Trading Metrics calculated at close of trading on 03-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,350.0 |
5,362.0 |
12.0 |
0.2% |
5,305.0 |
High |
5,389.5 |
5,466.5 |
77.0 |
1.4% |
5,401.0 |
Low |
5,305.5 |
5,308.0 |
2.5 |
0.0% |
5,147.5 |
Close |
5,342.0 |
5,426.5 |
84.5 |
1.6% |
5,342.0 |
Range |
84.0 |
158.5 |
74.5 |
88.7% |
253.5 |
ATR |
122.5 |
125.1 |
2.6 |
2.1% |
0.0 |
Volume |
120,656 |
133,654 |
12,998 |
10.8% |
657,986 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,875.8 |
5,809.7 |
5,513.7 |
|
R3 |
5,717.3 |
5,651.2 |
5,470.1 |
|
R2 |
5,558.8 |
5,558.8 |
5,455.6 |
|
R1 |
5,492.7 |
5,492.7 |
5,441.0 |
5,525.8 |
PP |
5,400.3 |
5,400.3 |
5,400.3 |
5,416.9 |
S1 |
5,334.2 |
5,334.2 |
5,412.0 |
5,367.3 |
S2 |
5,241.8 |
5,241.8 |
5,397.4 |
|
S3 |
5,083.3 |
5,175.7 |
5,382.9 |
|
S4 |
4,924.8 |
5,017.2 |
5,339.3 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,057.3 |
5,953.2 |
5,481.4 |
|
R3 |
5,803.8 |
5,699.7 |
5,411.7 |
|
R2 |
5,550.3 |
5,550.3 |
5,388.5 |
|
R1 |
5,446.2 |
5,446.2 |
5,365.2 |
5,498.3 |
PP |
5,296.8 |
5,296.8 |
5,296.8 |
5,322.9 |
S1 |
5,192.7 |
5,192.7 |
5,318.8 |
5,244.8 |
S2 |
5,043.3 |
5,043.3 |
5,295.5 |
|
S3 |
4,789.8 |
4,939.2 |
5,272.3 |
|
S4 |
4,536.3 |
4,685.7 |
5,202.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,466.5 |
5,147.5 |
319.0 |
5.9% |
138.8 |
2.6% |
87% |
True |
False |
136,483 |
10 |
5,466.5 |
5,029.5 |
437.0 |
8.1% |
128.1 |
2.4% |
91% |
True |
False |
131,817 |
20 |
5,466.5 |
4,521.0 |
945.5 |
17.4% |
118.0 |
2.2% |
96% |
True |
False |
136,210 |
40 |
5,466.5 |
4,521.0 |
945.5 |
17.4% |
116.8 |
2.2% |
96% |
True |
False |
111,240 |
60 |
5,466.5 |
4,521.0 |
945.5 |
17.4% |
117.4 |
2.2% |
96% |
True |
False |
74,511 |
80 |
5,466.5 |
4,248.5 |
1,218.0 |
22.4% |
118.1 |
2.2% |
97% |
True |
False |
55,986 |
100 |
5,466.5 |
3,820.5 |
1,646.0 |
30.3% |
120.3 |
2.2% |
98% |
True |
False |
45,229 |
120 |
5,466.5 |
3,613.5 |
1,853.0 |
34.1% |
122.0 |
2.2% |
98% |
True |
False |
37,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,140.1 |
2.618 |
5,881.5 |
1.618 |
5,723.0 |
1.000 |
5,625.0 |
0.618 |
5,564.5 |
HIGH |
5,466.5 |
0.618 |
5,406.0 |
0.500 |
5,387.3 |
0.382 |
5,368.5 |
LOW |
5,308.0 |
0.618 |
5,210.0 |
1.000 |
5,149.5 |
1.618 |
5,051.5 |
2.618 |
4,893.0 |
4.250 |
4,634.4 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,413.4 |
5,404.7 |
PP |
5,400.3 |
5,382.8 |
S1 |
5,387.3 |
5,361.0 |
|