Trading Metrics calculated at close of trading on 12-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,317 |
9,216 |
-101 |
-1.1% |
9,100 |
High |
9,348 |
9,404 |
56 |
0.6% |
9,404 |
Low |
9,182 |
9,160 |
-22 |
-0.2% |
9,099 |
Close |
9,216 |
9,319 |
103 |
1.1% |
9,325 |
Range |
166 |
244 |
78 |
47.0% |
305 |
ATR |
148 |
155 |
7 |
4.6% |
0 |
Volume |
88,423 |
115,849 |
27,426 |
31.0% |
662,738 |
|
Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,026 |
9,917 |
9,453 |
|
R3 |
9,782 |
9,673 |
9,386 |
|
R2 |
9,538 |
9,538 |
9,364 |
|
R1 |
9,429 |
9,429 |
9,341 |
9,484 |
PP |
9,294 |
9,294 |
9,294 |
9,322 |
S1 |
9,185 |
9,185 |
9,297 |
9,240 |
S2 |
9,050 |
9,050 |
9,274 |
|
S3 |
8,806 |
8,941 |
9,252 |
|
S4 |
8,562 |
8,697 |
9,185 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,191 |
10,063 |
9,493 |
|
R3 |
9,886 |
9,758 |
9,409 |
|
R2 |
9,581 |
9,581 |
9,381 |
|
R1 |
9,453 |
9,453 |
9,353 |
9,517 |
PP |
9,276 |
9,276 |
9,276 |
9,308 |
S1 |
9,148 |
9,148 |
9,297 |
9,212 |
S2 |
8,971 |
8,971 |
9,269 |
|
S3 |
8,666 |
8,843 |
9,241 |
|
S4 |
8,361 |
8,538 |
9,157 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,404 |
9,160 |
244 |
2.6% |
174 |
1.9% |
65% |
True |
True |
120,057 |
10 |
9,404 |
9,038 |
366 |
3.9% |
157 |
1.7% |
77% |
True |
False |
127,450 |
20 |
9,404 |
8,503 |
901 |
9.7% |
146 |
1.6% |
91% |
True |
False |
125,895 |
40 |
9,404 |
8,018 |
1,386 |
14.9% |
152 |
1.6% |
94% |
True |
False |
127,941 |
60 |
9,404 |
8,018 |
1,386 |
14.9% |
158 |
1.7% |
94% |
True |
False |
90,893 |
80 |
9,404 |
7,677 |
1,727 |
18.5% |
165 |
1.8% |
95% |
True |
False |
68,192 |
100 |
9,404 |
7,338 |
2,066 |
22.2% |
176 |
1.9% |
96% |
True |
False |
54,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,441 |
2.618 |
10,043 |
1.618 |
9,799 |
1.000 |
9,648 |
0.618 |
9,555 |
HIGH |
9,404 |
0.618 |
9,311 |
0.500 |
9,282 |
0.382 |
9,253 |
LOW |
9,160 |
0.618 |
9,009 |
1.000 |
8,916 |
1.618 |
8,765 |
2.618 |
8,521 |
4.250 |
8,123 |
|
|
Fisher Pivots for day following 12-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,307 |
9,307 |
PP |
9,294 |
9,294 |
S1 |
9,282 |
9,282 |
|