Trading Metrics calculated at close of trading on 21-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,296.0 |
5,290.0 |
-6.0 |
-0.1% |
5,289.5 |
High |
5,334.5 |
5,482.5 |
148.0 |
2.8% |
5,482.5 |
Low |
5,275.0 |
5,290.0 |
15.0 |
0.3% |
5,165.0 |
Close |
5,308.0 |
5,451.0 |
143.0 |
2.7% |
5,451.0 |
Range |
59.5 |
192.5 |
133.0 |
223.5% |
317.5 |
ATR |
111.7 |
117.4 |
5.8 |
5.2% |
0.0 |
Volume |
1,186 |
3,457 |
2,271 |
191.5% |
8,530 |
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,985.3 |
5,910.7 |
5,556.9 |
|
R3 |
5,792.8 |
5,718.2 |
5,503.9 |
|
R2 |
5,600.3 |
5,600.3 |
5,486.3 |
|
R1 |
5,525.7 |
5,525.7 |
5,468.6 |
5,563.0 |
PP |
5,407.8 |
5,407.8 |
5,407.8 |
5,426.5 |
S1 |
5,333.2 |
5,333.2 |
5,433.4 |
5,370.5 |
S2 |
5,215.3 |
5,215.3 |
5,415.7 |
|
S3 |
5,022.8 |
5,140.7 |
5,398.1 |
|
S4 |
4,830.3 |
4,948.2 |
5,345.1 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,318.7 |
6,202.3 |
5,625.6 |
|
R3 |
6,001.2 |
5,884.8 |
5,538.3 |
|
R2 |
5,683.7 |
5,683.7 |
5,509.2 |
|
R1 |
5,567.3 |
5,567.3 |
5,480.1 |
5,625.5 |
PP |
5,366.2 |
5,366.2 |
5,366.2 |
5,395.3 |
S1 |
5,249.8 |
5,249.8 |
5,421.9 |
5,308.0 |
S2 |
5,048.7 |
5,048.7 |
5,392.8 |
|
S3 |
4,731.2 |
4,932.3 |
5,363.7 |
|
S4 |
4,413.7 |
4,614.8 |
5,276.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,482.5 |
5,165.0 |
317.5 |
5.8% |
103.0 |
1.9% |
90% |
True |
False |
1,706 |
10 |
5,482.5 |
5,165.0 |
317.5 |
5.8% |
109.8 |
2.0% |
90% |
True |
False |
1,291 |
20 |
5,482.5 |
5,152.5 |
330.0 |
6.1% |
112.8 |
2.1% |
90% |
True |
False |
1,151 |
40 |
5,482.5 |
4,540.0 |
942.5 |
17.3% |
110.0 |
2.0% |
97% |
True |
False |
859 |
60 |
5,482.5 |
4,540.0 |
942.5 |
17.3% |
108.5 |
2.0% |
97% |
True |
False |
1,172 |
80 |
5,482.5 |
4,540.0 |
942.5 |
17.3% |
108.8 |
2.0% |
97% |
True |
False |
932 |
100 |
5,482.5 |
4,025.5 |
1,457.0 |
26.7% |
109.2 |
2.0% |
98% |
True |
False |
764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,300.6 |
2.618 |
5,986.5 |
1.618 |
5,794.0 |
1.000 |
5,675.0 |
0.618 |
5,601.5 |
HIGH |
5,482.5 |
0.618 |
5,409.0 |
0.500 |
5,386.3 |
0.382 |
5,363.5 |
LOW |
5,290.0 |
0.618 |
5,171.0 |
1.000 |
5,097.5 |
1.618 |
4,978.5 |
2.618 |
4,786.0 |
4.250 |
4,471.9 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,429.4 |
5,408.6 |
PP |
5,407.8 |
5,366.2 |
S1 |
5,386.3 |
5,323.8 |
|