Trading Metrics calculated at close of trading on 24-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,000.00 |
1,020.50 |
20.50 |
2.1% |
1,001.25 |
High |
1,022.00 |
1,030.25 |
8.25 |
0.8% |
1,022.00 |
Low |
992.25 |
1,017.00 |
24.75 |
2.5% |
971.25 |
Close |
1,020.50 |
1,020.00 |
-0.50 |
0.0% |
1,020.50 |
Range |
29.75 |
13.25 |
-16.50 |
-55.5% |
50.75 |
ATR |
18.94 |
18.54 |
-0.41 |
-2.1% |
0.00 |
Volume |
4,580 |
4,288 |
-292 |
-6.4% |
20,567 |
|
Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,062.25 |
1,054.25 |
1,027.25 |
|
R3 |
1,049.00 |
1,041.00 |
1,023.75 |
|
R2 |
1,035.75 |
1,035.75 |
1,022.50 |
|
R1 |
1,027.75 |
1,027.75 |
1,021.25 |
1,025.00 |
PP |
1,022.50 |
1,022.50 |
1,022.50 |
1,021.00 |
S1 |
1,014.50 |
1,014.50 |
1,018.75 |
1,012.00 |
S2 |
1,009.25 |
1,009.25 |
1,017.50 |
|
S3 |
996.00 |
1,001.25 |
1,016.25 |
|
S4 |
982.75 |
988.00 |
1,012.75 |
|
|
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 |
1,030.25 |
972.00 |
58.25 |
5.7% |
18.25 |
1.8% |
82% |
True |
False |
3,777 |
10 |
1,030.25 |
971.25 |
59.00 |
5.8% |
20.50 |
2.0% |
83% |
True |
False |
3,804 |
20 |
1,030.25 |
960.00 |
70.25 |
6.9% |
18.25 |
1.8% |
85% |
True |
False |
2,837 |
40 |
1,030.25 |
861.25 |
169.00 |
16.6% |
17.50 |
1.7% |
94% |
True |
False |
2,340 |
60 |
1,030.25 |
861.25 |
169.00 |
16.6% |
17.00 |
1.7% |
94% |
True |
False |
1,802 |
80 |
1,030.25 |
861.25 |
169.00 |
16.6% |
18.00 |
1.8% |
94% |
True |
False |
1,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,086.50 |
2.618 |
1,065.00 |
1.618 |
1,051.75 |
1.000 |
1,043.50 |
0.618 |
1,038.50 |
HIGH |
1,030.25 |
0.618 |
1,025.25 |
0.500 |
1,023.50 |
0.382 |
1,022.00 |
LOW |
1,017.00 |
0.618 |
1,008.75 |
1.000 |
1,003.75 |
1.618 |
995.50 |
2.618 |
982.25 |
4.250 |
960.75 |
|
|
Fisher Pivots for day following 24-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,023.50 |
1,016.75 |
PP |
1,022.50 |
1,013.50 |
S1 |
1,021.25 |
1,010.00 |
|