Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,415.0 |
5,289.5 |
-125.5 |
-2.3% |
5,439.5 |
High |
5,445.0 |
5,289.5 |
-155.5 |
-2.9% |
5,458.0 |
Low |
5,301.0 |
5,186.0 |
-115.0 |
-2.2% |
5,265.0 |
Close |
5,313.5 |
5,213.5 |
-100.0 |
-1.9% |
5,313.5 |
Range |
144.0 |
103.5 |
-40.5 |
-28.1% |
193.0 |
ATR |
116.8 |
117.6 |
0.8 |
0.7% |
0.0 |
Volume |
376 |
1,568 |
1,192 |
317.0% |
4,389 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,540.2 |
5,480.3 |
5,270.4 |
|
R3 |
5,436.7 |
5,376.8 |
5,242.0 |
|
R2 |
5,333.2 |
5,333.2 |
5,232.5 |
|
R1 |
5,273.3 |
5,273.3 |
5,223.0 |
5,251.5 |
PP |
5,229.7 |
5,229.7 |
5,229.7 |
5,218.8 |
S1 |
5,169.8 |
5,169.8 |
5,204.0 |
5,148.0 |
S2 |
5,126.2 |
5,126.2 |
5,194.5 |
|
S3 |
5,022.7 |
5,066.3 |
5,185.0 |
|
S4 |
4,919.2 |
4,962.8 |
5,156.6 |
|
|
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 |
5,186.0 |
272.0 |
5.2% |
127.6 |
2.4% |
10% |
False |
True |
1,161 |
10 |
5,480.5 |
5,186.0 |
294.5 |
5.6% |
110.9 |
2.1% |
9% |
False |
True |
771 |
20 |
5,480.5 |
5,038.5 |
442.0 |
8.5% |
114.8 |
2.2% |
40% |
False |
False |
966 |
40 |
5,480.5 |
4,540.0 |
940.5 |
18.0% |
110.5 |
2.1% |
72% |
False |
False |
732 |
60 |
5,480.5 |
4,540.0 |
940.5 |
18.0% |
108.3 |
2.1% |
72% |
False |
False |
1,068 |
80 |
5,480.5 |
4,540.0 |
940.5 |
18.0% |
108.5 |
2.1% |
72% |
False |
False |
848 |
100 |
5,480.5 |
3,993.0 |
1,487.5 |
28.5% |
109.1 |
2.1% |
82% |
False |
False |
706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,729.4 |
2.618 |
5,560.5 |
1.618 |
5,457.0 |
1.000 |
5,393.0 |
0.618 |
5,353.5 |
HIGH |
5,289.5 |
0.618 |
5,250.0 |
0.500 |
5,237.8 |
0.382 |
5,225.5 |
LOW |
5,186.0 |
0.618 |
5,122.0 |
1.000 |
5,082.5 |
1.618 |
5,018.5 |
2.618 |
4,915.0 |
4.250 |
4,746.1 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,237.8 |
5,322.0 |
PP |
5,229.7 |
5,285.8 |
S1 |
5,221.6 |
5,249.7 |
|