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 |
4,266.0 |
4,303.0 |
37.0 |
0.9% |
4,232.0 |
High |
4,274.0 |
4,309.0 |
35.0 |
0.8% |
4,300.0 |
Low |
4,233.0 |
4,261.0 |
28.0 |
0.7% |
4,205.0 |
Close |
4,261.0 |
4,265.0 |
4.0 |
0.1% |
4,261.0 |
Range |
41.0 |
48.0 |
7.0 |
17.1% |
95.0 |
ATR |
63.7 |
62.6 |
-1.1 |
-1.8% |
0.0 |
Volume |
23,624 |
22,832 |
-792 |
-3.4% |
140,800 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,422.3 |
4,391.7 |
4,291.4 |
|
R3 |
4,374.3 |
4,343.7 |
4,278.2 |
|
R2 |
4,326.3 |
4,326.3 |
4,273.8 |
|
R1 |
4,295.7 |
4,295.7 |
4,269.4 |
4,287.0 |
PP |
4,278.3 |
4,278.3 |
4,278.3 |
4,274.0 |
S1 |
4,247.7 |
4,247.7 |
4,260.6 |
4,239.0 |
S2 |
4,230.3 |
4,230.3 |
4,256.2 |
|
S3 |
4,182.3 |
4,199.7 |
4,251.8 |
|
S4 |
4,134.3 |
4,151.7 |
4,238.6 |
|
|
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 |
4,309.0 |
4,210.0 |
99.0 |
2.3% |
60.4 |
1.4% |
56% |
True |
False |
27,692 |
10 |
4,309.0 |
4,087.0 |
222.0 |
5.2% |
56.5 |
1.3% |
80% |
True |
False |
26,683 |
20 |
4,309.0 |
3,770.0 |
539.0 |
12.6% |
51.4 |
1.2% |
92% |
True |
False |
25,659 |
40 |
4,309.0 |
3,665.0 |
644.0 |
15.1% |
50.1 |
1.2% |
93% |
True |
False |
27,886 |
60 |
4,309.0 |
3,665.0 |
644.0 |
15.1% |
47.0 |
1.1% |
93% |
True |
False |
20,333 |
80 |
4,309.0 |
3,638.0 |
671.0 |
15.7% |
42.2 |
1.0% |
93% |
True |
False |
15,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,513.0 |
2.618 |
4,434.7 |
1.618 |
4,386.7 |
1.000 |
4,357.0 |
0.618 |
4,338.7 |
HIGH |
4,309.0 |
0.618 |
4,290.7 |
0.500 |
4,285.0 |
0.382 |
4,279.3 |
LOW |
4,261.0 |
0.618 |
4,231.3 |
1.000 |
4,213.0 |
1.618 |
4,183.3 |
2.618 |
4,135.3 |
4.250 |
4,057.0 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
4,285.0 |
4,264.2 |
PP |
4,278.3 |
4,263.3 |
S1 |
4,271.7 |
4,262.5 |
|