Trading Metrics calculated at close of trading on 20-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,207 |
9,277 |
70 |
0.8% |
9,321 |
High |
9,299 |
9,348 |
49 |
0.5% |
9,432 |
Low |
9,107 |
9,244 |
137 |
1.5% |
9,160 |
Close |
9,276 |
9,320 |
44 |
0.5% |
9,321 |
Range |
192 |
104 |
-88 |
-45.8% |
272 |
ATR |
162 |
158 |
-4 |
-2.6% |
0 |
Volume |
129,223 |
144,978 |
15,755 |
12.2% |
615,272 |
|
Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,616 |
9,572 |
9,377 |
|
R3 |
9,512 |
9,468 |
9,349 |
|
R2 |
9,408 |
9,408 |
9,339 |
|
R1 |
9,364 |
9,364 |
9,330 |
9,386 |
PP |
9,304 |
9,304 |
9,304 |
9,315 |
S1 |
9,260 |
9,260 |
9,311 |
9,282 |
S2 |
9,200 |
9,200 |
9,301 |
|
S3 |
9,096 |
9,156 |
9,292 |
|
S4 |
8,992 |
9,052 |
9,263 |
|
|
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 |
9,407 |
9,091 |
316 |
3.4% |
165 |
1.8% |
72% |
False |
False |
138,418 |
10 |
9,432 |
9,091 |
341 |
3.7% |
170 |
1.8% |
67% |
False |
False |
129,511 |
20 |
9,432 |
8,947 |
485 |
5.2% |
151 |
1.6% |
77% |
False |
False |
129,916 |
40 |
9,432 |
8,018 |
1,414 |
15.2% |
155 |
1.7% |
92% |
False |
False |
129,215 |
60 |
9,432 |
8,018 |
1,414 |
15.2% |
157 |
1.7% |
92% |
False |
False |
104,793 |
80 |
9,432 |
7,900 |
1,532 |
16.4% |
163 |
1.7% |
93% |
False |
False |
78,625 |
100 |
9,432 |
7,383 |
2,049 |
22.0% |
172 |
1.8% |
95% |
False |
False |
62,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,790 |
2.618 |
9,620 |
1.618 |
9,516 |
1.000 |
9,452 |
0.618 |
9,412 |
HIGH |
9,348 |
0.618 |
9,308 |
0.500 |
9,296 |
0.382 |
9,284 |
LOW |
9,244 |
0.618 |
9,180 |
1.000 |
9,140 |
1.618 |
9,076 |
2.618 |
8,972 |
4.250 |
8,802 |
|
|
Fisher Pivots for day following 20-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,312 |
9,289 |
PP |
9,304 |
9,258 |
S1 |
9,296 |
9,227 |
|