Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,368.0 |
5,415.0 |
47.0 |
0.9% |
5,439.5 |
High |
5,458.0 |
5,445.0 |
-13.0 |
-0.2% |
5,458.0 |
Low |
5,364.0 |
5,301.0 |
-63.0 |
-1.2% |
5,265.0 |
Close |
5,402.0 |
5,313.5 |
-88.5 |
-1.6% |
5,313.5 |
Range |
94.0 |
144.0 |
50.0 |
53.2% |
193.0 |
ATR |
114.7 |
116.8 |
2.1 |
1.8% |
0.0 |
Volume |
2,553 |
376 |
-2,177 |
-85.3% |
4,389 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,785.2 |
5,693.3 |
5,392.7 |
|
R3 |
5,641.2 |
5,549.3 |
5,353.1 |
|
R2 |
5,497.2 |
5,497.2 |
5,339.9 |
|
R1 |
5,405.3 |
5,405.3 |
5,326.7 |
5,379.3 |
PP |
5,353.2 |
5,353.2 |
5,353.2 |
5,340.1 |
S1 |
5,261.3 |
5,261.3 |
5,300.3 |
5,235.3 |
S2 |
5,209.2 |
5,209.2 |
5,287.1 |
|
S3 |
5,065.2 |
5,117.3 |
5,273.9 |
|
S4 |
4,921.2 |
4,973.3 |
5,234.3 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,924.5 |
5,812.0 |
5,419.7 |
|
R3 |
5,731.5 |
5,619.0 |
5,366.6 |
|
R2 |
5,538.5 |
5,538.5 |
5,348.9 |
|
R1 |
5,426.0 |
5,426.0 |
5,331.2 |
5,385.8 |
PP |
5,345.5 |
5,345.5 |
5,345.5 |
5,325.4 |
S1 |
5,233.0 |
5,233.0 |
5,295.8 |
5,192.8 |
S2 |
5,152.5 |
5,152.5 |
5,278.1 |
|
S3 |
4,959.5 |
5,040.0 |
5,260.4 |
|
S4 |
4,766.5 |
4,847.0 |
5,207.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,458.0 |
5,265.0 |
193.0 |
3.6% |
116.6 |
2.2% |
25% |
False |
False |
877 |
10 |
5,480.5 |
5,265.0 |
215.5 |
4.1% |
114.8 |
2.2% |
23% |
False |
False |
871 |
20 |
5,480.5 |
5,012.5 |
468.0 |
8.8% |
112.2 |
2.1% |
64% |
False |
False |
893 |
40 |
5,480.5 |
4,540.0 |
940.5 |
17.7% |
112.8 |
2.1% |
82% |
False |
False |
706 |
60 |
5,480.5 |
4,540.0 |
940.5 |
17.7% |
108.2 |
2.0% |
82% |
False |
False |
1,044 |
80 |
5,480.5 |
4,540.0 |
940.5 |
17.7% |
108.1 |
2.0% |
82% |
False |
False |
829 |
100 |
5,480.5 |
3,993.0 |
1,487.5 |
28.0% |
109.2 |
2.1% |
89% |
False |
False |
694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,057.0 |
2.618 |
5,822.0 |
1.618 |
5,678.0 |
1.000 |
5,589.0 |
0.618 |
5,534.0 |
HIGH |
5,445.0 |
0.618 |
5,390.0 |
0.500 |
5,373.0 |
0.382 |
5,356.0 |
LOW |
5,301.0 |
0.618 |
5,212.0 |
1.000 |
5,157.0 |
1.618 |
5,068.0 |
2.618 |
4,924.0 |
4.250 |
4,689.0 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,373.0 |
5,361.5 |
PP |
5,353.2 |
5,345.5 |
S1 |
5,333.3 |
5,329.5 |
|