Trading Metrics calculated at close of trading on 03-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
982.25 |
982.75 |
0.50 |
0.1% |
977.00 |
High |
990.50 |
1,001.25 |
10.75 |
1.1% |
994.00 |
Low |
978.25 |
982.00 |
3.75 |
0.4% |
964.00 |
Close |
984.50 |
1,000.75 |
16.25 |
1.7% |
984.50 |
Range |
12.25 |
19.25 |
7.00 |
57.1% |
30.00 |
ATR |
17.51 |
17.63 |
0.12 |
0.7% |
0.00 |
Volume |
2,202,255 |
2,082,892 |
-119,363 |
-5.4% |
9,207,471 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,052.50 |
1,045.75 |
1,011.25 |
|
R3 |
1,033.25 |
1,026.50 |
1,006.00 |
|
R2 |
1,014.00 |
1,014.00 |
1,004.25 |
|
R1 |
1,007.25 |
1,007.25 |
1,002.50 |
1,010.50 |
PP |
994.75 |
994.75 |
994.75 |
996.25 |
S1 |
988.00 |
988.00 |
999.00 |
991.50 |
S2 |
975.50 |
975.50 |
997.25 |
|
S3 |
956.25 |
968.75 |
995.50 |
|
S4 |
937.00 |
949.50 |
990.25 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,070.75 |
1,057.75 |
1,001.00 |
|
R3 |
1,040.75 |
1,027.75 |
992.75 |
|
R2 |
1,010.75 |
1,010.75 |
990.00 |
|
R1 |
997.75 |
997.75 |
987.25 |
1,004.25 |
PP |
980.75 |
980.75 |
980.75 |
984.00 |
S1 |
967.75 |
967.75 |
981.75 |
974.25 |
S2 |
950.75 |
950.75 |
979.00 |
|
S3 |
920.75 |
937.75 |
976.25 |
|
S4 |
890.75 |
907.75 |
968.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,001.25 |
964.00 |
37.25 |
3.7% |
16.00 |
1.6% |
99% |
True |
False |
1,921,626 |
10 |
1,001.25 |
939.50 |
61.75 |
6.2% |
17.00 |
1.7% |
99% |
True |
False |
1,910,661 |
20 |
1,001.25 |
865.25 |
136.00 |
13.6% |
17.25 |
1.7% |
100% |
True |
False |
1,942,330 |
40 |
1,001.25 |
865.25 |
136.00 |
13.6% |
17.75 |
1.8% |
100% |
True |
False |
1,738,085 |
60 |
1,001.25 |
865.25 |
136.00 |
13.6% |
19.25 |
1.9% |
100% |
True |
False |
1,163,415 |
80 |
1,001.25 |
818.50 |
182.75 |
18.3% |
20.25 |
2.0% |
100% |
True |
False |
873,681 |
100 |
1,001.25 |
711.00 |
290.25 |
29.0% |
21.75 |
2.2% |
100% |
True |
False |
699,155 |
120 |
1,001.25 |
662.00 |
339.25 |
33.9% |
22.25 |
2.2% |
100% |
True |
False |
582,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,083.00 |
2.618 |
1,051.75 |
1.618 |
1,032.50 |
1.000 |
1,020.50 |
0.618 |
1,013.25 |
HIGH |
1,001.25 |
0.618 |
994.00 |
0.500 |
991.50 |
0.382 |
989.25 |
LOW |
982.00 |
0.618 |
970.00 |
1.000 |
962.75 |
1.618 |
950.75 |
2.618 |
931.50 |
4.250 |
900.25 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
997.75 |
996.25 |
PP |
994.75 |
991.75 |
S1 |
991.50 |
987.50 |
|