Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,398.04 |
9,313.85 |
-84.19 |
-0.9% |
9,368.41 |
High |
9,401.97 |
9,313.85 |
-88.12 |
-0.9% |
9,424.11 |
Low |
9,232.83 |
9,116.52 |
-116.31 |
-1.3% |
9,216.88 |
Close |
9,321.40 |
9,135.34 |
-186.06 |
-2.0% |
9,321.40 |
Range |
169.14 |
197.33 |
28.19 |
16.7% |
207.23 |
ATR |
131.75 |
136.97 |
5.22 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,780.56 |
9,655.28 |
9,243.87 |
|
R3 |
9,583.23 |
9,457.95 |
9,189.61 |
|
R2 |
9,385.90 |
9,385.90 |
9,171.52 |
|
R1 |
9,260.62 |
9,260.62 |
9,153.43 |
9,224.60 |
PP |
9,188.57 |
9,188.57 |
9,188.57 |
9,170.56 |
S1 |
9,063.29 |
9,063.29 |
9,117.25 |
9,027.27 |
S2 |
8,991.24 |
8,991.24 |
9,099.16 |
|
S3 |
8,793.91 |
8,865.96 |
9,081.07 |
|
S4 |
8,596.58 |
8,668.63 |
9,026.81 |
|
|
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 |
9,116.52 |
307.59 |
3.4% |
157.64 |
1.7% |
6% |
False |
True |
|
10 |
9,437.71 |
9,116.52 |
321.19 |
3.5% |
134.74 |
1.5% |
6% |
False |
True |
|
20 |
9,437.71 |
8,811.27 |
626.44 |
6.9% |
127.37 |
1.4% |
52% |
False |
False |
|
40 |
9,437.71 |
8,087.19 |
1,350.52 |
14.8% |
135.37 |
1.5% |
78% |
False |
False |
|
60 |
9,437.71 |
8,087.19 |
1,350.52 |
14.8% |
141.45 |
1.5% |
78% |
False |
False |
|
80 |
9,437.71 |
7,938.98 |
1,498.73 |
16.4% |
147.25 |
1.6% |
80% |
False |
False |
|
100 |
9,437.71 |
7,437.59 |
2,000.12 |
21.9% |
157.80 |
1.7% |
85% |
False |
False |
|
120 |
9,437.71 |
6,469.95 |
2,967.76 |
32.5% |
172.78 |
1.9% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,152.50 |
2.618 |
9,830.46 |
1.618 |
9,633.13 |
1.000 |
9,511.18 |
0.618 |
9,435.80 |
HIGH |
9,313.85 |
0.618 |
9,238.47 |
0.500 |
9,215.19 |
0.382 |
9,191.90 |
LOW |
9,116.52 |
0.618 |
8,994.57 |
1.000 |
8,919.19 |
1.618 |
8,797.24 |
2.618 |
8,599.91 |
4.250 |
8,277.87 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,215.19 |
9,261.51 |
PP |
9,188.57 |
9,219.45 |
S1 |
9,161.96 |
9,177.40 |
|