Trading Metrics calculated at close of trading on 10-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,600.25 |
1,619.00 |
18.75 |
1.2% |
1,601.25 |
High |
1,627.75 |
1,619.75 |
-8.00 |
-0.5% |
1,632.50 |
Low |
1,595.25 |
1,597.75 |
2.50 |
0.2% |
1,593.50 |
Close |
1,619.75 |
1,612.50 |
-7.25 |
-0.4% |
1,619.75 |
Range |
32.50 |
22.00 |
-10.50 |
-32.3% |
39.00 |
ATR |
29.03 |
28.53 |
-0.50 |
-1.7% |
0.00 |
Volume |
271,304 |
280,789 |
9,485 |
3.5% |
1,375,155 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,676.00 |
1,666.25 |
1,624.50 |
|
R3 |
1,654.00 |
1,644.25 |
1,618.50 |
|
R2 |
1,632.00 |
1,632.00 |
1,616.50 |
|
R1 |
1,622.25 |
1,622.25 |
1,614.50 |
1,616.00 |
PP |
1,610.00 |
1,610.00 |
1,610.00 |
1,607.00 |
S1 |
1,600.25 |
1,600.25 |
1,610.50 |
1,594.00 |
S2 |
1,588.00 |
1,588.00 |
1,608.50 |
|
S3 |
1,566.00 |
1,578.25 |
1,606.50 |
|
S4 |
1,544.00 |
1,556.25 |
1,600.50 |
|
|
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% |
26.75 |
1.7% |
49% |
False |
False |
279,447 |
10 |
1,632.50 |
1,581.50 |
51.00 |
3.2% |
26.25 |
1.6% |
61% |
False |
False |
284,407 |
20 |
1,632.50 |
1,437.25 |
195.25 |
12.1% |
27.50 |
1.7% |
90% |
False |
False |
290,453 |
40 |
1,632.50 |
1,392.50 |
240.00 |
14.9% |
29.00 |
1.8% |
92% |
False |
False |
283,343 |
60 |
1,632.50 |
1,341.00 |
291.50 |
18.1% |
30.75 |
1.9% |
93% |
False |
False |
193,670 |
80 |
1,632.50 |
1,299.75 |
332.75 |
20.6% |
31.75 |
2.0% |
94% |
False |
False |
145,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,713.25 |
2.618 |
1,677.25 |
1.618 |
1,655.25 |
1.000 |
1,641.75 |
0.618 |
1,633.25 |
HIGH |
1,619.75 |
0.618 |
1,611.25 |
0.500 |
1,608.75 |
0.382 |
1,606.25 |
LOW |
1,597.75 |
0.618 |
1,584.25 |
1.000 |
1,575.75 |
1.618 |
1,562.25 |
2.618 |
1,540.25 |
4.250 |
1,504.25 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,611.25 |
1,612.00 |
PP |
1,610.00 |
1,611.25 |
S1 |
1,608.75 |
1,610.50 |
|