Trading Metrics calculated at close of trading on 24-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,318 |
9,487 |
169 |
1.8% |
9,305 |
High |
9,508 |
9,576 |
68 |
0.7% |
9,508 |
Low |
9,249 |
9,474 |
225 |
2.4% |
9,091 |
Close |
9,489 |
9,493 |
4 |
0.0% |
9,489 |
Range |
259 |
102 |
-157 |
-60.6% |
417 |
ATR |
165 |
161 |
-5 |
-2.7% |
0 |
Volume |
110,512 |
128,796 |
18,284 |
16.5% |
660,947 |
|
Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,820 |
9,759 |
9,549 |
|
R3 |
9,718 |
9,657 |
9,521 |
|
R2 |
9,616 |
9,616 |
9,512 |
|
R1 |
9,555 |
9,555 |
9,502 |
9,586 |
PP |
9,514 |
9,514 |
9,514 |
9,530 |
S1 |
9,453 |
9,453 |
9,484 |
9,484 |
S2 |
9,412 |
9,412 |
9,474 |
|
S3 |
9,310 |
9,351 |
9,465 |
|
S4 |
9,208 |
9,249 |
9,437 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,614 |
10,468 |
9,718 |
|
R3 |
10,197 |
10,051 |
9,604 |
|
R2 |
9,780 |
9,780 |
9,566 |
|
R1 |
9,634 |
9,634 |
9,527 |
9,707 |
PP |
9,363 |
9,363 |
9,363 |
9,399 |
S1 |
9,217 |
9,217 |
9,451 |
9,290 |
S2 |
8,946 |
8,946 |
9,413 |
|
S3 |
8,529 |
8,800 |
9,374 |
|
S4 |
8,112 |
8,383 |
9,260 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,576 |
9,106 |
470 |
5.0% |
153 |
1.6% |
82% |
True |
False |
131,946 |
10 |
9,576 |
9,091 |
485 |
5.1% |
176 |
1.8% |
83% |
True |
False |
127,864 |
20 |
9,576 |
8,955 |
621 |
6.5% |
157 |
1.7% |
87% |
True |
False |
129,740 |
40 |
9,576 |
8,018 |
1,558 |
16.4% |
156 |
1.6% |
95% |
True |
False |
127,571 |
60 |
9,576 |
8,018 |
1,558 |
16.4% |
156 |
1.6% |
95% |
True |
False |
108,771 |
80 |
9,576 |
7,999 |
1,577 |
16.6% |
162 |
1.7% |
95% |
True |
False |
81,613 |
100 |
9,576 |
7,614 |
1,962 |
20.7% |
171 |
1.8% |
96% |
True |
False |
65,305 |
120 |
9,576 |
6,415 |
3,161 |
33.3% |
176 |
1.8% |
97% |
True |
False |
54,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,010 |
2.618 |
9,843 |
1.618 |
9,741 |
1.000 |
9,678 |
0.618 |
9,639 |
HIGH |
9,576 |
0.618 |
9,537 |
0.500 |
9,525 |
0.382 |
9,513 |
LOW |
9,474 |
0.618 |
9,411 |
1.000 |
9,372 |
1.618 |
9,309 |
2.618 |
9,207 |
4.250 |
9,041 |
|
|
Fisher Pivots for day following 24-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,525 |
9,465 |
PP |
9,514 |
9,438 |
S1 |
9,504 |
9,410 |
|