Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,321 |
9,386 |
65 |
0.7% |
9,321 |
High |
9,432 |
9,407 |
-25 |
-0.3% |
9,432 |
Low |
9,270 |
9,202 |
-68 |
-0.7% |
9,160 |
Close |
9,388 |
9,321 |
-67 |
-0.7% |
9,321 |
Range |
162 |
205 |
43 |
26.5% |
272 |
ATR |
155 |
159 |
4 |
2.3% |
0 |
Volume |
142,977 |
141,655 |
-1,322 |
-0.9% |
615,272 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,925 |
9,828 |
9,434 |
|
R3 |
9,720 |
9,623 |
9,378 |
|
R2 |
9,515 |
9,515 |
9,359 |
|
R1 |
9,418 |
9,418 |
9,340 |
9,364 |
PP |
9,310 |
9,310 |
9,310 |
9,283 |
S1 |
9,213 |
9,213 |
9,302 |
9,159 |
S2 |
9,105 |
9,105 |
9,284 |
|
S3 |
8,900 |
9,008 |
9,265 |
|
S4 |
8,695 |
8,803 |
9,208 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,120 |
9,993 |
9,471 |
|
R3 |
9,848 |
9,721 |
9,396 |
|
R2 |
9,576 |
9,576 |
9,371 |
|
R1 |
9,449 |
9,449 |
9,346 |
9,457 |
PP |
9,304 |
9,304 |
9,304 |
9,309 |
S1 |
9,177 |
9,177 |
9,296 |
9,185 |
S2 |
9,032 |
9,032 |
9,271 |
|
S3 |
8,760 |
8,905 |
9,246 |
|
S4 |
8,488 |
8,633 |
9,172 |
|
|
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% |
173 |
1.9% |
59% |
False |
False |
123,054 |
10 |
9,432 |
9,099 |
333 |
3.6% |
164 |
1.8% |
67% |
False |
False |
127,801 |
20 |
9,432 |
8,667 |
765 |
8.2% |
150 |
1.6% |
85% |
False |
False |
127,431 |
40 |
9,432 |
8,018 |
1,414 |
15.2% |
155 |
1.7% |
92% |
False |
False |
128,243 |
60 |
9,432 |
8,018 |
1,414 |
15.2% |
160 |
1.7% |
92% |
False |
False |
95,632 |
80 |
9,432 |
7,704 |
1,728 |
18.5% |
165 |
1.8% |
94% |
False |
False |
71,748 |
100 |
9,432 |
7,338 |
2,094 |
22.5% |
175 |
1.9% |
95% |
False |
False |
57,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,278 |
2.618 |
9,944 |
1.618 |
9,739 |
1.000 |
9,612 |
0.618 |
9,534 |
HIGH |
9,407 |
0.618 |
9,329 |
0.500 |
9,305 |
0.382 |
9,280 |
LOW |
9,202 |
0.618 |
9,075 |
1.000 |
8,997 |
1.618 |
8,870 |
2.618 |
8,665 |
4.250 |
8,331 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,316 |
9,313 |
PP |
9,310 |
9,304 |
S1 |
9,305 |
9,296 |
|