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 |
1,601.25 |
1,625.50 |
24.25 |
1.5% |
1,597.25 |
High |
1,628.25 |
1,632.50 |
4.25 |
0.3% |
1,632.00 |
Low |
1,600.50 |
1,612.75 |
12.25 |
0.8% |
1,578.50 |
Close |
1,626.75 |
1,630.25 |
3.50 |
0.2% |
1,602.00 |
Range |
27.75 |
19.75 |
-8.00 |
-28.8% |
53.50 |
ATR |
29.24 |
28.56 |
-0.68 |
-2.3% |
0.00 |
Volume |
258,709 |
277,745 |
19,036 |
7.4% |
1,455,391 |
|
Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,684.50 |
1,677.00 |
1,641.00 |
|
R3 |
1,664.75 |
1,657.25 |
1,635.75 |
|
R2 |
1,645.00 |
1,645.00 |
1,633.75 |
|
R1 |
1,637.50 |
1,637.50 |
1,632.00 |
1,641.25 |
PP |
1,625.25 |
1,625.25 |
1,625.25 |
1,627.00 |
S1 |
1,617.75 |
1,617.75 |
1,628.50 |
1,621.50 |
S2 |
1,605.50 |
1,605.50 |
1,626.75 |
|
S3 |
1,585.75 |
1,598.00 |
1,624.75 |
|
S4 |
1,566.00 |
1,578.25 |
1,619.50 |
|
|
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 |
1,632.50 |
1,583.75 |
48.75 |
3.0% |
24.25 |
1.5% |
95% |
True |
False |
293,239 |
10 |
1,632.50 |
1,544.75 |
87.75 |
5.4% |
28.00 |
1.7% |
97% |
True |
False |
296,636 |
20 |
1,632.50 |
1,392.50 |
240.00 |
14.7% |
27.25 |
1.7% |
99% |
True |
False |
288,858 |
40 |
1,632.50 |
1,392.50 |
240.00 |
14.7% |
29.00 |
1.8% |
99% |
True |
False |
262,248 |
60 |
1,632.50 |
1,336.75 |
295.75 |
18.1% |
31.50 |
1.9% |
99% |
True |
False |
175,024 |
80 |
1,632.50 |
1,293.50 |
339.00 |
20.8% |
31.75 |
1.9% |
99% |
True |
False |
131,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,716.50 |
2.618 |
1,684.25 |
1.618 |
1,664.50 |
1.000 |
1,652.25 |
0.618 |
1,644.75 |
HIGH |
1,632.50 |
0.618 |
1,625.00 |
0.500 |
1,622.50 |
0.382 |
1,620.25 |
LOW |
1,612.75 |
0.618 |
1,600.50 |
1.000 |
1,593.00 |
1.618 |
1,580.75 |
2.618 |
1,561.00 |
4.250 |
1,528.75 |
|
|
Fisher Pivots for day following 04-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,627.75 |
1,625.25 |
PP |
1,625.25 |
1,620.50 |
S1 |
1,622.50 |
1,615.50 |
|