Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
987.75 |
999.25 |
11.50 |
1.2% |
981.75 |
High |
1,007.00 |
1,010.50 |
3.50 |
0.3% |
1,011.25 |
Low |
981.50 |
993.75 |
12.25 |
1.2% |
978.00 |
Close |
997.75 |
1,009.00 |
11.25 |
1.1% |
1,002.00 |
Range |
25.50 |
16.75 |
-8.75 |
-34.3% |
33.25 |
ATR |
17.43 |
17.38 |
-0.05 |
-0.3% |
0.00 |
Volume |
2,311 |
3,946 |
1,635 |
70.7% |
9,227 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,054.75 |
1,048.50 |
1,018.25 |
|
R3 |
1,038.00 |
1,031.75 |
1,013.50 |
|
R2 |
1,021.25 |
1,021.25 |
1,012.00 |
|
R1 |
1,015.00 |
1,015.00 |
1,010.50 |
1,018.00 |
PP |
1,004.50 |
1,004.50 |
1,004.50 |
1,006.00 |
S1 |
998.25 |
998.25 |
1,007.50 |
1,001.50 |
S2 |
987.75 |
987.75 |
1,006.00 |
|
S3 |
971.00 |
981.50 |
1,004.50 |
|
S4 |
954.25 |
964.75 |
999.75 |
|
|
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 |
2.9% |
19.50 |
1.9% |
92% |
False |
False |
2,355 |
10 |
1,011.25 |
974.25 |
37.00 |
3.7% |
17.25 |
1.7% |
94% |
False |
False |
2,056 |
20 |
1,011.25 |
924.00 |
87.25 |
8.6% |
16.50 |
1.6% |
97% |
False |
False |
1,941 |
40 |
1,011.25 |
861.25 |
150.00 |
14.9% |
17.00 |
1.7% |
99% |
False |
False |
1,881 |
60 |
1,011.25 |
861.25 |
150.00 |
14.9% |
17.00 |
1.7% |
99% |
False |
False |
1,293 |
80 |
1,011.25 |
828.00 |
183.25 |
18.2% |
17.50 |
1.7% |
99% |
False |
False |
978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,081.75 |
2.618 |
1,054.25 |
1.618 |
1,037.50 |
1.000 |
1,027.25 |
0.618 |
1,020.75 |
HIGH |
1,010.50 |
0.618 |
1,004.00 |
0.500 |
1,002.00 |
0.382 |
1,000.25 |
LOW |
993.75 |
0.618 |
983.50 |
1.000 |
977.00 |
1.618 |
966.75 |
2.618 |
950.00 |
4.250 |
922.50 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,006.75 |
1,004.75 |
PP |
1,004.50 |
1,000.25 |
S1 |
1,002.00 |
996.00 |
|