Trading Metrics calculated at close of trading on 06-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,630.00 |
1,615.25 |
-14.75 |
-0.9% |
1,597.25 |
High |
1,631.50 |
1,624.50 |
-7.00 |
-0.4% |
1,632.00 |
Low |
1,602.50 |
1,593.50 |
-9.00 |
-0.6% |
1,578.50 |
Close |
1,614.50 |
1,601.25 |
-13.25 |
-0.8% |
1,602.00 |
Range |
29.00 |
31.00 |
2.00 |
6.9% |
53.50 |
ATR |
28.59 |
28.76 |
0.17 |
0.6% |
0.00 |
Volume |
267,943 |
299,454 |
31,511 |
11.8% |
1,455,391 |
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,699.50 |
1,681.25 |
1,618.25 |
|
R3 |
1,668.50 |
1,650.25 |
1,609.75 |
|
R2 |
1,637.50 |
1,637.50 |
1,607.00 |
|
R1 |
1,619.25 |
1,619.25 |
1,604.00 |
1,613.00 |
PP |
1,606.50 |
1,606.50 |
1,606.50 |
1,603.25 |
S1 |
1,588.25 |
1,588.25 |
1,598.50 |
1,582.00 |
S2 |
1,575.50 |
1,575.50 |
1,595.50 |
|
S3 |
1,544.50 |
1,557.25 |
1,592.75 |
|
S4 |
1,513.50 |
1,526.25 |
1,584.25 |
|
|
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 |
1,593.50 |
39.00 |
2.4% |
25.50 |
1.6% |
20% |
False |
True |
285,755 |
10 |
1,632.50 |
1,572.00 |
60.50 |
3.8% |
26.50 |
1.7% |
48% |
False |
False |
291,344 |
20 |
1,632.50 |
1,399.50 |
233.00 |
14.6% |
28.50 |
1.8% |
87% |
False |
False |
286,569 |
40 |
1,632.50 |
1,392.50 |
240.00 |
15.0% |
29.00 |
1.8% |
87% |
False |
False |
276,176 |
60 |
1,632.50 |
1,336.75 |
295.75 |
18.5% |
31.25 |
1.9% |
89% |
False |
False |
184,474 |
80 |
1,632.50 |
1,293.50 |
339.00 |
21.2% |
32.00 |
2.0% |
91% |
False |
False |
138,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,756.25 |
2.618 |
1,705.75 |
1.618 |
1,674.75 |
1.000 |
1,655.50 |
0.618 |
1,643.75 |
HIGH |
1,624.50 |
0.618 |
1,612.75 |
0.500 |
1,609.00 |
0.382 |
1,605.25 |
LOW |
1,593.50 |
0.618 |
1,574.25 |
1.000 |
1,562.50 |
1.618 |
1,543.25 |
2.618 |
1,512.25 |
4.250 |
1,461.75 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,609.00 |
1,613.00 |
PP |
1,606.50 |
1,609.00 |
S1 |
1,603.75 |
1,605.25 |
|