Trading Metrics calculated at close of trading on 05-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,413.0 |
5,428.0 |
15.0 |
0.3% |
5,305.0 |
High |
5,436.5 |
5,456.0 |
19.5 |
0.4% |
5,401.0 |
Low |
5,361.5 |
5,334.0 |
-27.5 |
-0.5% |
5,147.5 |
Close |
5,418.5 |
5,361.0 |
-57.5 |
-1.1% |
5,342.0 |
Range |
75.0 |
122.0 |
47.0 |
62.7% |
253.5 |
ATR |
121.5 |
121.6 |
0.0 |
0.0% |
0.0 |
Volume |
109,593 |
122,503 |
12,910 |
11.8% |
657,986 |
|
Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,749.7 |
5,677.3 |
5,428.1 |
|
R3 |
5,627.7 |
5,555.3 |
5,394.6 |
|
R2 |
5,505.7 |
5,505.7 |
5,383.4 |
|
R1 |
5,433.3 |
5,433.3 |
5,372.2 |
5,408.5 |
PP |
5,383.7 |
5,383.7 |
5,383.7 |
5,371.3 |
S1 |
5,311.3 |
5,311.3 |
5,349.8 |
5,286.5 |
S2 |
5,261.7 |
5,261.7 |
5,338.6 |
|
S3 |
5,139.7 |
5,189.3 |
5,327.5 |
|
S4 |
5,017.7 |
5,067.3 |
5,293.9 |
|
|
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 |
5,255.5 |
211.0 |
3.9% |
117.0 |
2.2% |
50% |
False |
False |
127,173 |
10 |
5,466.5 |
5,102.0 |
364.5 |
6.8% |
127.3 |
2.4% |
71% |
False |
False |
130,076 |
20 |
5,466.5 |
4,521.0 |
945.5 |
17.6% |
117.3 |
2.2% |
89% |
False |
False |
132,864 |
40 |
5,466.5 |
4,521.0 |
945.5 |
17.6% |
117.3 |
2.2% |
89% |
False |
False |
116,884 |
60 |
5,466.5 |
4,521.0 |
945.5 |
17.6% |
117.5 |
2.2% |
89% |
False |
False |
78,358 |
80 |
5,466.5 |
4,413.0 |
1,053.5 |
19.7% |
117.2 |
2.2% |
90% |
False |
False |
58,872 |
100 |
5,466.5 |
3,958.5 |
1,508.0 |
28.1% |
118.6 |
2.2% |
93% |
False |
False |
47,527 |
120 |
5,466.5 |
3,613.5 |
1,853.0 |
34.6% |
122.0 |
2.3% |
94% |
False |
False |
39,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,974.5 |
2.618 |
5,775.4 |
1.618 |
5,653.4 |
1.000 |
5,578.0 |
0.618 |
5,531.4 |
HIGH |
5,456.0 |
0.618 |
5,409.4 |
0.500 |
5,395.0 |
0.382 |
5,380.6 |
LOW |
5,334.0 |
0.618 |
5,258.6 |
1.000 |
5,212.0 |
1.618 |
5,136.6 |
2.618 |
5,014.6 |
4.250 |
4,815.5 |
|
|
Fisher Pivots for day following 05-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,395.0 |
5,387.3 |
PP |
5,383.7 |
5,378.5 |
S1 |
5,372.3 |
5,369.8 |
|