Trading Metrics calculated at close of trading on 03-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,091 |
9,100 |
9 |
0.1% |
9,051 |
High |
9,199 |
9,255 |
56 |
0.6% |
9,203 |
Low |
9,071 |
9,099 |
28 |
0.3% |
8,955 |
Close |
9,126 |
9,248 |
122 |
1.3% |
9,126 |
Range |
128 |
156 |
28 |
21.9% |
248 |
ATR |
148 |
149 |
1 |
0.4% |
0 |
Volume |
150,350 |
135,643 |
-14,707 |
-9.8% |
628,885 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,669 |
9,614 |
9,334 |
|
R3 |
9,513 |
9,458 |
9,291 |
|
R2 |
9,357 |
9,357 |
9,277 |
|
R1 |
9,302 |
9,302 |
9,262 |
9,330 |
PP |
9,201 |
9,201 |
9,201 |
9,214 |
S1 |
9,146 |
9,146 |
9,234 |
9,174 |
S2 |
9,045 |
9,045 |
9,220 |
|
S3 |
8,889 |
8,990 |
9,205 |
|
S4 |
8,733 |
8,834 |
9,162 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,839 |
9,730 |
9,263 |
|
R3 |
9,591 |
9,482 |
9,194 |
|
R2 |
9,343 |
9,343 |
9,172 |
|
R1 |
9,234 |
9,234 |
9,149 |
9,289 |
PP |
9,095 |
9,095 |
9,095 |
9,122 |
S1 |
8,986 |
8,986 |
9,103 |
9,041 |
S2 |
8,847 |
8,847 |
9,081 |
|
S3 |
8,599 |
8,738 |
9,058 |
|
S4 |
8,351 |
8,490 |
8,990 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,255 |
8,955 |
300 |
3.2% |
135 |
1.5% |
98% |
True |
False |
132,541 |
10 |
9,255 |
8,762 |
493 |
5.3% |
137 |
1.5% |
99% |
True |
False |
130,341 |
20 |
9,255 |
8,018 |
1,237 |
13.4% |
147 |
1.6% |
99% |
True |
False |
128,921 |
40 |
9,255 |
8,018 |
1,237 |
13.4% |
152 |
1.6% |
99% |
True |
False |
114,728 |
60 |
9,255 |
8,018 |
1,237 |
13.4% |
161 |
1.7% |
99% |
True |
False |
76,610 |
80 |
9,255 |
7,665 |
1,590 |
17.2% |
169 |
1.8% |
100% |
True |
False |
57,476 |
100 |
9,255 |
6,805 |
2,450 |
26.5% |
176 |
1.9% |
100% |
True |
False |
45,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,918 |
2.618 |
9,664 |
1.618 |
9,508 |
1.000 |
9,411 |
0.618 |
9,352 |
HIGH |
9,255 |
0.618 |
9,196 |
0.500 |
9,177 |
0.382 |
9,159 |
LOW |
9,099 |
0.618 |
9,003 |
1.000 |
8,943 |
1.618 |
8,847 |
2.618 |
8,691 |
4.250 |
8,436 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,224 |
9,214 |
PP |
9,201 |
9,180 |
S1 |
9,177 |
9,147 |
|