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 |
994.75 |
1,005.75 |
11.00 |
1.1% |
982.75 |
High |
1,016.00 |
1,007.75 |
-8.25 |
-0.8% |
1,016.00 |
Low |
990.00 |
998.25 |
8.25 |
0.8% |
982.00 |
Close |
1,006.50 |
1,007.50 |
1.00 |
0.1% |
1,006.50 |
Range |
26.00 |
9.50 |
-16.50 |
-63.5% |
34.00 |
ATR |
17.84 |
17.25 |
-0.60 |
-3.3% |
0.00 |
Volume |
1,731,836 |
1,979,123 |
247,287 |
14.3% |
9,305,830 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,033.00 |
1,029.75 |
1,012.75 |
|
R3 |
1,023.50 |
1,020.25 |
1,010.00 |
|
R2 |
1,014.00 |
1,014.00 |
1,009.25 |
|
R1 |
1,010.75 |
1,010.75 |
1,008.25 |
1,012.50 |
PP |
1,004.50 |
1,004.50 |
1,004.50 |
1,005.25 |
S1 |
1,001.25 |
1,001.25 |
1,006.75 |
1,003.00 |
S2 |
995.00 |
995.00 |
1,005.75 |
|
S3 |
985.50 |
991.75 |
1,005.00 |
|
S4 |
976.00 |
982.25 |
1,002.25 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.50 |
1,089.00 |
1,025.25 |
|
R3 |
1,069.50 |
1,055.00 |
1,015.75 |
|
R2 |
1,035.50 |
1,035.50 |
1,012.75 |
|
R1 |
1,021.00 |
1,021.00 |
1,009.50 |
1,028.25 |
PP |
1,001.50 |
1,001.50 |
1,001.50 |
1,005.00 |
S1 |
987.00 |
987.00 |
1,003.50 |
994.25 |
S2 |
967.50 |
967.50 |
1,000.25 |
|
S3 |
933.50 |
953.00 |
997.25 |
|
S4 |
899.50 |
919.00 |
987.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,016.00 |
989.75 |
26.25 |
2.6% |
16.25 |
1.6% |
68% |
False |
False |
1,840,412 |
10 |
1,016.00 |
964.00 |
52.00 |
5.2% |
16.00 |
1.6% |
84% |
False |
False |
1,881,019 |
20 |
1,016.00 |
892.50 |
123.50 |
12.3% |
16.50 |
1.6% |
93% |
False |
False |
1,913,897 |
40 |
1,016.00 |
865.25 |
150.75 |
15.0% |
17.50 |
1.7% |
94% |
False |
False |
1,903,462 |
60 |
1,016.00 |
865.25 |
150.75 |
15.0% |
18.75 |
1.9% |
94% |
False |
False |
1,316,321 |
80 |
1,016.00 |
819.75 |
196.25 |
19.5% |
19.75 |
2.0% |
96% |
False |
False |
988,617 |
100 |
1,016.00 |
758.25 |
257.75 |
25.6% |
21.00 |
2.1% |
97% |
False |
False |
791,167 |
120 |
1,016.00 |
662.00 |
354.00 |
35.1% |
22.25 |
2.2% |
98% |
False |
False |
659,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,048.00 |
2.618 |
1,032.50 |
1.618 |
1,023.00 |
1.000 |
1,017.25 |
0.618 |
1,013.50 |
HIGH |
1,007.75 |
0.618 |
1,004.00 |
0.500 |
1,003.00 |
0.382 |
1,002.00 |
LOW |
998.25 |
0.618 |
992.50 |
1.000 |
988.75 |
1.618 |
983.00 |
2.618 |
973.50 |
4.250 |
958.00 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,006.00 |
1,006.00 |
PP |
1,004.50 |
1,004.50 |
S1 |
1,003.00 |
1,003.00 |
|