Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,309.5 |
5,368.0 |
58.5 |
1.1% |
5,337.5 |
High |
5,385.0 |
5,458.0 |
73.0 |
1.4% |
5,480.5 |
Low |
5,265.0 |
5,364.0 |
99.0 |
1.9% |
5,320.0 |
Close |
5,354.0 |
5,402.0 |
48.0 |
0.9% |
5,466.0 |
Range |
120.0 |
94.0 |
-26.0 |
-21.7% |
160.5 |
ATR |
115.6 |
114.7 |
-0.8 |
-0.7% |
0.0 |
Volume |
1,017 |
2,553 |
1,536 |
151.0% |
4,330 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,690.0 |
5,640.0 |
5,453.7 |
|
R3 |
5,596.0 |
5,546.0 |
5,427.9 |
|
R2 |
5,502.0 |
5,502.0 |
5,419.2 |
|
R1 |
5,452.0 |
5,452.0 |
5,410.6 |
5,477.0 |
PP |
5,408.0 |
5,408.0 |
5,408.0 |
5,420.5 |
S1 |
5,358.0 |
5,358.0 |
5,393.4 |
5,383.0 |
S2 |
5,314.0 |
5,314.0 |
5,384.8 |
|
S3 |
5,220.0 |
5,264.0 |
5,376.2 |
|
S4 |
5,126.0 |
5,170.0 |
5,350.3 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,903.7 |
5,845.3 |
5,554.3 |
|
R3 |
5,743.2 |
5,684.8 |
5,510.1 |
|
R2 |
5,582.7 |
5,582.7 |
5,495.4 |
|
R1 |
5,524.3 |
5,524.3 |
5,480.7 |
5,553.5 |
PP |
5,422.2 |
5,422.2 |
5,422.2 |
5,436.8 |
S1 |
5,363.8 |
5,363.8 |
5,451.3 |
5,393.0 |
S2 |
5,261.7 |
5,261.7 |
5,436.6 |
|
S3 |
5,101.2 |
5,203.3 |
5,421.9 |
|
S4 |
4,940.7 |
5,042.8 |
5,377.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,480.5 |
5,265.0 |
215.5 |
4.0% |
119.9 |
2.2% |
64% |
False |
False |
871 |
10 |
5,480.5 |
5,265.0 |
215.5 |
4.0% |
108.0 |
2.0% |
64% |
False |
False |
885 |
20 |
5,480.5 |
4,965.5 |
515.0 |
9.5% |
107.8 |
2.0% |
85% |
False |
False |
883 |
40 |
5,480.5 |
4,540.0 |
940.5 |
17.4% |
110.6 |
2.0% |
92% |
False |
False |
778 |
60 |
5,480.5 |
4,540.0 |
940.5 |
17.4% |
107.2 |
2.0% |
92% |
False |
False |
1,039 |
80 |
5,480.5 |
4,540.0 |
940.5 |
17.4% |
107.0 |
2.0% |
92% |
False |
False |
825 |
100 |
5,480.5 |
3,993.0 |
1,487.5 |
27.5% |
108.3 |
2.0% |
95% |
False |
False |
690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,857.5 |
2.618 |
5,704.1 |
1.618 |
5,610.1 |
1.000 |
5,552.0 |
0.618 |
5,516.1 |
HIGH |
5,458.0 |
0.618 |
5,422.1 |
0.500 |
5,411.0 |
0.382 |
5,399.9 |
LOW |
5,364.0 |
0.618 |
5,305.9 |
1.000 |
5,270.0 |
1.618 |
5,211.9 |
2.618 |
5,117.9 |
4.250 |
4,964.5 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,411.0 |
5,388.5 |
PP |
5,408.0 |
5,375.0 |
S1 |
5,405.0 |
5,361.5 |
|