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 |
5,428.0 |
5,400.0 |
-28.0 |
-0.5% |
5,305.0 |
High |
5,456.0 |
5,427.0 |
-29.0 |
-0.5% |
5,401.0 |
Low |
5,334.0 |
5,337.0 |
3.0 |
0.1% |
5,147.5 |
Close |
5,361.0 |
5,370.5 |
9.5 |
0.2% |
5,342.0 |
Range |
122.0 |
90.0 |
-32.0 |
-26.2% |
253.5 |
ATR |
121.6 |
119.3 |
-2.3 |
-1.9% |
0.0 |
Volume |
122,503 |
109,431 |
-13,072 |
-10.7% |
657,986 |
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,648.2 |
5,599.3 |
5,420.0 |
|
R3 |
5,558.2 |
5,509.3 |
5,395.3 |
|
R2 |
5,468.2 |
5,468.2 |
5,387.0 |
|
R1 |
5,419.3 |
5,419.3 |
5,378.8 |
5,398.8 |
PP |
5,378.2 |
5,378.2 |
5,378.2 |
5,367.9 |
S1 |
5,329.3 |
5,329.3 |
5,362.3 |
5,308.8 |
S2 |
5,288.2 |
5,288.2 |
5,354.0 |
|
S3 |
5,198.2 |
5,239.3 |
5,345.8 |
|
S4 |
5,108.2 |
5,149.3 |
5,321.0 |
|
|
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 |
5,305.5 |
161.0 |
3.0% |
105.9 |
2.0% |
40% |
False |
False |
119,167 |
10 |
5,466.5 |
5,147.5 |
319.0 |
5.9% |
119.4 |
2.2% |
70% |
False |
False |
125,605 |
20 |
5,466.5 |
4,521.0 |
945.5 |
17.6% |
117.6 |
2.2% |
90% |
False |
False |
131,776 |
40 |
5,466.5 |
4,521.0 |
945.5 |
17.6% |
116.5 |
2.2% |
90% |
False |
False |
119,509 |
60 |
5,466.5 |
4,521.0 |
945.5 |
17.6% |
115.7 |
2.2% |
90% |
False |
False |
80,165 |
80 |
5,466.5 |
4,413.0 |
1,053.5 |
19.6% |
116.8 |
2.2% |
91% |
False |
False |
60,230 |
100 |
5,466.5 |
3,965.0 |
1,501.5 |
28.0% |
118.4 |
2.2% |
94% |
False |
False |
48,606 |
120 |
5,466.5 |
3,613.5 |
1,853.0 |
34.5% |
121.8 |
2.3% |
95% |
False |
False |
40,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,809.5 |
2.618 |
5,662.6 |
1.618 |
5,572.6 |
1.000 |
5,517.0 |
0.618 |
5,482.6 |
HIGH |
5,427.0 |
0.618 |
5,392.6 |
0.500 |
5,382.0 |
0.382 |
5,371.4 |
LOW |
5,337.0 |
0.618 |
5,281.4 |
1.000 |
5,247.0 |
1.618 |
5,191.4 |
2.618 |
5,101.4 |
4.250 |
4,954.5 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,382.0 |
5,395.0 |
PP |
5,378.2 |
5,386.8 |
S1 |
5,374.3 |
5,378.7 |
|