Trading Metrics calculated at close of trading on 21-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,278.55 |
9,347.86 |
69.31 |
0.7% |
9,313.85 |
High |
9,363.95 |
9,519.11 |
155.16 |
1.7% |
9,519.11 |
Low |
9,267.97 |
9,347.25 |
79.28 |
0.9% |
9,116.52 |
Close |
9,350.05 |
9,505.96 |
155.91 |
1.7% |
9,505.96 |
Range |
95.98 |
171.86 |
75.88 |
79.1% |
402.59 |
ATR |
134.65 |
137.30 |
2.66 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,973.02 |
9,911.35 |
9,600.48 |
|
R3 |
9,801.16 |
9,739.49 |
9,553.22 |
|
R2 |
9,629.30 |
9,629.30 |
9,537.47 |
|
R1 |
9,567.63 |
9,567.63 |
9,521.71 |
9,598.47 |
PP |
9,457.44 |
9,457.44 |
9,457.44 |
9,472.86 |
S1 |
9,395.77 |
9,395.77 |
9,490.21 |
9,426.61 |
S2 |
9,285.58 |
9,285.58 |
9,474.45 |
|
S3 |
9,113.72 |
9,223.91 |
9,458.70 |
|
S4 |
8,941.86 |
9,052.05 |
9,411.44 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,588.30 |
10,449.72 |
9,727.38 |
|
R3 |
10,185.71 |
10,047.13 |
9,616.67 |
|
R2 |
9,783.12 |
9,783.12 |
9,579.77 |
|
R1 |
9,644.54 |
9,644.54 |
9,542.86 |
9,713.83 |
PP |
9,380.53 |
9,380.53 |
9,380.53 |
9,415.18 |
S1 |
9,241.95 |
9,241.95 |
9,469.06 |
9,311.24 |
S2 |
8,977.94 |
8,977.94 |
9,432.15 |
|
S3 |
8,575.35 |
8,839.36 |
9,395.25 |
|
S4 |
8,172.76 |
8,436.77 |
9,284.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,519.11 |
9,116.52 |
402.59 |
4.2% |
149.09 |
1.6% |
97% |
True |
False |
|
10 |
9,519.11 |
9,116.52 |
402.59 |
4.2% |
141.80 |
1.5% |
97% |
True |
False |
|
20 |
9,519.11 |
9,007.47 |
511.64 |
5.4% |
128.32 |
1.3% |
97% |
True |
False |
|
40 |
9,519.11 |
8,087.19 |
1,431.92 |
15.1% |
131.87 |
1.4% |
99% |
True |
False |
|
60 |
9,519.11 |
8,087.19 |
1,431.92 |
15.1% |
137.74 |
1.4% |
99% |
True |
False |
|
80 |
9,519.11 |
8,087.19 |
1,431.92 |
15.1% |
145.38 |
1.5% |
99% |
True |
False |
|
100 |
9,519.11 |
7,483.87 |
2,035.24 |
21.4% |
154.25 |
1.6% |
99% |
True |
False |
|
120 |
9,519.11 |
6,469.95 |
3,049.16 |
32.1% |
170.32 |
1.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,249.52 |
2.618 |
9,969.04 |
1.618 |
9,797.18 |
1.000 |
9,690.97 |
0.618 |
9,625.32 |
HIGH |
9,519.11 |
0.618 |
9,453.46 |
0.500 |
9,433.18 |
0.382 |
9,412.90 |
LOW |
9,347.25 |
0.618 |
9,241.04 |
1.000 |
9,175.39 |
1.618 |
9,069.18 |
2.618 |
8,897.32 |
4.250 |
8,616.85 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,481.70 |
9,445.82 |
PP |
9,457.44 |
9,385.67 |
S1 |
9,433.18 |
9,325.53 |
|