Trading Metrics calculated at close of trading on 19-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,134.36 |
9,208.68 |
74.32 |
0.8% |
9,368.41 |
High |
9,233.51 |
9,313.09 |
79.58 |
0.9% |
9,424.11 |
Low |
9,134.36 |
9,131.94 |
-2.42 |
0.0% |
9,216.88 |
Close |
9,217.94 |
9,279.16 |
61.22 |
0.7% |
9,321.40 |
Range |
99.15 |
181.15 |
82.00 |
82.7% |
207.23 |
ATR |
134.27 |
137.62 |
3.35 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,784.85 |
9,713.15 |
9,378.79 |
|
R3 |
9,603.70 |
9,532.00 |
9,328.98 |
|
R2 |
9,422.55 |
9,422.55 |
9,312.37 |
|
R1 |
9,350.85 |
9,350.85 |
9,295.77 |
9,386.70 |
PP |
9,241.40 |
9,241.40 |
9,241.40 |
9,259.32 |
S1 |
9,169.70 |
9,169.70 |
9,262.55 |
9,205.55 |
S2 |
9,060.25 |
9,060.25 |
9,245.95 |
|
S3 |
8,879.10 |
8,988.55 |
9,229.34 |
|
S4 |
8,697.95 |
8,807.40 |
9,179.53 |
|
|
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 |
9,406.50 |
9,116.52 |
289.98 |
3.1% |
149.59 |
1.6% |
56% |
False |
False |
|
10 |
9,437.71 |
9,116.52 |
321.19 |
3.5% |
144.57 |
1.6% |
51% |
False |
False |
|
20 |
9,437.71 |
8,866.44 |
571.27 |
6.2% |
131.12 |
1.4% |
72% |
False |
False |
|
40 |
9,437.71 |
8,087.19 |
1,350.52 |
14.6% |
135.16 |
1.5% |
88% |
False |
False |
|
60 |
9,437.71 |
8,087.19 |
1,350.52 |
14.6% |
139.86 |
1.5% |
88% |
False |
False |
|
80 |
9,437.71 |
7,938.98 |
1,498.73 |
16.2% |
146.93 |
1.6% |
89% |
False |
False |
|
100 |
9,437.71 |
7,437.59 |
2,000.12 |
21.6% |
156.95 |
1.7% |
92% |
False |
False |
|
120 |
9,437.71 |
6,469.95 |
2,967.76 |
32.0% |
171.86 |
1.9% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,082.98 |
2.618 |
9,787.34 |
1.618 |
9,606.19 |
1.000 |
9,494.24 |
0.618 |
9,425.04 |
HIGH |
9,313.09 |
0.618 |
9,243.89 |
0.500 |
9,222.52 |
0.382 |
9,201.14 |
LOW |
9,131.94 |
0.618 |
9,019.99 |
1.000 |
8,950.79 |
1.618 |
8,838.84 |
2.618 |
8,657.69 |
4.250 |
8,362.05 |
|
|
Fisher Pivots for day following 19-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,260.28 |
9,257.84 |
PP |
9,241.40 |
9,236.51 |
S1 |
9,222.52 |
9,215.19 |
|