Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,313.85 |
9,134.36 |
-179.49 |
-1.9% |
9,368.41 |
High |
9,313.85 |
9,233.51 |
-80.34 |
-0.9% |
9,424.11 |
Low |
9,116.52 |
9,134.36 |
17.84 |
0.2% |
9,216.88 |
Close |
9,135.34 |
9,217.94 |
82.60 |
0.9% |
9,321.40 |
Range |
197.33 |
99.15 |
-98.18 |
-49.8% |
207.23 |
ATR |
136.97 |
134.27 |
-2.70 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,492.72 |
9,454.48 |
9,272.47 |
|
R3 |
9,393.57 |
9,355.33 |
9,245.21 |
|
R2 |
9,294.42 |
9,294.42 |
9,236.12 |
|
R1 |
9,256.18 |
9,256.18 |
9,227.03 |
9,275.30 |
PP |
9,195.27 |
9,195.27 |
9,195.27 |
9,204.83 |
S1 |
9,157.03 |
9,157.03 |
9,208.85 |
9,176.15 |
S2 |
9,096.12 |
9,096.12 |
9,199.76 |
|
S3 |
8,996.97 |
9,057.88 |
9,190.67 |
|
S4 |
8,897.82 |
8,958.73 |
9,163.41 |
|
|
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 |
3.3% |
153.98 |
1.7% |
33% |
False |
False |
|
10 |
9,437.71 |
9,116.52 |
321.19 |
3.5% |
137.62 |
1.5% |
32% |
False |
False |
|
20 |
9,437.71 |
8,860.32 |
577.39 |
6.3% |
126.53 |
1.4% |
62% |
False |
False |
|
40 |
9,437.71 |
8,087.19 |
1,350.52 |
14.7% |
132.74 |
1.4% |
84% |
False |
False |
|
60 |
9,437.71 |
8,087.19 |
1,350.52 |
14.7% |
141.32 |
1.5% |
84% |
False |
False |
|
80 |
9,437.71 |
7,938.98 |
1,498.73 |
16.3% |
146.36 |
1.6% |
85% |
False |
False |
|
100 |
9,437.71 |
7,437.59 |
2,000.12 |
21.7% |
157.00 |
1.7% |
89% |
False |
False |
|
120 |
9,437.71 |
6,469.95 |
2,967.76 |
32.2% |
171.70 |
1.9% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,654.90 |
2.618 |
9,493.08 |
1.618 |
9,393.93 |
1.000 |
9,332.66 |
0.618 |
9,294.78 |
HIGH |
9,233.51 |
0.618 |
9,195.63 |
0.500 |
9,183.94 |
0.382 |
9,172.24 |
LOW |
9,134.36 |
0.618 |
9,073.09 |
1.000 |
9,035.21 |
1.618 |
8,973.94 |
2.618 |
8,874.79 |
4.250 |
8,712.97 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,206.61 |
9,259.25 |
PP |
9,195.27 |
9,245.48 |
S1 |
9,183.94 |
9,231.71 |
|