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 |
4,651.0 |
4,636.0 |
-15.0 |
-0.3% |
4,585.0 |
High |
4,662.5 |
4,676.0 |
13.5 |
0.3% |
4,619.5 |
Low |
4,593.5 |
4,608.0 |
14.5 |
0.3% |
4,484.0 |
Close |
4,636.0 |
4,622.0 |
-14.0 |
-0.3% |
4,576.0 |
Range |
69.0 |
68.0 |
-1.0 |
-1.4% |
135.5 |
ATR |
83.8 |
82.7 |
-1.1 |
-1.3% |
0.0 |
Volume |
104,856 |
109,084 |
4,228 |
4.0% |
478,818 |
|
Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,839.5 |
4,798.5 |
4,659.5 |
|
R3 |
4,771.5 |
4,730.5 |
4,640.5 |
|
R2 |
4,703.5 |
4,703.5 |
4,634.5 |
|
R1 |
4,662.5 |
4,662.5 |
4,628.0 |
4,649.0 |
PP |
4,635.5 |
4,635.5 |
4,635.5 |
4,628.5 |
S1 |
4,594.5 |
4,594.5 |
4,616.0 |
4,581.0 |
S2 |
4,567.5 |
4,567.5 |
4,609.5 |
|
S3 |
4,499.5 |
4,526.5 |
4,603.5 |
|
S4 |
4,431.5 |
4,458.5 |
4,584.5 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,966.5 |
4,906.5 |
4,650.5 |
|
R3 |
4,831.0 |
4,771.0 |
4,613.5 |
|
R2 |
4,695.5 |
4,695.5 |
4,601.0 |
|
R1 |
4,635.5 |
4,635.5 |
4,588.5 |
4,598.0 |
PP |
4,560.0 |
4,560.0 |
4,560.0 |
4,541.0 |
S1 |
4,500.0 |
4,500.0 |
4,563.5 |
4,462.0 |
S2 |
4,424.5 |
4,424.5 |
4,551.0 |
|
S3 |
4,289.0 |
4,364.5 |
4,538.5 |
|
S4 |
4,153.5 |
4,229.0 |
4,501.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,681.5 |
4,531.5 |
150.0 |
3.2% |
81.0 |
1.8% |
60% |
False |
False |
105,832 |
10 |
4,681.5 |
4,440.5 |
241.0 |
5.2% |
82.5 |
1.8% |
75% |
False |
False |
100,318 |
20 |
4,681.5 |
4,060.5 |
621.0 |
13.4% |
78.5 |
1.7% |
90% |
False |
False |
97,189 |
40 |
4,681.5 |
4,060.5 |
621.0 |
13.4% |
82.5 |
1.8% |
90% |
False |
False |
97,943 |
60 |
4,681.5 |
4,060.5 |
621.0 |
13.4% |
81.0 |
1.8% |
90% |
False |
False |
65,680 |
80 |
4,681.5 |
3,818.0 |
863.5 |
18.7% |
83.0 |
1.8% |
93% |
False |
False |
49,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,965.0 |
2.618 |
4,854.0 |
1.618 |
4,786.0 |
1.000 |
4,744.0 |
0.618 |
4,718.0 |
HIGH |
4,676.0 |
0.618 |
4,650.0 |
0.500 |
4,642.0 |
0.382 |
4,634.0 |
LOW |
4,608.0 |
0.618 |
4,566.0 |
1.000 |
4,540.0 |
1.618 |
4,498.0 |
2.618 |
4,430.0 |
4.250 |
4,319.0 |
|
|
Fisher Pivots for day following 05-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4,642.0 |
4,622.0 |
PP |
4,635.5 |
4,622.0 |
S1 |
4,628.5 |
4,622.0 |
|