Trading Metrics calculated at close of trading on 11-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,321 |
9,317 |
-4 |
0.0% |
9,100 |
High |
9,340 |
9,348 |
8 |
0.1% |
9,404 |
Low |
9,253 |
9,182 |
-71 |
-0.8% |
9,099 |
Close |
9,320 |
9,216 |
-104 |
-1.1% |
9,325 |
Range |
87 |
166 |
79 |
90.8% |
305 |
ATR |
147 |
148 |
1 |
0.9% |
0 |
Volume |
126,368 |
88,423 |
-37,945 |
-30.0% |
662,738 |
|
Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,747 |
9,647 |
9,307 |
|
R3 |
9,581 |
9,481 |
9,262 |
|
R2 |
9,415 |
9,415 |
9,247 |
|
R1 |
9,315 |
9,315 |
9,231 |
9,282 |
PP |
9,249 |
9,249 |
9,249 |
9,232 |
S1 |
9,149 |
9,149 |
9,201 |
9,116 |
S2 |
9,083 |
9,083 |
9,186 |
|
S3 |
8,917 |
8,983 |
9,170 |
|
S4 |
8,751 |
8,817 |
9,125 |
|
|
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 |
9,164 |
240 |
2.6% |
153 |
1.7% |
22% |
False |
False |
122,325 |
10 |
9,404 |
8,955 |
449 |
4.9% |
142 |
1.5% |
58% |
False |
False |
128,659 |
20 |
9,404 |
8,327 |
1,077 |
11.7% |
146 |
1.6% |
83% |
False |
False |
126,410 |
40 |
9,404 |
8,018 |
1,386 |
15.0% |
150 |
1.6% |
86% |
False |
False |
128,297 |
60 |
9,404 |
8,018 |
1,386 |
15.0% |
160 |
1.7% |
86% |
False |
False |
88,964 |
80 |
9,404 |
7,677 |
1,727 |
18.7% |
165 |
1.8% |
89% |
False |
False |
66,745 |
100 |
9,404 |
7,180 |
2,224 |
24.1% |
176 |
1.9% |
92% |
False |
False |
53,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,054 |
2.618 |
9,783 |
1.618 |
9,617 |
1.000 |
9,514 |
0.618 |
9,451 |
HIGH |
9,348 |
0.618 |
9,285 |
0.500 |
9,265 |
0.382 |
9,246 |
LOW |
9,182 |
0.618 |
9,080 |
1.000 |
9,016 |
1.618 |
8,914 |
2.618 |
8,748 |
4.250 |
8,477 |
|
|
Fisher Pivots for day following 11-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,265 |
9,293 |
PP |
9,249 |
9,267 |
S1 |
9,232 |
9,242 |
|