Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,008.50 |
1,001.25 |
-7.25 |
-0.7% |
1,001.00 |
High |
1,010.75 |
1,001.25 |
-9.50 |
-0.9% |
1,010.75 |
Low |
988.00 |
971.25 |
-16.75 |
-1.7% |
981.50 |
Close |
1,001.25 |
973.75 |
-27.50 |
-2.7% |
1,001.25 |
Range |
22.75 |
30.00 |
7.25 |
31.9% |
29.25 |
ATR |
17.76 |
18.64 |
0.87 |
4.9% |
0.00 |
Volume |
5,798 |
5,967 |
169 |
2.9% |
15,906 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,072.00 |
1,053.00 |
990.25 |
|
R3 |
1,042.00 |
1,023.00 |
982.00 |
|
R2 |
1,012.00 |
1,012.00 |
979.25 |
|
R1 |
993.00 |
993.00 |
976.50 |
987.50 |
PP |
982.00 |
982.00 |
982.00 |
979.50 |
S1 |
963.00 |
963.00 |
971.00 |
957.50 |
S2 |
952.00 |
952.00 |
968.25 |
|
S3 |
922.00 |
933.00 |
965.50 |
|
S4 |
892.00 |
903.00 |
957.25 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,085.50 |
1,072.75 |
1,017.25 |
|
R3 |
1,056.25 |
1,043.50 |
1,009.25 |
|
R2 |
1,027.00 |
1,027.00 |
1,006.50 |
|
R1 |
1,014.25 |
1,014.25 |
1,004.00 |
1,020.50 |
PP |
997.75 |
997.75 |
997.75 |
1,001.00 |
S1 |
985.00 |
985.00 |
998.50 |
991.50 |
S2 |
968.50 |
968.50 |
996.00 |
|
S3 |
939.25 |
955.75 |
993.25 |
|
S4 |
910.00 |
926.50 |
985.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,010.75 |
971.25 |
39.50 |
4.1% |
23.00 |
2.4% |
6% |
False |
True |
3,832 |
10 |
1,011.25 |
971.25 |
40.00 |
4.1% |
19.50 |
2.0% |
6% |
False |
True |
2,958 |
20 |
1,011.25 |
935.50 |
75.75 |
7.8% |
18.00 |
1.8% |
50% |
False |
False |
2,378 |
40 |
1,011.25 |
861.25 |
150.00 |
15.4% |
17.25 |
1.8% |
75% |
False |
False |
2,143 |
60 |
1,011.25 |
861.25 |
150.00 |
15.4% |
17.25 |
1.8% |
75% |
False |
False |
1,488 |
80 |
1,011.25 |
833.50 |
177.75 |
18.3% |
17.75 |
1.8% |
79% |
False |
False |
1,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,128.75 |
2.618 |
1,079.75 |
1.618 |
1,049.75 |
1.000 |
1,031.25 |
0.618 |
1,019.75 |
HIGH |
1,001.25 |
0.618 |
989.75 |
0.500 |
986.25 |
0.382 |
982.75 |
LOW |
971.25 |
0.618 |
952.75 |
1.000 |
941.25 |
1.618 |
922.75 |
2.618 |
892.75 |
4.250 |
843.75 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
986.25 |
991.00 |
PP |
982.00 |
985.25 |
S1 |
978.00 |
979.50 |
|