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 |
4,216.0 |
4,266.0 |
50.0 |
1.2% |
4,232.0 |
High |
4,300.0 |
4,274.0 |
-26.0 |
-0.6% |
4,300.0 |
Low |
4,216.0 |
4,233.0 |
17.0 |
0.4% |
4,205.0 |
Close |
4,291.0 |
4,261.0 |
-30.0 |
-0.7% |
4,261.0 |
Range |
84.0 |
41.0 |
-43.0 |
-51.2% |
95.0 |
ATR |
64.1 |
63.7 |
-0.4 |
-0.7% |
0.0 |
Volume |
27,950 |
23,624 |
-4,326 |
-15.5% |
140,800 |
|
Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,379.0 |
4,361.0 |
4,283.6 |
|
R3 |
4,338.0 |
4,320.0 |
4,272.3 |
|
R2 |
4,297.0 |
4,297.0 |
4,268.5 |
|
R1 |
4,279.0 |
4,279.0 |
4,264.8 |
4,267.5 |
PP |
4,256.0 |
4,256.0 |
4,256.0 |
4,250.3 |
S1 |
4,238.0 |
4,238.0 |
4,257.2 |
4,226.5 |
S2 |
4,215.0 |
4,215.0 |
4,253.5 |
|
S3 |
4,174.0 |
4,197.0 |
4,249.7 |
|
S4 |
4,133.0 |
4,156.0 |
4,238.5 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,540.3 |
4,495.7 |
4,313.3 |
|
R3 |
4,445.3 |
4,400.7 |
4,287.1 |
|
R2 |
4,350.3 |
4,350.3 |
4,278.4 |
|
R1 |
4,305.7 |
4,305.7 |
4,269.7 |
4,328.0 |
PP |
4,255.3 |
4,255.3 |
4,255.3 |
4,266.5 |
S1 |
4,210.7 |
4,210.7 |
4,252.3 |
4,233.0 |
S2 |
4,160.3 |
4,160.3 |
4,243.6 |
|
S3 |
4,065.3 |
4,115.7 |
4,234.9 |
|
S4 |
3,970.3 |
4,020.7 |
4,208.8 |
|
|
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 |
4,205.0 |
95.0 |
2.2% |
59.0 |
1.4% |
59% |
False |
False |
28,160 |
10 |
4,300.0 |
4,086.0 |
214.0 |
5.0% |
55.5 |
1.3% |
82% |
False |
False |
26,467 |
20 |
4,300.0 |
3,692.0 |
608.0 |
14.3% |
52.3 |
1.2% |
94% |
False |
False |
25,724 |
40 |
4,300.0 |
3,665.0 |
635.0 |
14.9% |
50.0 |
1.2% |
94% |
False |
False |
29,401 |
60 |
4,300.0 |
3,665.0 |
635.0 |
14.9% |
46.4 |
1.1% |
94% |
False |
False |
19,952 |
80 |
4,300.0 |
3,638.0 |
662.0 |
15.5% |
41.6 |
1.0% |
94% |
False |
False |
14,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,448.3 |
2.618 |
4,381.3 |
1.618 |
4,340.3 |
1.000 |
4,315.0 |
0.618 |
4,299.3 |
HIGH |
4,274.0 |
0.618 |
4,258.3 |
0.500 |
4,253.5 |
0.382 |
4,248.7 |
LOW |
4,233.0 |
0.618 |
4,207.7 |
1.000 |
4,192.0 |
1.618 |
4,166.7 |
2.618 |
4,125.7 |
4.250 |
4,058.8 |
|
|
Fisher Pivots for day following 07-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4,258.5 |
4,259.0 |
PP |
4,256.0 |
4,257.0 |
S1 |
4,253.5 |
4,255.0 |
|