Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,001.25 |
973.25 |
-28.00 |
-2.8% |
1,001.00 |
High |
1,001.25 |
985.25 |
-16.00 |
-1.6% |
1,010.75 |
Low |
971.25 |
972.00 |
0.75 |
0.1% |
981.50 |
Close |
973.75 |
985.00 |
11.25 |
1.2% |
1,001.25 |
Range |
30.00 |
13.25 |
-16.75 |
-55.8% |
29.25 |
ATR |
18.64 |
18.25 |
-0.38 |
-2.1% |
0.00 |
Volume |
5,967 |
3,187 |
-2,780 |
-46.6% |
15,906 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,020.50 |
1,016.00 |
992.25 |
|
R3 |
1,007.25 |
1,002.75 |
988.75 |
|
R2 |
994.00 |
994.00 |
987.50 |
|
R1 |
989.50 |
989.50 |
986.25 |
991.75 |
PP |
980.75 |
980.75 |
980.75 |
982.00 |
S1 |
976.25 |
976.25 |
983.75 |
978.50 |
S2 |
967.50 |
967.50 |
982.50 |
|
S3 |
954.25 |
963.00 |
981.25 |
|
S4 |
941.00 |
949.75 |
977.75 |
|
|
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 |
4.0% |
21.75 |
2.2% |
35% |
False |
False |
4,241 |
10 |
1,011.25 |
971.25 |
40.00 |
4.1% |
19.75 |
2.0% |
34% |
False |
False |
3,071 |
20 |
1,011.25 |
939.50 |
71.75 |
7.3% |
17.75 |
1.8% |
63% |
False |
False |
2,497 |
40 |
1,011.25 |
861.25 |
150.00 |
15.2% |
17.50 |
1.8% |
83% |
False |
False |
2,148 |
60 |
1,011.25 |
861.25 |
150.00 |
15.2% |
17.00 |
1.7% |
83% |
False |
False |
1,542 |
80 |
1,011.25 |
833.50 |
177.75 |
18.0% |
17.75 |
1.8% |
85% |
False |
False |
1,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,041.50 |
2.618 |
1,020.00 |
1.618 |
1,006.75 |
1.000 |
998.50 |
0.618 |
993.50 |
HIGH |
985.25 |
0.618 |
980.25 |
0.500 |
978.50 |
0.382 |
977.00 |
LOW |
972.00 |
0.618 |
963.75 |
1.000 |
958.75 |
1.618 |
950.50 |
2.618 |
937.25 |
4.250 |
915.75 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
983.00 |
991.00 |
PP |
980.75 |
989.00 |
S1 |
978.50 |
987.00 |
|