Trading Metrics calculated at close of trading on 04-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
982.75 |
1,000.25 |
17.50 |
1.8% |
977.00 |
High |
1,001.25 |
1,005.00 |
3.75 |
0.4% |
994.00 |
Low |
982.00 |
992.00 |
10.00 |
1.0% |
964.00 |
Close |
1,000.75 |
1,004.75 |
4.00 |
0.4% |
984.50 |
Range |
19.25 |
13.00 |
-6.25 |
-32.5% |
30.00 |
ATR |
17.63 |
17.30 |
-0.33 |
-1.9% |
0.00 |
Volume |
2,082,892 |
1,754,282 |
-328,610 |
-15.8% |
9,207,471 |
|
Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,039.50 |
1,035.25 |
1,012.00 |
|
R3 |
1,026.50 |
1,022.25 |
1,008.25 |
|
R2 |
1,013.50 |
1,013.50 |
1,007.25 |
|
R1 |
1,009.25 |
1,009.25 |
1,006.00 |
1,011.50 |
PP |
1,000.50 |
1,000.50 |
1,000.50 |
1,001.75 |
S1 |
996.25 |
996.25 |
1,003.50 |
998.50 |
S2 |
987.50 |
987.50 |
1,002.25 |
|
S3 |
974.50 |
983.25 |
1,001.25 |
|
S4 |
961.50 |
970.25 |
997.50 |
|
|
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 |
1,005.00 |
964.00 |
41.00 |
4.1% |
15.50 |
1.5% |
99% |
True |
False |
1,968,173 |
10 |
1,005.00 |
943.50 |
61.50 |
6.1% |
16.50 |
1.6% |
100% |
True |
False |
1,928,617 |
20 |
1,005.00 |
865.25 |
139.75 |
13.9% |
16.75 |
1.7% |
100% |
True |
False |
1,943,228 |
40 |
1,005.00 |
865.25 |
139.75 |
13.9% |
17.50 |
1.7% |
100% |
True |
False |
1,780,507 |
60 |
1,005.00 |
865.25 |
139.75 |
13.9% |
19.00 |
1.9% |
100% |
True |
False |
1,192,581 |
80 |
1,005.00 |
819.75 |
185.25 |
18.4% |
20.00 |
2.0% |
100% |
True |
False |
895,587 |
100 |
1,005.00 |
738.25 |
266.75 |
26.5% |
21.50 |
2.1% |
100% |
True |
False |
716,697 |
120 |
1,005.00 |
662.00 |
343.00 |
34.1% |
22.25 |
2.2% |
100% |
True |
False |
597,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,060.25 |
2.618 |
1,039.00 |
1.618 |
1,026.00 |
1.000 |
1,018.00 |
0.618 |
1,013.00 |
HIGH |
1,005.00 |
0.618 |
1,000.00 |
0.500 |
998.50 |
0.382 |
997.00 |
LOW |
992.00 |
0.618 |
984.00 |
1.000 |
979.00 |
1.618 |
971.00 |
2.618 |
958.00 |
4.250 |
936.75 |
|
|
Fisher Pivots for day following 04-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,002.75 |
1,000.50 |
PP |
1,000.50 |
996.00 |
S1 |
998.50 |
991.50 |
|