Trading Metrics calculated at close of trading on 05-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,000.25 |
1,004.50 |
4.25 |
0.4% |
977.00 |
High |
1,005.00 |
1,006.50 |
1.50 |
0.1% |
994.00 |
Low |
992.00 |
991.25 |
-0.75 |
-0.1% |
964.00 |
Close |
1,004.75 |
1,000.75 |
-4.00 |
-0.4% |
984.50 |
Range |
13.00 |
15.25 |
2.25 |
17.3% |
30.00 |
ATR |
17.30 |
17.15 |
-0.15 |
-0.8% |
0.00 |
Volume |
1,754,282 |
1,874,293 |
120,011 |
6.8% |
9,207,471 |
|
Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,045.25 |
1,038.25 |
1,009.25 |
|
R3 |
1,030.00 |
1,023.00 |
1,005.00 |
|
R2 |
1,014.75 |
1,014.75 |
1,003.50 |
|
R1 |
1,007.75 |
1,007.75 |
1,002.25 |
1,003.50 |
PP |
999.50 |
999.50 |
999.50 |
997.50 |
S1 |
992.50 |
992.50 |
999.25 |
988.50 |
S2 |
984.25 |
984.25 |
998.00 |
|
S3 |
969.00 |
977.25 |
996.50 |
|
S4 |
953.75 |
962.00 |
992.25 |
|
|
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 |
1,006.50 |
973.50 |
33.00 |
3.3% |
16.00 |
1.6% |
83% |
True |
False |
1,956,591 |
10 |
1,006.50 |
948.75 |
57.75 |
5.8% |
16.75 |
1.7% |
90% |
True |
False |
1,926,794 |
20 |
1,006.50 |
865.50 |
141.00 |
14.1% |
16.75 |
1.7% |
96% |
True |
False |
1,940,415 |
40 |
1,006.50 |
865.25 |
141.25 |
14.1% |
17.75 |
1.8% |
96% |
True |
False |
1,825,433 |
60 |
1,006.50 |
865.25 |
141.25 |
14.1% |
19.00 |
1.9% |
96% |
True |
False |
1,223,663 |
80 |
1,006.50 |
819.75 |
186.75 |
18.7% |
20.00 |
2.0% |
97% |
True |
False |
918,996 |
100 |
1,006.50 |
745.25 |
261.25 |
26.1% |
21.50 |
2.1% |
98% |
True |
False |
735,440 |
120 |
1,006.50 |
662.00 |
344.50 |
34.4% |
22.25 |
2.2% |
98% |
True |
False |
612,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,071.25 |
2.618 |
1,046.50 |
1.618 |
1,031.25 |
1.000 |
1,021.75 |
0.618 |
1,016.00 |
HIGH |
1,006.50 |
0.618 |
1,000.75 |
0.500 |
999.00 |
0.382 |
997.00 |
LOW |
991.25 |
0.618 |
981.75 |
1.000 |
976.00 |
1.618 |
966.50 |
2.618 |
951.25 |
4.250 |
926.50 |
|
|
Fisher Pivots for day following 05-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,000.00 |
998.50 |
PP |
999.50 |
996.50 |
S1 |
999.00 |
994.25 |
|