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 |
4,280.0 |
4,216.0 |
-64.0 |
-1.5% |
4,100.0 |
High |
4,293.0 |
4,300.0 |
7.0 |
0.2% |
4,216.0 |
Low |
4,210.0 |
4,216.0 |
6.0 |
0.1% |
4,086.0 |
Close |
4,216.0 |
4,291.0 |
75.0 |
1.8% |
4,207.0 |
Range |
83.0 |
84.0 |
1.0 |
1.2% |
130.0 |
ATR |
62.6 |
64.1 |
1.5 |
2.4% |
0.0 |
Volume |
28,927 |
27,950 |
-977 |
-3.4% |
123,875 |
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,521.0 |
4,490.0 |
4,337.2 |
|
R3 |
4,437.0 |
4,406.0 |
4,314.1 |
|
R2 |
4,353.0 |
4,353.0 |
4,306.4 |
|
R1 |
4,322.0 |
4,322.0 |
4,298.7 |
4,337.5 |
PP |
4,269.0 |
4,269.0 |
4,269.0 |
4,276.8 |
S1 |
4,238.0 |
4,238.0 |
4,283.3 |
4,253.5 |
S2 |
4,185.0 |
4,185.0 |
4,275.6 |
|
S3 |
4,101.0 |
4,154.0 |
4,267.9 |
|
S4 |
4,017.0 |
4,070.0 |
4,244.8 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,559.7 |
4,513.3 |
4,278.5 |
|
R3 |
4,429.7 |
4,383.3 |
4,242.8 |
|
R2 |
4,299.7 |
4,299.7 |
4,230.8 |
|
R1 |
4,253.3 |
4,253.3 |
4,218.9 |
4,276.5 |
PP |
4,169.7 |
4,169.7 |
4,169.7 |
4,181.3 |
S1 |
4,123.3 |
4,123.3 |
4,195.1 |
4,146.5 |
S2 |
4,039.7 |
4,039.7 |
4,183.2 |
|
S3 |
3,909.7 |
3,993.3 |
4,171.3 |
|
S4 |
3,779.7 |
3,863.3 |
4,135.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,300.0 |
4,170.0 |
130.0 |
3.0% |
60.0 |
1.4% |
93% |
True |
False |
29,790 |
10 |
4,300.0 |
4,050.0 |
250.0 |
5.8% |
57.5 |
1.3% |
96% |
True |
False |
26,604 |
20 |
4,300.0 |
3,692.0 |
608.0 |
14.2% |
52.0 |
1.2% |
99% |
True |
False |
25,409 |
40 |
4,300.0 |
3,665.0 |
635.0 |
14.8% |
50.1 |
1.2% |
99% |
True |
False |
29,058 |
60 |
4,300.0 |
3,665.0 |
635.0 |
14.8% |
46.4 |
1.1% |
99% |
True |
False |
19,563 |
80 |
4,300.0 |
3,638.0 |
662.0 |
15.4% |
41.3 |
1.0% |
99% |
True |
False |
14,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,657.0 |
2.618 |
4,519.9 |
1.618 |
4,435.9 |
1.000 |
4,384.0 |
0.618 |
4,351.9 |
HIGH |
4,300.0 |
0.618 |
4,267.9 |
0.500 |
4,258.0 |
0.382 |
4,248.1 |
LOW |
4,216.0 |
0.618 |
4,164.1 |
1.000 |
4,132.0 |
1.618 |
4,080.1 |
2.618 |
3,996.1 |
4.250 |
3,859.0 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4,280.0 |
4,279.0 |
PP |
4,269.0 |
4,267.0 |
S1 |
4,258.0 |
4,255.0 |
|