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 |
9,118 |
9,207 |
89 |
1.0% |
9,321 |
High |
9,213 |
9,299 |
86 |
0.9% |
9,432 |
Low |
9,106 |
9,107 |
1 |
0.0% |
9,160 |
Close |
9,207 |
9,276 |
69 |
0.7% |
9,321 |
Range |
107 |
192 |
85 |
79.4% |
272 |
ATR |
160 |
162 |
2 |
1.4% |
0 |
Volume |
146,224 |
129,223 |
-17,001 |
-11.6% |
615,272 |
|
Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,803 |
9,732 |
9,382 |
|
R3 |
9,611 |
9,540 |
9,329 |
|
R2 |
9,419 |
9,419 |
9,311 |
|
R1 |
9,348 |
9,348 |
9,294 |
9,384 |
PP |
9,227 |
9,227 |
9,227 |
9,245 |
S1 |
9,156 |
9,156 |
9,259 |
9,192 |
S2 |
9,035 |
9,035 |
9,241 |
|
S3 |
8,843 |
8,964 |
9,223 |
|
S4 |
8,651 |
8,772 |
9,171 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,120 |
9,993 |
9,471 |
|
R3 |
9,848 |
9,721 |
9,396 |
|
R2 |
9,576 |
9,576 |
9,371 |
|
R1 |
9,449 |
9,449 |
9,346 |
9,457 |
PP |
9,304 |
9,304 |
9,304 |
9,309 |
S1 |
9,177 |
9,177 |
9,296 |
9,185 |
S2 |
9,032 |
9,032 |
9,271 |
|
S3 |
8,760 |
8,905 |
9,246 |
|
S4 |
8,488 |
8,633 |
9,172 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,432 |
9,091 |
341 |
3.7% |
176 |
1.9% |
54% |
False |
False |
138,017 |
10 |
9,432 |
9,091 |
341 |
3.7% |
175 |
1.9% |
54% |
False |
False |
129,037 |
20 |
9,432 |
8,828 |
604 |
6.5% |
157 |
1.7% |
74% |
False |
False |
129,641 |
40 |
9,432 |
8,018 |
1,414 |
15.2% |
157 |
1.7% |
89% |
False |
False |
129,006 |
60 |
9,432 |
8,018 |
1,414 |
15.2% |
159 |
1.7% |
89% |
False |
False |
102,382 |
80 |
9,432 |
7,814 |
1,618 |
17.4% |
164 |
1.8% |
90% |
False |
False |
76,814 |
100 |
9,432 |
7,338 |
2,094 |
22.6% |
174 |
1.9% |
93% |
False |
False |
61,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,115 |
2.618 |
9,802 |
1.618 |
9,610 |
1.000 |
9,491 |
0.618 |
9,418 |
HIGH |
9,299 |
0.618 |
9,226 |
0.500 |
9,203 |
0.382 |
9,180 |
LOW |
9,107 |
0.618 |
8,988 |
1.000 |
8,915 |
1.618 |
8,796 |
2.618 |
8,604 |
4.250 |
8,291 |
|
|
Fisher Pivots for day following 19-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,252 |
9,250 |
PP |
9,227 |
9,224 |
S1 |
9,203 |
9,199 |
|