Trading Metrics calculated at close of trading on 04-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,362.0 |
5,413.0 |
51.0 |
1.0% |
5,305.0 |
High |
5,466.5 |
5,436.5 |
-30.0 |
-0.5% |
5,401.0 |
Low |
5,308.0 |
5,361.5 |
53.5 |
1.0% |
5,147.5 |
Close |
5,426.5 |
5,418.5 |
-8.0 |
-0.1% |
5,342.0 |
Range |
158.5 |
75.0 |
-83.5 |
-52.7% |
253.5 |
ATR |
125.1 |
121.5 |
-3.6 |
-2.9% |
0.0 |
Volume |
133,654 |
109,593 |
-24,061 |
-18.0% |
657,986 |
|
Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,630.5 |
5,599.5 |
5,459.8 |
|
R3 |
5,555.5 |
5,524.5 |
5,439.1 |
|
R2 |
5,480.5 |
5,480.5 |
5,432.3 |
|
R1 |
5,449.5 |
5,449.5 |
5,425.4 |
5,465.0 |
PP |
5,405.5 |
5,405.5 |
5,405.5 |
5,413.3 |
S1 |
5,374.5 |
5,374.5 |
5,411.6 |
5,390.0 |
S2 |
5,330.5 |
5,330.5 |
5,404.8 |
|
S3 |
5,255.5 |
5,299.5 |
5,397.9 |
|
S4 |
5,180.5 |
5,224.5 |
5,377.3 |
|
|
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% |
125.7 |
2.3% |
85% |
False |
False |
131,845 |
10 |
5,466.5 |
5,050.5 |
416.0 |
7.7% |
124.3 |
2.3% |
88% |
False |
False |
129,703 |
20 |
5,466.5 |
4,521.0 |
945.5 |
17.4% |
115.2 |
2.1% |
95% |
False |
False |
134,645 |
40 |
5,466.5 |
4,521.0 |
945.5 |
17.4% |
116.4 |
2.1% |
95% |
False |
False |
113,927 |
60 |
5,466.5 |
4,521.0 |
945.5 |
17.4% |
117.2 |
2.2% |
95% |
False |
False |
76,328 |
80 |
5,466.5 |
4,404.0 |
1,062.5 |
19.6% |
117.2 |
2.2% |
95% |
False |
False |
57,353 |
100 |
5,466.5 |
3,820.5 |
1,646.0 |
30.4% |
119.5 |
2.2% |
97% |
False |
False |
46,318 |
120 |
5,466.5 |
3,613.5 |
1,853.0 |
34.2% |
122.2 |
2.3% |
97% |
False |
False |
38,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,755.3 |
2.618 |
5,632.9 |
1.618 |
5,557.9 |
1.000 |
5,511.5 |
0.618 |
5,482.9 |
HIGH |
5,436.5 |
0.618 |
5,407.9 |
0.500 |
5,399.0 |
0.382 |
5,390.2 |
LOW |
5,361.5 |
0.618 |
5,315.2 |
1.000 |
5,286.5 |
1.618 |
5,240.2 |
2.618 |
5,165.2 |
4.250 |
5,042.8 |
|
|
Fisher Pivots for day following 04-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,412.0 |
5,407.7 |
PP |
5,405.5 |
5,396.8 |
S1 |
5,399.0 |
5,386.0 |
|