Trading Metrics calculated at close of trading on 06-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,005.41 |
1,004.06 |
-1.35 |
-0.1% |
978.63 |
High |
1,006.64 |
1,008.00 |
1.36 |
0.1% |
996.68 |
Low |
994.31 |
992.49 |
-1.82 |
-0.2% |
968.65 |
Close |
1,002.72 |
997.08 |
-5.64 |
-0.6% |
987.48 |
Range |
12.33 |
15.51 |
3.18 |
25.8% |
28.03 |
ATR |
14.86 |
14.91 |
0.05 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,045.72 |
1,036.91 |
1,005.61 |
|
R3 |
1,030.21 |
1,021.40 |
1,001.35 |
|
R2 |
1,014.70 |
1,014.70 |
999.92 |
|
R1 |
1,005.89 |
1,005.89 |
998.50 |
1,002.54 |
PP |
999.19 |
999.19 |
999.19 |
997.52 |
S1 |
990.38 |
990.38 |
995.66 |
987.03 |
S2 |
983.68 |
983.68 |
994.24 |
|
S3 |
968.17 |
974.87 |
992.81 |
|
S4 |
952.66 |
959.36 |
988.55 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,068.36 |
1,055.95 |
1,002.90 |
|
R3 |
1,040.33 |
1,027.92 |
995.19 |
|
R2 |
1,012.30 |
1,012.30 |
992.62 |
|
R1 |
999.89 |
999.89 |
990.05 |
1,006.10 |
PP |
984.27 |
984.27 |
984.27 |
987.37 |
S1 |
971.86 |
971.86 |
984.91 |
978.07 |
S2 |
956.24 |
956.24 |
982.34 |
|
S3 |
928.21 |
943.83 |
979.77 |
|
S4 |
900.18 |
915.80 |
972.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,008.00 |
982.85 |
25.15 |
2.5% |
12.40 |
1.2% |
57% |
True |
False |
|
10 |
1,008.00 |
965.95 |
42.05 |
4.2% |
12.88 |
1.3% |
74% |
True |
False |
|
20 |
1,008.00 |
872.81 |
135.19 |
13.6% |
14.22 |
1.4% |
92% |
True |
False |
|
40 |
1,008.00 |
869.32 |
138.68 |
13.9% |
14.94 |
1.5% |
92% |
True |
False |
|
60 |
1,008.00 |
869.32 |
138.68 |
13.9% |
16.23 |
1.6% |
92% |
True |
False |
|
80 |
1,008.00 |
826.83 |
181.17 |
18.2% |
17.18 |
1.7% |
94% |
True |
False |
|
100 |
1,008.00 |
749.93 |
258.07 |
25.9% |
18.54 |
1.9% |
96% |
True |
False |
|
120 |
1,008.00 |
666.79 |
341.21 |
34.2% |
19.79 |
2.0% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,073.92 |
2.618 |
1,048.61 |
1.618 |
1,033.10 |
1.000 |
1,023.51 |
0.618 |
1,017.59 |
HIGH |
1,008.00 |
0.618 |
1,002.08 |
0.500 |
1,000.25 |
0.382 |
998.41 |
LOW |
992.49 |
0.618 |
982.90 |
1.000 |
976.98 |
1.618 |
967.39 |
2.618 |
951.88 |
4.250 |
926.57 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,000.25 |
1,000.25 |
PP |
999.19 |
999.19 |
S1 |
998.14 |
998.14 |
|