Trading Metrics calculated at close of trading on 21-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
992.00 |
1,000.00 |
8.00 |
0.8% |
1,001.25 |
High |
1,003.25 |
1,022.00 |
18.75 |
1.9% |
1,022.00 |
Low |
990.00 |
992.25 |
2.25 |
0.2% |
971.25 |
Close |
1,000.00 |
1,020.50 |
20.50 |
2.1% |
1,020.50 |
Range |
13.25 |
29.75 |
16.50 |
124.5% |
50.75 |
ATR |
18.11 |
18.94 |
0.83 |
4.6% |
0.00 |
Volume |
4,424 |
4,580 |
156 |
3.5% |
20,567 |
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,100.75 |
1,090.50 |
1,036.75 |
|
R3 |
1,071.00 |
1,060.75 |
1,028.75 |
|
R2 |
1,041.25 |
1,041.25 |
1,026.00 |
|
R1 |
1,031.00 |
1,031.00 |
1,023.25 |
1,036.00 |
PP |
1,011.50 |
1,011.50 |
1,011.50 |
1,014.25 |
S1 |
1,001.25 |
1,001.25 |
1,017.75 |
1,006.50 |
S2 |
981.75 |
981.75 |
1,015.00 |
|
S3 |
952.00 |
971.50 |
1,012.25 |
|
S4 |
922.25 |
941.75 |
1,004.25 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,156.75 |
1,139.50 |
1,048.50 |
|
R3 |
1,106.00 |
1,088.75 |
1,034.50 |
|
R2 |
1,055.25 |
1,055.25 |
1,029.75 |
|
R1 |
1,038.00 |
1,038.00 |
1,025.25 |
1,046.50 |
PP |
1,004.50 |
1,004.50 |
1,004.50 |
1,009.00 |
S1 |
987.25 |
987.25 |
1,015.75 |
996.00 |
S2 |
953.75 |
953.75 |
1,011.25 |
|
S3 |
903.00 |
936.50 |
1,006.50 |
|
S4 |
852.25 |
885.75 |
992.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,022.00 |
971.25 |
50.75 |
5.0% |
21.50 |
2.1% |
97% |
True |
False |
4,113 |
10 |
1,022.00 |
971.25 |
50.75 |
5.0% |
20.25 |
2.0% |
97% |
True |
False |
3,647 |
20 |
1,022.00 |
960.00 |
62.00 |
6.1% |
18.25 |
1.8% |
98% |
True |
False |
2,691 |
40 |
1,022.00 |
861.25 |
160.75 |
15.8% |
17.75 |
1.7% |
99% |
True |
False |
2,262 |
60 |
1,022.00 |
861.25 |
160.75 |
15.8% |
17.25 |
1.7% |
99% |
True |
False |
1,731 |
80 |
1,022.00 |
857.00 |
165.00 |
16.2% |
18.00 |
1.8% |
99% |
True |
False |
1,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,148.50 |
2.618 |
1,100.00 |
1.618 |
1,070.25 |
1.000 |
1,051.75 |
0.618 |
1,040.50 |
HIGH |
1,022.00 |
0.618 |
1,010.75 |
0.500 |
1,007.00 |
0.382 |
1,003.50 |
LOW |
992.25 |
0.618 |
973.75 |
1.000 |
962.50 |
1.618 |
944.00 |
2.618 |
914.25 |
4.250 |
865.75 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,016.00 |
1,012.75 |
PP |
1,011.50 |
1,005.00 |
S1 |
1,007.00 |
997.25 |
|