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 |
9,247 |
9,224 |
-23 |
-0.2% |
9,100 |
High |
9,330 |
9,404 |
74 |
0.8% |
9,404 |
Low |
9,171 |
9,191 |
20 |
0.2% |
9,099 |
Close |
9,229 |
9,325 |
96 |
1.0% |
9,325 |
Range |
159 |
213 |
54 |
34.0% |
305 |
ATR |
146 |
151 |
5 |
3.2% |
0 |
Volume |
140,238 |
129,409 |
-10,829 |
-7.7% |
662,738 |
|
Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,946 |
9,848 |
9,442 |
|
R3 |
9,733 |
9,635 |
9,384 |
|
R2 |
9,520 |
9,520 |
9,364 |
|
R1 |
9,422 |
9,422 |
9,345 |
9,471 |
PP |
9,307 |
9,307 |
9,307 |
9,331 |
S1 |
9,209 |
9,209 |
9,306 |
9,258 |
S2 |
9,094 |
9,094 |
9,286 |
|
S3 |
8,881 |
8,996 |
9,267 |
|
S4 |
8,668 |
8,783 |
9,208 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,191 |
10,063 |
9,493 |
|
R3 |
9,886 |
9,758 |
9,409 |
|
R2 |
9,581 |
9,581 |
9,381 |
|
R1 |
9,453 |
9,453 |
9,353 |
9,517 |
PP |
9,276 |
9,276 |
9,276 |
9,308 |
S1 |
9,148 |
9,148 |
9,297 |
9,212 |
S2 |
8,971 |
8,971 |
9,269 |
|
S3 |
8,666 |
8,843 |
9,241 |
|
S4 |
8,361 |
8,538 |
9,157 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,404 |
9,099 |
305 |
3.3% |
155 |
1.7% |
74% |
True |
False |
132,547 |
10 |
9,404 |
8,955 |
449 |
4.8% |
142 |
1.5% |
82% |
True |
False |
129,162 |
20 |
9,404 |
8,018 |
1,386 |
14.9% |
151 |
1.6% |
94% |
True |
False |
127,429 |
40 |
9,404 |
8,018 |
1,386 |
14.9% |
151 |
1.6% |
94% |
True |
False |
127,543 |
60 |
9,404 |
8,018 |
1,386 |
14.9% |
160 |
1.7% |
94% |
True |
False |
85,388 |
80 |
9,404 |
7,677 |
1,727 |
18.5% |
166 |
1.8% |
95% |
True |
False |
64,061 |
100 |
9,404 |
7,180 |
2,224 |
23.8% |
176 |
1.9% |
96% |
True |
False |
51,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,309 |
2.618 |
9,962 |
1.618 |
9,749 |
1.000 |
9,617 |
0.618 |
9,536 |
HIGH |
9,404 |
0.618 |
9,323 |
0.500 |
9,298 |
0.382 |
9,272 |
LOW |
9,191 |
0.618 |
9,059 |
1.000 |
8,978 |
1.618 |
8,846 |
2.618 |
8,633 |
4.250 |
8,286 |
|
|
Fisher Pivots for day following 07-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,316 |
9,311 |
PP |
9,307 |
9,298 |
S1 |
9,298 |
9,284 |
|