
4,528.4 |
1.000 |
4,479.0 |
0.618 |
4,448.4 |
HIGH |
4,399.0 |
0.618 |
4,368.4 |
0.500 |
4,359.0 |
0.382 |
4,349.6 |
LOW |
4,319.0 |
0.618 |
4,269.6 |
1.000 |
4,239.0 |
1.618 |
4,189.6 |
2.618 |
4,109.6 |
4.250 |
3,979.0 |
|
|
Fisher Pivots for day following 20-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4,359.0 |
4,361.5 |
PP |
4,346.0 |
4,347.7 |
S1 |
4,333.0 |
4,333.8 |
|