Trading Metrics calculated at close of trading on 19-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
973.25 |
983.75 |
10.50 |
1.1% |
1,001.00 |
High |
985.25 |
994.00 |
8.75 |
0.9% |
1,010.75 |
Low |
972.00 |
972.50 |
0.50 |
0.1% |
981.50 |
Close |
985.00 |
992.50 |
7.50 |
0.8% |
1,001.25 |
Range |
13.25 |
21.50 |
8.25 |
62.3% |
29.25 |
ATR |
18.25 |
18.49 |
0.23 |
1.3% |
0.00 |
Volume |
3,187 |
2,409 |
-778 |
-24.4% |
15,906 |
|
Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,050.75 |
1,043.25 |
1,004.25 |
|
R3 |
1,029.25 |
1,021.75 |
998.50 |
|
R2 |
1,007.75 |
1,007.75 |
996.50 |
|
R1 |
1,000.25 |
1,000.25 |
994.50 |
1,004.00 |
PP |
986.25 |
986.25 |
986.25 |
988.25 |
S1 |
978.75 |
978.75 |
990.50 |
982.50 |
S2 |
964.75 |
964.75 |
988.50 |
|
S3 |
943.25 |
957.25 |
986.50 |
|
S4 |
921.75 |
935.75 |
980.75 |
|
|
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% |
20.75 |
2.1% |
54% |
False |
False |
4,261 |
10 |
1,011.25 |
971.25 |
40.00 |
4.0% |
20.25 |
2.0% |
53% |
False |
False |
3,088 |
20 |
1,011.25 |
944.75 |
66.50 |
6.7% |
18.25 |
1.8% |
72% |
False |
False |
2,537 |
40 |
1,011.25 |
861.25 |
150.00 |
15.1% |
17.50 |
1.8% |
88% |
False |
False |
2,179 |
60 |
1,011.25 |
861.25 |
150.00 |
15.1% |
17.00 |
1.7% |
88% |
False |
False |
1,582 |
80 |
1,011.25 |
857.00 |
154.25 |
15.5% |
17.75 |
1.8% |
88% |
False |
False |
1,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,085.50 |
2.618 |
1,050.25 |
1.618 |
1,028.75 |
1.000 |
1,015.50 |
0.618 |
1,007.25 |
HIGH |
994.00 |
0.618 |
985.75 |
0.500 |
983.25 |
0.382 |
980.75 |
LOW |
972.50 |
0.618 |
959.25 |
1.000 |
951.00 |
1.618 |
937.75 |
2.618 |
916.25 |
4.250 |
881.00 |
|
|
Fisher Pivots for day following 19-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
989.50 |
990.50 |
PP |
986.25 |
988.25 |
S1 |
983.25 |
986.25 |
|