Trading Metrics calculated at close of trading on 07-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,400.0 |
5,364.0 |
-36.0 |
-0.7% |
5,362.0 |
High |
5,427.0 |
5,483.5 |
56.5 |
1.0% |
5,483.5 |
Low |
5,337.0 |
5,315.5 |
-21.5 |
-0.4% |
5,308.0 |
Close |
5,370.5 |
5,463.5 |
93.0 |
1.7% |
5,463.5 |
Range |
90.0 |
168.0 |
78.0 |
86.7% |
175.5 |
ATR |
119.3 |
122.8 |
3.5 |
2.9% |
0.0 |
Volume |
109,431 |
145,215 |
35,784 |
32.7% |
620,396 |
|
Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,924.8 |
5,862.2 |
5,555.9 |
|
R3 |
5,756.8 |
5,694.2 |
5,509.7 |
|
R2 |
5,588.8 |
5,588.8 |
5,494.3 |
|
R1 |
5,526.2 |
5,526.2 |
5,478.9 |
5,557.5 |
PP |
5,420.8 |
5,420.8 |
5,420.8 |
5,436.5 |
S1 |
5,358.2 |
5,358.2 |
5,448.1 |
5,389.5 |
S2 |
5,252.8 |
5,252.8 |
5,432.7 |
|
S3 |
5,084.8 |
5,190.2 |
5,417.3 |
|
S4 |
4,916.8 |
5,022.2 |
5,371.1 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,944.8 |
5,879.7 |
5,560.0 |
|
R3 |
5,769.3 |
5,704.2 |
5,511.8 |
|
R2 |
5,593.8 |
5,593.8 |
5,495.7 |
|
R1 |
5,528.7 |
5,528.7 |
5,479.6 |
5,561.3 |
PP |
5,418.3 |
5,418.3 |
5,418.3 |
5,434.6 |
S1 |
5,353.2 |
5,353.2 |
5,447.4 |
5,385.8 |
S2 |
5,242.8 |
5,242.8 |
5,431.3 |
|
S3 |
5,067.3 |
5,177.7 |
5,415.2 |
|
S4 |
4,891.8 |
5,002.2 |
5,367.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,483.5 |
5,308.0 |
175.5 |
3.2% |
122.7 |
2.2% |
89% |
True |
False |
124,079 |
10 |
5,483.5 |
5,147.5 |
336.0 |
6.1% |
125.7 |
2.3% |
94% |
True |
False |
127,838 |
20 |
5,483.5 |
4,521.0 |
962.5 |
17.6% |
122.1 |
2.2% |
98% |
True |
False |
133,113 |
40 |
5,483.5 |
4,521.0 |
962.5 |
17.6% |
118.6 |
2.2% |
98% |
True |
False |
123,035 |
60 |
5,483.5 |
4,521.0 |
962.5 |
17.6% |
116.6 |
2.1% |
98% |
True |
False |
82,574 |
80 |
5,483.5 |
4,413.0 |
1,070.5 |
19.6% |
117.8 |
2.2% |
98% |
True |
False |
62,033 |
100 |
5,483.5 |
3,965.0 |
1,518.5 |
27.8% |
119.2 |
2.2% |
99% |
True |
False |
50,028 |
120 |
5,483.5 |
3,613.5 |
1,870.0 |
34.2% |
122.9 |
2.2% |
99% |
True |
False |
41,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,197.5 |
2.618 |
5,923.3 |
1.618 |
5,755.3 |
1.000 |
5,651.5 |
0.618 |
5,587.3 |
HIGH |
5,483.5 |
0.618 |
5,419.3 |
0.500 |
5,399.5 |
0.382 |
5,379.7 |
LOW |
5,315.5 |
0.618 |
5,211.7 |
1.000 |
5,147.5 |
1.618 |
5,043.7 |
2.618 |
4,875.7 |
4.250 |
4,601.5 |
|
|
Fisher Pivots for day following 07-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,442.2 |
5,442.2 |
PP |
5,420.8 |
5,420.8 |
S1 |
5,399.5 |
5,399.5 |
|