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 |
9,386 |
9,305 |
-81 |
-0.9% |
9,321 |
High |
9,407 |
9,306 |
-101 |
-1.1% |
9,432 |
Low |
9,202 |
9,091 |
-111 |
-1.2% |
9,160 |
Close |
9,321 |
9,120 |
-201 |
-2.2% |
9,321 |
Range |
205 |
215 |
10 |
4.9% |
272 |
ATR |
159 |
164 |
5 |
3.2% |
0 |
Volume |
141,655 |
130,010 |
-11,645 |
-8.2% |
615,272 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,817 |
9,684 |
9,238 |
|
R3 |
9,602 |
9,469 |
9,179 |
|
R2 |
9,387 |
9,387 |
9,160 |
|
R1 |
9,254 |
9,254 |
9,140 |
9,213 |
PP |
9,172 |
9,172 |
9,172 |
9,152 |
S1 |
9,039 |
9,039 |
9,100 |
8,998 |
S2 |
8,957 |
8,957 |
9,081 |
|
S3 |
8,742 |
8,824 |
9,061 |
|
S4 |
8,527 |
8,609 |
9,002 |
|
|
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 |
9,091 |
341 |
3.7% |
199 |
2.2% |
9% |
False |
True |
123,782 |
10 |
9,432 |
9,091 |
341 |
3.7% |
170 |
1.9% |
9% |
False |
True |
127,237 |
20 |
9,432 |
8,762 |
670 |
7.3% |
153 |
1.7% |
53% |
False |
False |
128,789 |
40 |
9,432 |
8,018 |
1,414 |
15.5% |
158 |
1.7% |
78% |
False |
False |
128,314 |
60 |
9,432 |
8,018 |
1,414 |
15.5% |
160 |
1.8% |
78% |
False |
False |
97,796 |
80 |
9,432 |
7,805 |
1,627 |
17.8% |
165 |
1.8% |
81% |
False |
False |
73,372 |
100 |
9,432 |
7,338 |
2,094 |
23.0% |
174 |
1.9% |
85% |
False |
False |
58,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,220 |
2.618 |
9,869 |
1.618 |
9,654 |
1.000 |
9,521 |
0.618 |
9,439 |
HIGH |
9,306 |
0.618 |
9,224 |
0.500 |
9,199 |
0.382 |
9,173 |
LOW |
9,091 |
0.618 |
8,958 |
1.000 |
8,876 |
1.618 |
8,743 |
2.618 |
8,528 |
4.250 |
8,177 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,199 |
9,262 |
PP |
9,172 |
9,214 |
S1 |
9,146 |
9,167 |
|