Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,362.29 |
9,398.04 |
35.75 |
0.4% |
9,368.41 |
High |
9,406.50 |
9,401.97 |
-4.53 |
0.0% |
9,424.11 |
Low |
9,305.31 |
9,232.83 |
-72.48 |
-0.8% |
9,216.88 |
Close |
9,398.19 |
9,321.40 |
-76.79 |
-0.8% |
9,321.40 |
Range |
101.19 |
169.14 |
67.95 |
67.2% |
207.23 |
ATR |
128.87 |
131.75 |
2.88 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,826.15 |
9,742.92 |
9,414.43 |
|
R3 |
9,657.01 |
9,573.78 |
9,367.91 |
|
R2 |
9,487.87 |
9,487.87 |
9,352.41 |
|
R1 |
9,404.64 |
9,404.64 |
9,336.90 |
9,361.69 |
PP |
9,318.73 |
9,318.73 |
9,318.73 |
9,297.26 |
S1 |
9,235.50 |
9,235.50 |
9,305.90 |
9,192.55 |
S2 |
9,149.59 |
9,149.59 |
9,290.39 |
|
S3 |
8,980.45 |
9,066.36 |
9,274.89 |
|
S4 |
8,811.31 |
8,897.22 |
9,228.37 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,942.49 |
9,839.17 |
9,435.38 |
|
R3 |
9,735.26 |
9,631.94 |
9,378.39 |
|
R2 |
9,528.03 |
9,528.03 |
9,359.39 |
|
R1 |
9,424.71 |
9,424.71 |
9,340.40 |
9,372.76 |
PP |
9,320.80 |
9,320.80 |
9,320.80 |
9,294.82 |
S1 |
9,217.48 |
9,217.48 |
9,302.40 |
9,165.53 |
S2 |
9,113.57 |
9,113.57 |
9,283.41 |
|
S3 |
8,906.34 |
9,010.25 |
9,264.41 |
|
S4 |
8,699.11 |
8,803.02 |
9,207.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,424.11 |
9,216.88 |
207.23 |
2.2% |
134.50 |
1.4% |
50% |
False |
False |
|
10 |
9,437.71 |
9,173.65 |
264.06 |
2.8% |
127.48 |
1.4% |
56% |
False |
False |
|
20 |
9,437.71 |
8,745.90 |
691.81 |
7.4% |
122.95 |
1.3% |
83% |
False |
False |
|
40 |
9,437.71 |
8,087.19 |
1,350.52 |
14.5% |
133.43 |
1.4% |
91% |
False |
False |
|
60 |
9,437.71 |
8,087.19 |
1,350.52 |
14.5% |
141.42 |
1.5% |
91% |
False |
False |
|
80 |
9,437.71 |
7,804.21 |
1,633.50 |
17.5% |
146.97 |
1.6% |
93% |
False |
False |
|
100 |
9,437.71 |
7,437.59 |
2,000.12 |
21.5% |
158.96 |
1.7% |
94% |
False |
False |
|
120 |
9,437.71 |
6,469.95 |
2,967.76 |
31.8% |
173.21 |
1.9% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,120.82 |
2.618 |
9,844.78 |
1.618 |
9,675.64 |
1.000 |
9,571.11 |
0.618 |
9,506.50 |
HIGH |
9,401.97 |
0.618 |
9,337.36 |
0.500 |
9,317.40 |
0.382 |
9,297.44 |
LOW |
9,232.83 |
0.618 |
9,128.30 |
1.000 |
9,063.69 |
1.618 |
8,959.16 |
2.618 |
8,790.02 |
4.250 |
8,513.99 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,320.07 |
9,322.57 |
PP |
9,318.73 |
9,322.18 |
S1 |
9,317.40 |
9,321.79 |
|