Trading Metrics calculated at close of trading on 21-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
4,390.0 |
4,345.0 |
-45.0 |
-1.0% |
4,391.0 |
High |
4,399.0 |
4,348.0 |
-51.0 |
-1.2% |
4,417.0 |
Low |
4,319.0 |
4,224.0 |
-95.0 |
-2.2% |
4,224.0 |
Close |
4,320.0 |
4,250.0 |
-70.0 |
-1.6% |
4,250.0 |
Range |
80.0 |
124.0 |
44.0 |
55.0% |
193.0 |
ATR |
68.6 |
72.6 |
4.0 |
5.8% |
0.0 |
Volume |
34,415 |
42,741 |
8,326 |
24.2% |
166,336 |
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,646.0 |
4,572.0 |
4,318.2 |
|
R3 |
4,522.0 |
4,448.0 |
4,284.1 |
|
R2 |
4,398.0 |
4,398.0 |
4,272.7 |
|
R1 |
4,324.0 |
4,324.0 |
4,261.4 |
4,299.0 |
PP |
4,274.0 |
4,274.0 |
4,274.0 |
4,261.5 |
S1 |
4,200.0 |
4,200.0 |
4,238.6 |
4,175.0 |
S2 |
4,150.0 |
4,150.0 |
4,227.3 |
|
S3 |
4,026.0 |
4,076.0 |
4,215.9 |
|
S4 |
3,902.0 |
3,952.0 |
4,181.8 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,876.0 |
4,756.0 |
4,356.2 |
|
R3 |
4,683.0 |
4,563.0 |
4,303.1 |
|
R2 |
4,490.0 |
4,490.0 |
4,285.4 |
|
R1 |
4,370.0 |
4,370.0 |
4,267.7 |
4,333.5 |
PP |
4,297.0 |
4,297.0 |
4,297.0 |
4,278.8 |
S1 |
4,177.0 |
4,177.0 |
4,232.3 |
4,140.5 |
S2 |
4,104.0 |
4,104.0 |
4,214.6 |
|
S3 |
3,911.0 |
3,984.0 |
4,196.9 |
|
S4 |
3,718.0 |
3,791.0 |
4,143.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,417.0 |
4,224.0 |
193.0 |
4.5% |
81.2 |
1.9% |
13% |
False |
True |
33,267 |
10 |
4,474.0 |
4,224.0 |
250.0 |
5.9% |
73.8 |
1.7% |
10% |
False |
True |
31,041 |
20 |
4,474.0 |
4,086.0 |
388.0 |
9.1% |
64.7 |
1.5% |
42% |
False |
False |
28,754 |
40 |
4,474.0 |
3,665.0 |
809.0 |
19.0% |
55.2 |
1.3% |
72% |
False |
False |
26,829 |
60 |
4,474.0 |
3,665.0 |
809.0 |
19.0% |
54.5 |
1.3% |
72% |
False |
False |
25,100 |
80 |
4,474.0 |
3,665.0 |
809.0 |
19.0% |
47.7 |
1.1% |
72% |
False |
False |
18,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,875.0 |
2.618 |
4,672.6 |
1.618 |
4,548.6 |
1.000 |
4,472.0 |
0.618 |
4,424.6 |
HIGH |
4,348.0 |
0.618 |
4,300.6 |
0.500 |
4,286.0 |
0.382 |
4,271.4 |
LOW |
4,224.0 |
0.618 |
4,147.4 |
1.000 |
4,100.0 |
1.618 |
4,023.4 |
2.618 |
3,899.4 |
4.250 |
3,697.0 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4,286.0 |
4,316.0 |
PP |
4,274.0 |
4,294.0 |
S1 |
4,262.0 |
4,272.0 |
|