Trading Metrics calculated at close of trading on 07-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,615.25 |
1,600.25 |
-15.00 |
-0.9% |
1,601.25 |
High |
1,624.50 |
1,627.75 |
3.25 |
0.2% |
1,632.50 |
Low |
1,593.50 |
1,595.25 |
1.75 |
0.1% |
1,593.50 |
Close |
1,601.25 |
1,619.75 |
18.50 |
1.2% |
1,619.75 |
Range |
31.00 |
32.50 |
1.50 |
4.8% |
39.00 |
ATR |
28.76 |
29.03 |
0.27 |
0.9% |
0.00 |
Volume |
299,454 |
271,304 |
-28,150 |
-9.4% |
1,375,155 |
|
Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,711.75 |
1,698.25 |
1,637.50 |
|
R3 |
1,679.25 |
1,665.75 |
1,628.75 |
|
R2 |
1,646.75 |
1,646.75 |
1,625.75 |
|
R1 |
1,633.25 |
1,633.25 |
1,622.75 |
1,640.00 |
PP |
1,614.25 |
1,614.25 |
1,614.25 |
1,617.50 |
S1 |
1,600.75 |
1,600.75 |
1,616.75 |
1,607.50 |
S2 |
1,581.75 |
1,581.75 |
1,613.75 |
|
S3 |
1,549.25 |
1,568.25 |
1,610.75 |
|
S4 |
1,516.75 |
1,535.75 |
1,602.00 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,732.25 |
1,715.00 |
1,641.25 |
|
R3 |
1,693.25 |
1,676.00 |
1,630.50 |
|
R2 |
1,654.25 |
1,654.25 |
1,627.00 |
|
R1 |
1,637.00 |
1,637.00 |
1,623.25 |
1,645.50 |
PP |
1,615.25 |
1,615.25 |
1,615.25 |
1,619.50 |
S1 |
1,598.00 |
1,598.00 |
1,616.25 |
1,606.50 |
S2 |
1,576.25 |
1,576.25 |
1,612.50 |
|
S3 |
1,537.25 |
1,559.00 |
1,609.00 |
|
S4 |
1,498.25 |
1,520.00 |
1,598.25 |
|
|
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% |
28.00 |
1.7% |
67% |
False |
False |
275,031 |
10 |
1,632.50 |
1,578.50 |
54.00 |
3.3% |
27.00 |
1.7% |
76% |
False |
False |
283,054 |
20 |
1,632.50 |
1,399.50 |
233.00 |
14.4% |
28.75 |
1.8% |
95% |
False |
False |
288,942 |
40 |
1,632.50 |
1,392.50 |
240.00 |
14.8% |
29.25 |
1.8% |
95% |
False |
False |
282,454 |
60 |
1,632.50 |
1,336.75 |
295.75 |
18.3% |
30.75 |
1.9% |
96% |
False |
False |
188,993 |
80 |
1,632.50 |
1,299.75 |
332.75 |
20.5% |
32.00 |
2.0% |
96% |
False |
False |
141,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,766.00 |
2.618 |
1,712.75 |
1.618 |
1,680.25 |
1.000 |
1,660.25 |
0.618 |
1,647.75 |
HIGH |
1,627.75 |
0.618 |
1,615.25 |
0.500 |
1,611.50 |
0.382 |
1,607.75 |
LOW |
1,595.25 |
0.618 |
1,575.25 |
1.000 |
1,562.75 |
1.618 |
1,542.75 |
2.618 |
1,510.25 |
4.250 |
1,457.00 |
|
|
Fisher Pivots for day following 07-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,617.00 |
1,617.25 |
PP |
1,614.25 |
1,615.00 |
S1 |
1,611.50 |
1,612.50 |
|