Trading Metrics calculated at close of trading on 12-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,002.25 |
987.75 |
-14.50 |
-1.4% |
981.75 |
High |
1,006.00 |
1,007.00 |
1.00 |
0.1% |
1,011.25 |
Low |
985.75 |
981.50 |
-4.25 |
-0.4% |
978.00 |
Close |
988.50 |
997.75 |
9.25 |
0.9% |
1,002.00 |
Range |
20.25 |
25.50 |
5.25 |
25.9% |
33.25 |
ATR |
16.81 |
17.43 |
0.62 |
3.7% |
0.00 |
Volume |
1,139 |
2,311 |
1,172 |
102.9% |
9,227 |
|
Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,072.00 |
1,060.25 |
1,011.75 |
|
R3 |
1,046.50 |
1,034.75 |
1,004.75 |
|
R2 |
1,021.00 |
1,021.00 |
1,002.50 |
|
R1 |
1,009.25 |
1,009.25 |
1,000.00 |
1,015.00 |
PP |
995.50 |
995.50 |
995.50 |
998.25 |
S1 |
983.75 |
983.75 |
995.50 |
989.50 |
S2 |
970.00 |
970.00 |
993.00 |
|
S3 |
944.50 |
958.25 |
990.75 |
|
S4 |
919.00 |
932.75 |
983.75 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,096.75 |
1,082.75 |
1,020.25 |
|
R3 |
1,063.50 |
1,049.50 |
1,011.25 |
|
R2 |
1,030.25 |
1,030.25 |
1,008.00 |
|
R1 |
1,016.25 |
1,016.25 |
1,005.00 |
1,023.25 |
PP |
997.00 |
997.00 |
997.00 |
1,000.50 |
S1 |
983.00 |
983.00 |
999.00 |
990.00 |
S2 |
963.75 |
963.75 |
996.00 |
|
S3 |
930.50 |
949.75 |
992.75 |
|
S4 |
897.25 |
916.50 |
983.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,011.25 |
981.50 |
29.75 |
3.0% |
19.75 |
2.0% |
55% |
False |
True |
1,916 |
10 |
1,011.25 |
969.75 |
41.50 |
4.2% |
17.50 |
1.8% |
67% |
False |
False |
1,883 |
20 |
1,011.25 |
917.00 |
94.25 |
9.4% |
16.75 |
1.7% |
86% |
False |
False |
1,805 |
40 |
1,011.25 |
861.25 |
150.00 |
15.0% |
17.00 |
1.7% |
91% |
False |
False |
1,787 |
60 |
1,011.25 |
861.25 |
150.00 |
15.0% |
17.00 |
1.7% |
91% |
False |
False |
1,228 |
80 |
1,011.25 |
828.00 |
183.25 |
18.4% |
17.50 |
1.7% |
93% |
False |
False |
929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,115.50 |
2.618 |
1,073.75 |
1.618 |
1,048.25 |
1.000 |
1,032.50 |
0.618 |
1,022.75 |
HIGH |
1,007.00 |
0.618 |
997.25 |
0.500 |
994.25 |
0.382 |
991.25 |
LOW |
981.50 |
0.618 |
965.75 |
1.000 |
956.00 |
1.618 |
940.25 |
2.618 |
914.75 |
4.250 |
873.00 |
|
|
Fisher Pivots for day following 12-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
996.50 |
996.50 |
PP |
995.50 |
995.50 |
S1 |
994.25 |
994.25 |
|