Trading Metrics calculated at close of trading on 04-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
952.6 |
956.6 |
4.0 |
0.4% |
951.4 |
High |
964.0 |
969.5 |
5.5 |
0.6% |
960.0 |
Low |
952.4 |
950.8 |
-1.6 |
-0.2% |
925.2 |
Close |
956.6 |
967.5 |
10.9 |
1.1% |
953.7 |
Range |
11.6 |
18.7 |
7.1 |
61.2% |
34.8 |
ATR |
14.6 |
14.9 |
0.3 |
2.0% |
0.0 |
Volume |
10,747 |
2,602 |
-8,145 |
-75.8% |
508,116 |
|
Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,018.7 |
1,011.8 |
977.8 |
|
R3 |
1,000.0 |
993.1 |
972.6 |
|
R2 |
981.3 |
981.3 |
970.9 |
|
R1 |
974.4 |
974.4 |
969.2 |
977.9 |
PP |
962.6 |
962.6 |
962.6 |
964.3 |
S1 |
955.7 |
955.7 |
965.8 |
959.2 |
S2 |
943.9 |
943.9 |
964.1 |
|
S3 |
925.2 |
937.0 |
962.4 |
|
S4 |
906.5 |
918.3 |
957.2 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,050.7 |
1,037.0 |
972.8 |
|
R3 |
1,015.9 |
1,002.2 |
963.3 |
|
R2 |
981.1 |
981.1 |
960.1 |
|
R1 |
967.4 |
967.4 |
956.9 |
974.3 |
PP |
946.3 |
946.3 |
946.3 |
949.7 |
S1 |
932.6 |
932.6 |
950.5 |
939.5 |
S2 |
911.5 |
911.5 |
947.3 |
|
S3 |
876.7 |
897.8 |
944.1 |
|
S4 |
841.9 |
863.0 |
934.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
969.5 |
925.2 |
44.3 |
4.6% |
16.1 |
1.7% |
95% |
True |
False |
69,719 |
10 |
969.5 |
925.2 |
44.3 |
4.6% |
14.4 |
1.5% |
95% |
True |
False |
81,533 |
20 |
969.5 |
904.8 |
64.7 |
6.7% |
13.7 |
1.4% |
97% |
True |
False |
85,980 |
40 |
969.5 |
904.8 |
64.7 |
6.7% |
14.6 |
1.5% |
97% |
True |
False |
87,778 |
60 |
992.1 |
904.8 |
87.3 |
9.0% |
15.5 |
1.6% |
72% |
False |
False |
79,006 |
80 |
992.1 |
867.5 |
124.6 |
12.9% |
15.7 |
1.6% |
80% |
False |
False |
60,065 |
100 |
992.1 |
867.5 |
124.6 |
12.9% |
16.8 |
1.7% |
80% |
False |
False |
48,519 |
120 |
1,008.9 |
867.5 |
141.4 |
14.6% |
18.2 |
1.9% |
71% |
False |
False |
40,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,049.0 |
2.618 |
1,018.5 |
1.618 |
999.8 |
1.000 |
988.2 |
0.618 |
981.1 |
HIGH |
969.5 |
0.618 |
962.4 |
0.500 |
960.2 |
0.382 |
957.9 |
LOW |
950.8 |
0.618 |
939.2 |
1.000 |
932.1 |
1.618 |
920.5 |
2.618 |
901.8 |
4.250 |
871.3 |
|
|
Fisher Pivots for day following 04-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
965.1 |
961.9 |
PP |
962.6 |
956.3 |
S1 |
960.2 |
950.8 |
|