Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,305 |
9,118 |
-187 |
-2.0% |
9,321 |
High |
9,306 |
9,213 |
-93 |
-1.0% |
9,432 |
Low |
9,091 |
9,106 |
15 |
0.2% |
9,160 |
Close |
9,120 |
9,207 |
87 |
1.0% |
9,321 |
Range |
215 |
107 |
-108 |
-50.2% |
272 |
ATR |
164 |
160 |
-4 |
-2.5% |
0 |
Volume |
130,010 |
146,224 |
16,214 |
12.5% |
615,272 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,496 |
9,459 |
9,266 |
|
R3 |
9,389 |
9,352 |
9,237 |
|
R2 |
9,282 |
9,282 |
9,227 |
|
R1 |
9,245 |
9,245 |
9,217 |
9,264 |
PP |
9,175 |
9,175 |
9,175 |
9,185 |
S1 |
9,138 |
9,138 |
9,197 |
9,157 |
S2 |
9,068 |
9,068 |
9,188 |
|
S3 |
8,961 |
9,031 |
9,178 |
|
S4 |
8,854 |
8,924 |
9,148 |
|
|
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% |
187 |
2.0% |
34% |
False |
False |
135,343 |
10 |
9,432 |
9,091 |
341 |
3.7% |
170 |
1.8% |
34% |
False |
False |
128,834 |
20 |
9,432 |
8,810 |
622 |
6.8% |
152 |
1.7% |
64% |
False |
False |
129,879 |
40 |
9,432 |
8,018 |
1,414 |
15.4% |
154 |
1.7% |
84% |
False |
False |
129,228 |
60 |
9,432 |
8,018 |
1,414 |
15.4% |
160 |
1.7% |
84% |
False |
False |
100,230 |
80 |
9,432 |
7,814 |
1,618 |
17.6% |
163 |
1.8% |
86% |
False |
False |
75,199 |
100 |
9,432 |
7,338 |
2,094 |
22.7% |
174 |
1.9% |
89% |
False |
False |
60,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,668 |
2.618 |
9,493 |
1.618 |
9,386 |
1.000 |
9,320 |
0.618 |
9,279 |
HIGH |
9,213 |
0.618 |
9,172 |
0.500 |
9,160 |
0.382 |
9,147 |
LOW |
9,106 |
0.618 |
9,040 |
1.000 |
8,999 |
1.618 |
8,933 |
2.618 |
8,826 |
4.250 |
8,651 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,191 |
9,249 |
PP |
9,175 |
9,235 |
S1 |
9,160 |
9,221 |
|