Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,216 |
9,321 |
105 |
1.1% |
9,100 |
High |
9,404 |
9,432 |
28 |
0.3% |
9,404 |
Low |
9,160 |
9,270 |
110 |
1.2% |
9,099 |
Close |
9,319 |
9,388 |
69 |
0.7% |
9,325 |
Range |
244 |
162 |
-82 |
-33.6% |
305 |
ATR |
155 |
155 |
1 |
0.3% |
0 |
Volume |
115,849 |
142,977 |
27,128 |
23.4% |
662,738 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,849 |
9,781 |
9,477 |
|
R3 |
9,687 |
9,619 |
9,433 |
|
R2 |
9,525 |
9,525 |
9,418 |
|
R1 |
9,457 |
9,457 |
9,403 |
9,491 |
PP |
9,363 |
9,363 |
9,363 |
9,381 |
S1 |
9,295 |
9,295 |
9,373 |
9,329 |
S2 |
9,201 |
9,201 |
9,358 |
|
S3 |
9,039 |
9,133 |
9,344 |
|
S4 |
8,877 |
8,971 |
9,299 |
|
|
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 |
9,432 |
9,160 |
272 |
2.9% |
175 |
1.9% |
84% |
True |
False |
120,605 |
10 |
9,432 |
9,071 |
361 |
3.8% |
156 |
1.7% |
88% |
True |
False |
128,670 |
20 |
9,432 |
8,611 |
821 |
8.7% |
144 |
1.5% |
95% |
True |
False |
126,535 |
40 |
9,432 |
8,018 |
1,414 |
15.1% |
153 |
1.6% |
97% |
True |
False |
128,374 |
60 |
9,432 |
8,018 |
1,414 |
15.1% |
160 |
1.7% |
97% |
True |
False |
93,273 |
80 |
9,432 |
7,704 |
1,728 |
18.4% |
164 |
1.7% |
97% |
True |
False |
69,977 |
100 |
9,432 |
7,338 |
2,094 |
22.3% |
175 |
1.9% |
98% |
True |
False |
55,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,121 |
2.618 |
9,856 |
1.618 |
9,694 |
1.000 |
9,594 |
0.618 |
9,532 |
HIGH |
9,432 |
0.618 |
9,370 |
0.500 |
9,351 |
0.382 |
9,332 |
LOW |
9,270 |
0.618 |
9,170 |
1.000 |
9,108 |
1.618 |
9,008 |
2.618 |
8,846 |
4.250 |
8,582 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,376 |
9,357 |
PP |
9,363 |
9,327 |
S1 |
9,351 |
9,296 |
|