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 |
9,285 |
9,247 |
-38 |
-0.4% |
9,051 |
High |
9,302 |
9,330 |
28 |
0.3% |
9,203 |
Low |
9,164 |
9,171 |
7 |
0.1% |
8,955 |
Close |
9,245 |
9,229 |
-16 |
-0.2% |
9,126 |
Range |
138 |
159 |
21 |
15.2% |
248 |
ATR |
145 |
146 |
1 |
0.7% |
0 |
Volume |
127,187 |
140,238 |
13,051 |
10.3% |
628,885 |
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,720 |
9,634 |
9,317 |
|
R3 |
9,561 |
9,475 |
9,273 |
|
R2 |
9,402 |
9,402 |
9,258 |
|
R1 |
9,316 |
9,316 |
9,244 |
9,280 |
PP |
9,243 |
9,243 |
9,243 |
9,225 |
S1 |
9,157 |
9,157 |
9,215 |
9,121 |
S2 |
9,084 |
9,084 |
9,200 |
|
S3 |
8,925 |
8,998 |
9,185 |
|
S4 |
8,766 |
8,839 |
9,142 |
|
|
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 |
9,330 |
9,071 |
259 |
2.8% |
138 |
1.5% |
61% |
True |
False |
136,735 |
10 |
9,330 |
8,947 |
383 |
4.1% |
132 |
1.4% |
74% |
True |
False |
130,322 |
20 |
9,330 |
8,018 |
1,312 |
14.2% |
145 |
1.6% |
92% |
True |
False |
126,762 |
40 |
9,330 |
8,018 |
1,312 |
14.2% |
150 |
1.6% |
92% |
True |
False |
124,475 |
60 |
9,330 |
8,018 |
1,312 |
14.2% |
160 |
1.7% |
92% |
True |
False |
83,234 |
80 |
9,330 |
7,677 |
1,653 |
17.9% |
166 |
1.8% |
94% |
True |
False |
62,445 |
100 |
9,330 |
7,112 |
2,218 |
24.0% |
176 |
1.9% |
95% |
True |
False |
49,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,006 |
2.618 |
9,746 |
1.618 |
9,587 |
1.000 |
9,489 |
0.618 |
9,428 |
HIGH |
9,330 |
0.618 |
9,269 |
0.500 |
9,251 |
0.382 |
9,232 |
LOW |
9,171 |
0.618 |
9,073 |
1.000 |
9,012 |
1.618 |
8,914 |
2.618 |
8,755 |
4.250 |
8,495 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,251 |
9,247 |
PP |
9,243 |
9,241 |
S1 |
9,236 |
9,235 |
|