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 |
1,012.23 |
998.18 |
-14.05 |
-1.4% |
1,008.89 |
High |
1,012.60 |
998.18 |
-14.42 |
-1.4% |
1,013.14 |
Low |
994.60 |
978.51 |
-16.09 |
-1.6% |
992.40 |
Close |
1,004.09 |
979.73 |
-24.36 |
-2.4% |
1,004.09 |
Range |
18.00 |
19.67 |
1.67 |
9.3% |
20.74 |
ATR |
15.24 |
15.98 |
0.74 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,044.48 |
1,031.78 |
990.55 |
|
R3 |
1,024.81 |
1,012.11 |
985.14 |
|
R2 |
1,005.14 |
1,005.14 |
983.34 |
|
R1 |
992.44 |
992.44 |
981.53 |
988.96 |
PP |
985.47 |
985.47 |
985.47 |
983.73 |
S1 |
972.77 |
972.77 |
977.93 |
969.29 |
S2 |
965.80 |
965.80 |
976.12 |
|
S3 |
946.13 |
953.10 |
974.32 |
|
S4 |
926.46 |
933.43 |
968.91 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,065.43 |
1,055.50 |
1,015.50 |
|
R3 |
1,044.69 |
1,034.76 |
1,009.79 |
|
R2 |
1,023.95 |
1,023.95 |
1,007.89 |
|
R1 |
1,014.02 |
1,014.02 |
1,005.99 |
1,008.62 |
PP |
1,003.21 |
1,003.21 |
1,003.21 |
1,000.51 |
S1 |
993.28 |
993.28 |
1,002.19 |
987.88 |
S2 |
982.47 |
982.47 |
1,000.29 |
|
S3 |
961.73 |
972.54 |
998.39 |
|
S4 |
940.99 |
951.80 |
992.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,013.14 |
978.51 |
34.63 |
3.5% |
16.56 |
1.7% |
4% |
False |
True |
|
10 |
1,018.00 |
978.51 |
39.49 |
4.0% |
14.84 |
1.5% |
3% |
False |
True |
|
20 |
1,018.00 |
943.22 |
74.78 |
7.6% |
14.52 |
1.5% |
49% |
False |
False |
|
40 |
1,018.00 |
869.32 |
148.68 |
15.2% |
15.02 |
1.5% |
74% |
False |
False |
|
60 |
1,018.00 |
869.32 |
148.68 |
15.2% |
15.81 |
1.6% |
74% |
False |
False |
|
80 |
1,018.00 |
847.12 |
170.88 |
17.4% |
16.64 |
1.7% |
78% |
False |
False |
|
100 |
1,018.00 |
779.81 |
238.19 |
24.3% |
17.50 |
1.8% |
84% |
False |
False |
|
120 |
1,018.00 |
666.79 |
351.21 |
35.8% |
19.18 |
2.0% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,081.78 |
2.618 |
1,049.68 |
1.618 |
1,030.01 |
1.000 |
1,017.85 |
0.618 |
1,010.34 |
HIGH |
998.18 |
0.618 |
990.67 |
0.500 |
988.35 |
0.382 |
986.02 |
LOW |
978.51 |
0.618 |
966.35 |
1.000 |
958.84 |
1.618 |
946.68 |
2.618 |
927.01 |
4.250 |
894.91 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
988.35 |
995.83 |
PP |
985.47 |
990.46 |
S1 |
982.60 |
985.10 |
|