Trading Metrics calculated at close of trading on 24-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
4,345.0 |
4,338.0 |
-7.0 |
-0.2% |
4,391.0 |
High |
4,348.0 |
4,425.0 |
77.0 |
1.8% |
4,417.0 |
Low |
4,224.0 |
4,334.0 |
110.0 |
2.6% |
4,224.0 |
Close |
4,250.0 |
4,419.0 |
169.0 |
4.0% |
4,250.0 |
Range |
124.0 |
91.0 |
-33.0 |
-26.6% |
193.0 |
ATR |
72.6 |
79.9 |
7.3 |
10.1% |
0.0 |
Volume |
42,741 |
31,884 |
-10,857 |
-25.4% |
166,336 |
|
Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,665.7 |
4,633.3 |
4,469.1 |
|
R3 |
4,574.7 |
4,542.3 |
4,444.0 |
|
R2 |
4,483.7 |
4,483.7 |
4,435.7 |
|
R1 |
4,451.3 |
4,451.3 |
4,427.3 |
4,467.5 |
PP |
4,392.7 |
4,392.7 |
4,392.7 |
4,400.8 |
S1 |
4,360.3 |
4,360.3 |
4,410.7 |
4,376.5 |
S2 |
4,301.7 |
4,301.7 |
4,402.3 |
|
S3 |
4,210.7 |
4,269.3 |
4,394.0 |
|
S4 |
4,119.7 |
4,178.3 |
4,369.0 |
|
|
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 |
4,425.0 |
4,224.0 |
201.0 |
4.5% |
87.0 |
2.0% |
97% |
True |
False |
33,887 |
10 |
4,474.0 |
4,224.0 |
250.0 |
5.7% |
78.1 |
1.8% |
78% |
False |
False |
31,946 |
20 |
4,474.0 |
4,087.0 |
387.0 |
8.8% |
67.3 |
1.5% |
86% |
False |
False |
29,315 |
40 |
4,474.0 |
3,665.0 |
809.0 |
18.3% |
56.0 |
1.3% |
93% |
False |
False |
27,004 |
60 |
4,474.0 |
3,665.0 |
809.0 |
18.3% |
55.2 |
1.2% |
93% |
False |
False |
25,630 |
80 |
4,474.0 |
3,665.0 |
809.0 |
18.3% |
48.6 |
1.1% |
93% |
False |
False |
19,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,811.8 |
2.618 |
4,663.2 |
1.618 |
4,572.2 |
1.000 |
4,516.0 |
0.618 |
4,481.2 |
HIGH |
4,425.0 |
0.618 |
4,390.2 |
0.500 |
4,379.5 |
0.382 |
4,368.8 |
LOW |
4,334.0 |
0.618 |
4,277.8 |
1.000 |
4,243.0 |
1.618 |
4,186.8 |
2.618 |
4,095.8 |
4.250 |
3,947.3 |
|
|
Fisher Pivots for day following 24-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4,405.8 |
4,387.5 |
PP |
4,392.7 |
4,356.0 |
S1 |
4,379.5 |
4,324.5 |
|