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 |
1,625.50 |
1,630.00 |
4.50 |
0.3% |
1,597.25 |
High |
1,632.50 |
1,631.50 |
-1.00 |
-0.1% |
1,632.00 |
Low |
1,612.75 |
1,602.50 |
-10.25 |
-0.6% |
1,578.50 |
Close |
1,630.25 |
1,614.50 |
-15.75 |
-1.0% |
1,602.00 |
Range |
19.75 |
29.00 |
9.25 |
46.8% |
53.50 |
ATR |
28.56 |
28.59 |
0.03 |
0.1% |
0.00 |
Volume |
277,745 |
267,943 |
-9,802 |
-3.5% |
1,455,391 |
|
Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,703.25 |
1,687.75 |
1,630.50 |
|
R3 |
1,674.25 |
1,658.75 |
1,622.50 |
|
R2 |
1,645.25 |
1,645.25 |
1,619.75 |
|
R1 |
1,629.75 |
1,629.75 |
1,617.25 |
1,623.00 |
PP |
1,616.25 |
1,616.25 |
1,616.25 |
1,612.75 |
S1 |
1,600.75 |
1,600.75 |
1,611.75 |
1,594.00 |
S2 |
1,587.25 |
1,587.25 |
1,609.25 |
|
S3 |
1,558.25 |
1,571.75 |
1,606.50 |
|
S4 |
1,529.25 |
1,542.75 |
1,598.50 |
|
|
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 |
1,598.50 |
34.00 |
2.1% |
26.00 |
1.6% |
47% |
False |
False |
285,362 |
10 |
1,632.50 |
1,555.00 |
77.50 |
4.8% |
28.50 |
1.8% |
77% |
False |
False |
294,128 |
20 |
1,632.50 |
1,399.50 |
233.00 |
14.4% |
27.50 |
1.7% |
92% |
False |
False |
287,914 |
40 |
1,632.50 |
1,392.50 |
240.00 |
14.9% |
29.25 |
1.8% |
93% |
False |
False |
268,852 |
60 |
1,632.50 |
1,336.75 |
295.75 |
18.3% |
31.50 |
1.9% |
94% |
False |
False |
179,485 |
80 |
1,632.50 |
1,293.50 |
339.00 |
21.0% |
31.75 |
2.0% |
95% |
False |
False |
134,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,754.75 |
2.618 |
1,707.50 |
1.618 |
1,678.50 |
1.000 |
1,660.50 |
0.618 |
1,649.50 |
HIGH |
1,631.50 |
0.618 |
1,620.50 |
0.500 |
1,617.00 |
0.382 |
1,613.50 |
LOW |
1,602.50 |
0.618 |
1,584.50 |
1.000 |
1,573.50 |
1.618 |
1,555.50 |
2.618 |
1,526.50 |
4.250 |
1,479.25 |
|
|
Fisher Pivots for day following 05-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,617.00 |
1,616.50 |
PP |
1,616.25 |
1,615.75 |
S1 |
1,615.25 |
1,615.25 |
|