Trading Metrics calculated at close of trading on 24-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,347.86 |
9,506.18 |
158.32 |
1.7% |
9,313.85 |
High |
9,519.11 |
9,587.73 |
68.62 |
0.7% |
9,519.11 |
Low |
9,347.25 |
9,486.23 |
138.98 |
1.5% |
9,116.52 |
Close |
9,505.96 |
9,509.28 |
3.32 |
0.0% |
9,505.96 |
Range |
171.86 |
101.50 |
-70.36 |
-40.9% |
402.59 |
ATR |
137.30 |
134.75 |
-2.56 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,832.25 |
9,772.26 |
9,565.11 |
|
R3 |
9,730.75 |
9,670.76 |
9,537.19 |
|
R2 |
9,629.25 |
9,629.25 |
9,527.89 |
|
R1 |
9,569.26 |
9,569.26 |
9,518.58 |
9,599.26 |
PP |
9,527.75 |
9,527.75 |
9,527.75 |
9,542.74 |
S1 |
9,467.76 |
9,467.76 |
9,499.98 |
9,497.76 |
S2 |
9,426.25 |
9,426.25 |
9,490.67 |
|
S3 |
9,324.75 |
9,366.26 |
9,481.37 |
|
S4 |
9,223.25 |
9,264.76 |
9,453.46 |
|
|
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 |
9,587.73 |
9,131.94 |
455.79 |
4.8% |
129.93 |
1.4% |
83% |
True |
False |
|
10 |
9,587.73 |
9,116.52 |
471.21 |
5.0% |
143.78 |
1.5% |
83% |
True |
False |
|
20 |
9,587.73 |
9,007.47 |
580.26 |
6.1% |
128.95 |
1.4% |
86% |
True |
False |
|
40 |
9,587.73 |
8,087.19 |
1,500.54 |
15.8% |
132.72 |
1.4% |
95% |
True |
False |
|
60 |
9,587.73 |
8,087.19 |
1,500.54 |
15.8% |
136.86 |
1.4% |
95% |
True |
False |
|
80 |
9,587.73 |
8,087.19 |
1,500.54 |
15.8% |
144.51 |
1.5% |
95% |
True |
False |
|
100 |
9,587.73 |
7,750.85 |
1,836.88 |
19.3% |
152.21 |
1.6% |
96% |
True |
False |
|
120 |
9,587.73 |
6,469.95 |
3,117.78 |
32.8% |
169.06 |
1.8% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,019.11 |
2.618 |
9,853.46 |
1.618 |
9,751.96 |
1.000 |
9,689.23 |
0.618 |
9,650.46 |
HIGH |
9,587.73 |
0.618 |
9,548.96 |
0.500 |
9,536.98 |
0.382 |
9,525.00 |
LOW |
9,486.23 |
0.618 |
9,423.50 |
1.000 |
9,384.73 |
1.618 |
9,322.00 |
2.618 |
9,220.50 |
4.250 |
9,054.86 |
|
|
Fisher Pivots for day following 24-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,536.98 |
9,482.14 |
PP |
9,527.75 |
9,454.99 |
S1 |
9,518.51 |
9,427.85 |
|