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 |
1,605.50 |
1,601.25 |
-4.25 |
-0.3% |
1,597.25 |
High |
1,618.75 |
1,628.25 |
9.50 |
0.6% |
1,632.00 |
Low |
1,598.50 |
1,600.50 |
2.00 |
0.1% |
1,578.50 |
Close |
1,602.00 |
1,626.75 |
24.75 |
1.5% |
1,602.00 |
Range |
20.25 |
27.75 |
7.50 |
37.0% |
53.50 |
ATR |
29.35 |
29.24 |
-0.11 |
-0.4% |
0.00 |
Volume |
324,926 |
258,709 |
-66,217 |
-20.4% |
1,455,391 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,701.75 |
1,692.00 |
1,642.00 |
|
R3 |
1,674.00 |
1,664.25 |
1,634.50 |
|
R2 |
1,646.25 |
1,646.25 |
1,631.75 |
|
R1 |
1,636.50 |
1,636.50 |
1,629.25 |
1,641.50 |
PP |
1,618.50 |
1,618.50 |
1,618.50 |
1,621.00 |
S1 |
1,608.75 |
1,608.75 |
1,624.25 |
1,613.50 |
S2 |
1,590.75 |
1,590.75 |
1,621.75 |
|
S3 |
1,563.00 |
1,581.00 |
1,619.00 |
|
S4 |
1,535.25 |
1,553.25 |
1,611.50 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,764.75 |
1,736.75 |
1,631.50 |
|
R3 |
1,711.25 |
1,683.25 |
1,616.75 |
|
R2 |
1,657.75 |
1,657.75 |
1,611.75 |
|
R1 |
1,629.75 |
1,629.75 |
1,607.00 |
1,643.75 |
PP |
1,604.25 |
1,604.25 |
1,604.25 |
1,611.00 |
S1 |
1,576.25 |
1,576.25 |
1,597.00 |
1,590.25 |
S2 |
1,550.75 |
1,550.75 |
1,592.25 |
|
S3 |
1,497.25 |
1,522.75 |
1,587.25 |
|
S4 |
1,443.75 |
1,469.25 |
1,572.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,632.00 |
1,581.50 |
50.50 |
3.1% |
25.50 |
1.6% |
90% |
False |
False |
289,367 |
10 |
1,632.00 |
1,528.25 |
103.75 |
6.4% |
28.75 |
1.8% |
95% |
False |
False |
294,835 |
20 |
1,632.00 |
1,392.50 |
239.50 |
14.7% |
28.50 |
1.8% |
98% |
False |
False |
287,523 |
40 |
1,632.00 |
1,392.50 |
239.50 |
14.7% |
29.50 |
1.8% |
98% |
False |
False |
255,363 |
60 |
1,632.00 |
1,336.75 |
295.25 |
18.1% |
31.75 |
2.0% |
98% |
False |
False |
170,396 |
80 |
1,632.00 |
1,293.50 |
338.50 |
20.8% |
32.00 |
2.0% |
98% |
False |
False |
127,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,746.25 |
2.618 |
1,701.00 |
1.618 |
1,673.25 |
1.000 |
1,656.00 |
0.618 |
1,645.50 |
HIGH |
1,628.25 |
0.618 |
1,617.75 |
0.500 |
1,614.50 |
0.382 |
1,611.00 |
LOW |
1,600.50 |
0.618 |
1,583.25 |
1.000 |
1,572.75 |
1.618 |
1,555.50 |
2.618 |
1,527.75 |
4.250 |
1,482.50 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,622.50 |
1,623.00 |
PP |
1,618.50 |
1,619.00 |
S1 |
1,614.50 |
1,615.25 |
|