Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,289.5 |
5,230.0 |
-59.5 |
-1.1% |
5,439.5 |
High |
5,289.5 |
5,254.5 |
-35.0 |
-0.7% |
5,458.0 |
Low |
5,186.0 |
5,210.0 |
24.0 |
0.5% |
5,265.0 |
Close |
5,213.5 |
5,235.5 |
22.0 |
0.4% |
5,313.5 |
Range |
103.5 |
44.5 |
-59.0 |
-57.0% |
193.0 |
ATR |
117.6 |
112.4 |
-5.2 |
-4.4% |
0.0 |
Volume |
1,568 |
1,105 |
-463 |
-29.5% |
4,389 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,366.8 |
5,345.7 |
5,260.0 |
|
R3 |
5,322.3 |
5,301.2 |
5,247.7 |
|
R2 |
5,277.8 |
5,277.8 |
5,243.7 |
|
R1 |
5,256.7 |
5,256.7 |
5,239.6 |
5,267.3 |
PP |
5,233.3 |
5,233.3 |
5,233.3 |
5,238.6 |
S1 |
5,212.2 |
5,212.2 |
5,231.4 |
5,222.8 |
S2 |
5,188.8 |
5,188.8 |
5,227.3 |
|
S3 |
5,144.3 |
5,167.7 |
5,223.3 |
|
S4 |
5,099.8 |
5,123.2 |
5,211.0 |
|
|
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% |
101.2 |
1.9% |
18% |
False |
False |
1,323 |
10 |
5,480.5 |
5,186.0 |
294.5 |
5.6% |
109.0 |
2.1% |
17% |
False |
False |
858 |
20 |
5,480.5 |
5,057.0 |
423.5 |
8.1% |
111.8 |
2.1% |
42% |
False |
False |
1,001 |
40 |
5,480.5 |
4,540.0 |
940.5 |
18.0% |
109.8 |
2.1% |
74% |
False |
False |
750 |
60 |
5,480.5 |
4,540.0 |
940.5 |
18.0% |
105.6 |
2.0% |
74% |
False |
False |
1,079 |
80 |
5,480.5 |
4,540.0 |
940.5 |
18.0% |
107.6 |
2.1% |
74% |
False |
False |
862 |
100 |
5,480.5 |
3,993.0 |
1,487.5 |
28.4% |
108.8 |
2.1% |
84% |
False |
False |
710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,443.6 |
2.618 |
5,371.0 |
1.618 |
5,326.5 |
1.000 |
5,299.0 |
0.618 |
5,282.0 |
HIGH |
5,254.5 |
0.618 |
5,237.5 |
0.500 |
5,232.3 |
0.382 |
5,227.0 |
LOW |
5,210.0 |
0.618 |
5,182.5 |
1.000 |
5,165.5 |
1.618 |
5,138.0 |
2.618 |
5,093.5 |
4.250 |
5,020.9 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,234.4 |
5,315.5 |
PP |
5,233.3 |
5,288.8 |
S1 |
5,232.3 |
5,262.2 |
|