Trading Metrics calculated at close of trading on 19-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,230.0 |
5,224.0 |
-6.0 |
-0.1% |
5,439.5 |
High |
5,254.5 |
5,280.0 |
25.5 |
0.5% |
5,458.0 |
Low |
5,210.0 |
5,165.0 |
-45.0 |
-0.9% |
5,265.0 |
Close |
5,235.5 |
5,234.5 |
-1.0 |
0.0% |
5,313.5 |
Range |
44.5 |
115.0 |
70.5 |
158.4% |
193.0 |
ATR |
112.4 |
112.6 |
0.2 |
0.2% |
0.0 |
Volume |
1,105 |
1,214 |
109 |
9.9% |
4,389 |
|
Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,571.5 |
5,518.0 |
5,297.8 |
|
R3 |
5,456.5 |
5,403.0 |
5,266.1 |
|
R2 |
5,341.5 |
5,341.5 |
5,255.6 |
|
R1 |
5,288.0 |
5,288.0 |
5,245.0 |
5,314.8 |
PP |
5,226.5 |
5,226.5 |
5,226.5 |
5,239.9 |
S1 |
5,173.0 |
5,173.0 |
5,224.0 |
5,199.8 |
S2 |
5,111.5 |
5,111.5 |
5,213.4 |
|
S3 |
4,996.5 |
5,058.0 |
5,202.9 |
|
S4 |
4,881.5 |
4,943.0 |
5,171.3 |
|
|
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 |
5,165.0 |
293.0 |
5.6% |
100.2 |
1.9% |
24% |
False |
True |
1,363 |
10 |
5,480.5 |
5,165.0 |
315.5 |
6.0% |
109.1 |
2.1% |
22% |
False |
True |
944 |
20 |
5,480.5 |
5,111.0 |
369.5 |
7.1% |
113.1 |
2.2% |
33% |
False |
False |
1,055 |
40 |
5,480.5 |
4,540.0 |
940.5 |
18.0% |
109.4 |
2.1% |
74% |
False |
False |
770 |
60 |
5,480.5 |
4,540.0 |
940.5 |
18.0% |
106.2 |
2.0% |
74% |
False |
False |
1,097 |
80 |
5,480.5 |
4,540.0 |
940.5 |
18.0% |
108.2 |
2.1% |
74% |
False |
False |
876 |
100 |
5,480.5 |
3,993.0 |
1,487.5 |
28.4% |
108.9 |
2.1% |
83% |
False |
False |
720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,768.8 |
2.618 |
5,581.1 |
1.618 |
5,466.1 |
1.000 |
5,395.0 |
0.618 |
5,351.1 |
HIGH |
5,280.0 |
0.618 |
5,236.1 |
0.500 |
5,222.5 |
0.382 |
5,208.9 |
LOW |
5,165.0 |
0.618 |
5,093.9 |
1.000 |
5,050.0 |
1.618 |
4,978.9 |
2.618 |
4,863.9 |
4.250 |
4,676.3 |
|
|
Fisher Pivots for day following 19-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,230.5 |
5,232.1 |
PP |
5,226.5 |
5,229.7 |
S1 |
5,222.5 |
5,227.3 |
|