Trading Metrics calculated at close of trading on 24-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,290.0 |
5,499.0 |
209.0 |
4.0% |
5,289.5 |
High |
5,482.5 |
5,532.0 |
49.5 |
0.9% |
5,482.5 |
Low |
5,290.0 |
5,475.0 |
185.0 |
3.5% |
5,165.0 |
Close |
5,451.0 |
5,510.0 |
59.0 |
1.1% |
5,451.0 |
Range |
192.5 |
57.0 |
-135.5 |
-70.4% |
317.5 |
ATR |
117.4 |
114.8 |
-2.6 |
-2.2% |
0.0 |
Volume |
3,457 |
325 |
-3,132 |
-90.6% |
8,530 |
|
Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,676.7 |
5,650.3 |
5,541.4 |
|
R3 |
5,619.7 |
5,593.3 |
5,525.7 |
|
R2 |
5,562.7 |
5,562.7 |
5,520.5 |
|
R1 |
5,536.3 |
5,536.3 |
5,515.2 |
5,549.5 |
PP |
5,505.7 |
5,505.7 |
5,505.7 |
5,512.3 |
S1 |
5,479.3 |
5,479.3 |
5,504.8 |
5,492.5 |
S2 |
5,448.7 |
5,448.7 |
5,499.6 |
|
S3 |
5,391.7 |
5,422.3 |
5,494.3 |
|
S4 |
5,334.7 |
5,365.3 |
5,478.7 |
|
|
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 |
5,532.0 |
5,165.0 |
367.0 |
6.7% |
93.7 |
1.7% |
94% |
True |
False |
1,457 |
10 |
5,532.0 |
5,165.0 |
367.0 |
6.7% |
110.7 |
2.0% |
94% |
True |
False |
1,309 |
20 |
5,532.0 |
5,152.5 |
379.5 |
6.9% |
111.4 |
2.0% |
94% |
True |
False |
1,154 |
40 |
5,532.0 |
4,540.0 |
992.0 |
18.0% |
107.5 |
2.0% |
98% |
True |
False |
860 |
60 |
5,532.0 |
4,540.0 |
992.0 |
18.0% |
107.1 |
1.9% |
98% |
True |
False |
1,174 |
80 |
5,532.0 |
4,540.0 |
992.0 |
18.0% |
108.5 |
2.0% |
98% |
True |
False |
935 |
100 |
5,532.0 |
4,243.0 |
1,289.0 |
23.4% |
108.3 |
2.0% |
98% |
True |
False |
766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,774.3 |
2.618 |
5,681.2 |
1.618 |
5,624.2 |
1.000 |
5,589.0 |
0.618 |
5,567.2 |
HIGH |
5,532.0 |
0.618 |
5,510.2 |
0.500 |
5,503.5 |
0.382 |
5,496.8 |
LOW |
5,475.0 |
0.618 |
5,439.8 |
1.000 |
5,418.0 |
1.618 |
5,382.8 |
2.618 |
5,325.8 |
4.250 |
5,232.8 |
|
|
Fisher Pivots for day following 24-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,507.8 |
5,474.5 |
PP |
5,505.7 |
5,439.0 |
S1 |
5,503.5 |
5,403.5 |
|