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 |
9,277 |
9,318 |
41 |
0.4% |
9,305 |
High |
9,348 |
9,508 |
160 |
1.7% |
9,508 |
Low |
9,244 |
9,249 |
5 |
0.1% |
9,091 |
Close |
9,320 |
9,489 |
169 |
1.8% |
9,489 |
Range |
104 |
259 |
155 |
149.0% |
417 |
ATR |
158 |
165 |
7 |
4.6% |
0 |
Volume |
144,978 |
110,512 |
-34,466 |
-23.8% |
660,947 |
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,192 |
10,100 |
9,632 |
|
R3 |
9,933 |
9,841 |
9,560 |
|
R2 |
9,674 |
9,674 |
9,537 |
|
R1 |
9,582 |
9,582 |
9,513 |
9,628 |
PP |
9,415 |
9,415 |
9,415 |
9,439 |
S1 |
9,323 |
9,323 |
9,465 |
9,369 |
S2 |
9,156 |
9,156 |
9,442 |
|
S3 |
8,897 |
9,064 |
9,418 |
|
S4 |
8,638 |
8,805 |
9,347 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,614 |
10,468 |
9,718 |
|
R3 |
10,197 |
10,051 |
9,604 |
|
R2 |
9,780 |
9,780 |
9,566 |
|
R1 |
9,634 |
9,634 |
9,527 |
9,707 |
PP |
9,363 |
9,363 |
9,363 |
9,399 |
S1 |
9,217 |
9,217 |
9,451 |
9,290 |
S2 |
8,946 |
8,946 |
9,413 |
|
S3 |
8,529 |
8,800 |
9,374 |
|
S4 |
8,112 |
8,383 |
9,260 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,508 |
9,091 |
417 |
4.4% |
176 |
1.8% |
95% |
True |
False |
132,189 |
10 |
9,508 |
9,091 |
417 |
4.4% |
174 |
1.8% |
95% |
True |
False |
127,621 |
20 |
9,508 |
8,955 |
553 |
5.8% |
158 |
1.7% |
97% |
True |
False |
128,392 |
40 |
9,508 |
8,018 |
1,490 |
15.7% |
156 |
1.6% |
99% |
True |
False |
128,597 |
60 |
9,508 |
8,018 |
1,490 |
15.7% |
158 |
1.7% |
99% |
True |
False |
106,630 |
80 |
9,508 |
7,999 |
1,509 |
15.9% |
163 |
1.7% |
99% |
True |
False |
80,005 |
100 |
9,508 |
7,383 |
2,125 |
22.4% |
173 |
1.8% |
99% |
True |
False |
64,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,609 |
2.618 |
10,186 |
1.618 |
9,927 |
1.000 |
9,767 |
0.618 |
9,668 |
HIGH |
9,508 |
0.618 |
9,409 |
0.500 |
9,379 |
0.382 |
9,348 |
LOW |
9,249 |
0.618 |
9,089 |
1.000 |
8,990 |
1.618 |
8,830 |
2.618 |
8,571 |
4.250 |
8,148 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,452 |
9,429 |
PP |
9,415 |
9,368 |
S1 |
9,379 |
9,308 |
|