Trading Metrics calculated at close of trading on 20-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,224.0 |
5,296.0 |
72.0 |
1.4% |
5,439.5 |
High |
5,280.0 |
5,334.5 |
54.5 |
1.0% |
5,458.0 |
Low |
5,165.0 |
5,275.0 |
110.0 |
2.1% |
5,265.0 |
Close |
5,234.5 |
5,308.0 |
73.5 |
1.4% |
5,313.5 |
Range |
115.0 |
59.5 |
-55.5 |
-48.3% |
193.0 |
ATR |
112.6 |
111.7 |
-0.9 |
-0.8% |
0.0 |
Volume |
1,214 |
1,186 |
-28 |
-2.3% |
4,389 |
|
Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,484.3 |
5,455.7 |
5,340.7 |
|
R3 |
5,424.8 |
5,396.2 |
5,324.4 |
|
R2 |
5,365.3 |
5,365.3 |
5,318.9 |
|
R1 |
5,336.7 |
5,336.7 |
5,313.5 |
5,351.0 |
PP |
5,305.8 |
5,305.8 |
5,305.8 |
5,313.0 |
S1 |
5,277.2 |
5,277.2 |
5,302.5 |
5,291.5 |
S2 |
5,246.3 |
5,246.3 |
5,297.1 |
|
S3 |
5,186.8 |
5,217.7 |
5,291.6 |
|
S4 |
5,127.3 |
5,158.2 |
5,275.3 |
|
|
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 |
5,445.0 |
5,165.0 |
280.0 |
5.3% |
93.3 |
1.8% |
51% |
False |
False |
1,089 |
10 |
5,480.5 |
5,165.0 |
315.5 |
5.9% |
106.6 |
2.0% |
45% |
False |
False |
980 |
20 |
5,480.5 |
5,152.5 |
328.0 |
6.2% |
108.0 |
2.0% |
47% |
False |
False |
987 |
40 |
5,480.5 |
4,540.0 |
940.5 |
17.7% |
107.9 |
2.0% |
82% |
False |
False |
787 |
60 |
5,480.5 |
4,540.0 |
940.5 |
17.7% |
106.3 |
2.0% |
82% |
False |
False |
1,116 |
80 |
5,480.5 |
4,540.0 |
940.5 |
17.7% |
107.6 |
2.0% |
82% |
False |
False |
889 |
100 |
5,480.5 |
4,025.5 |
1,455.0 |
27.4% |
108.4 |
2.0% |
88% |
False |
False |
730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,587.4 |
2.618 |
5,490.3 |
1.618 |
5,430.8 |
1.000 |
5,394.0 |
0.618 |
5,371.3 |
HIGH |
5,334.5 |
0.618 |
5,311.8 |
0.500 |
5,304.8 |
0.382 |
5,297.7 |
LOW |
5,275.0 |
0.618 |
5,238.2 |
1.000 |
5,215.5 |
1.618 |
5,178.7 |
2.618 |
5,119.2 |
4.250 |
5,022.1 |
|
|
Fisher Pivots for day following 20-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,306.9 |
5,288.6 |
PP |
5,305.8 |
5,269.2 |
S1 |
5,304.8 |
5,249.8 |
|