Trading Metrics calculated at close of trading on 10-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5,364.0 |
5,430.0 |
66.0 |
1.2% |
5,362.0 |
High |
5,483.5 |
5,446.0 |
-37.5 |
-0.7% |
5,483.5 |
Low |
5,315.5 |
5,391.5 |
76.0 |
1.4% |
5,308.0 |
Close |
5,463.5 |
5,422.5 |
-41.0 |
-0.8% |
5,463.5 |
Range |
168.0 |
54.5 |
-113.5 |
-67.6% |
175.5 |
ATR |
122.8 |
119.2 |
-3.6 |
-3.0% |
0.0 |
Volume |
145,215 |
83,208 |
-62,007 |
-42.7% |
620,396 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,583.5 |
5,557.5 |
5,452.5 |
|
R3 |
5,529.0 |
5,503.0 |
5,437.5 |
|
R2 |
5,474.5 |
5,474.5 |
5,432.5 |
|
R1 |
5,448.5 |
5,448.5 |
5,427.5 |
5,434.3 |
PP |
5,420.0 |
5,420.0 |
5,420.0 |
5,412.9 |
S1 |
5,394.0 |
5,394.0 |
5,417.5 |
5,379.8 |
S2 |
5,365.5 |
5,365.5 |
5,412.5 |
|
S3 |
5,311.0 |
5,339.5 |
5,407.5 |
|
S4 |
5,256.5 |
5,285.0 |
5,392.5 |
|
|
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 |
5,315.5 |
168.0 |
3.1% |
101.9 |
1.9% |
64% |
False |
False |
113,990 |
10 |
5,483.5 |
5,147.5 |
336.0 |
6.2% |
120.4 |
2.2% |
82% |
False |
False |
125,236 |
20 |
5,483.5 |
4,704.5 |
779.0 |
14.4% |
113.3 |
2.1% |
92% |
False |
False |
128,761 |
40 |
5,483.5 |
4,521.0 |
962.5 |
17.8% |
118.4 |
2.2% |
94% |
False |
False |
124,904 |
60 |
5,483.5 |
4,521.0 |
962.5 |
17.8% |
116.1 |
2.1% |
94% |
False |
False |
83,950 |
80 |
5,483.5 |
4,413.0 |
1,070.5 |
19.7% |
116.9 |
2.2% |
94% |
False |
False |
63,066 |
100 |
5,483.5 |
3,965.0 |
1,518.5 |
28.0% |
118.7 |
2.2% |
96% |
False |
False |
50,822 |
120 |
5,483.5 |
3,613.5 |
1,870.0 |
34.5% |
122.5 |
2.3% |
97% |
False |
False |
42,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,677.6 |
2.618 |
5,588.7 |
1.618 |
5,534.2 |
1.000 |
5,500.5 |
0.618 |
5,479.7 |
HIGH |
5,446.0 |
0.618 |
5,425.2 |
0.500 |
5,418.8 |
0.382 |
5,412.3 |
LOW |
5,391.5 |
0.618 |
5,357.8 |
1.000 |
5,337.0 |
1.618 |
5,303.3 |
2.618 |
5,248.8 |
4.250 |
5,159.9 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,421.3 |
5,414.8 |
PP |
5,420.0 |
5,407.2 |
S1 |
5,418.8 |
5,399.5 |
|