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 |
954.8 |
957.6 |
2.8 |
0.3% |
952.9 |
High |
965.7 |
971.2 |
5.5 |
0.6% |
961.1 |
Low |
953.0 |
951.8 |
-1.2 |
-0.1% |
926.5 |
Close |
957.5 |
968.4 |
10.9 |
1.1% |
954.5 |
Range |
12.7 |
19.4 |
6.7 |
52.8% |
34.6 |
ATR |
14.0 |
14.4 |
0.4 |
2.7% |
0.0 |
Volume |
11,397 |
9,165 |
-2,232 |
-19.6% |
40,334 |
|
Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,022.0 |
1,014.6 |
979.1 |
|
R3 |
1,002.6 |
995.2 |
973.7 |
|
R2 |
983.2 |
983.2 |
972.0 |
|
R1 |
975.8 |
975.8 |
970.2 |
979.5 |
PP |
963.8 |
963.8 |
963.8 |
965.7 |
S1 |
956.4 |
956.4 |
966.6 |
960.1 |
S2 |
944.4 |
944.4 |
964.8 |
|
S3 |
925.0 |
937.0 |
963.1 |
|
S4 |
905.6 |
917.6 |
957.7 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,051.2 |
1,037.4 |
973.5 |
|
R3 |
1,016.6 |
1,002.8 |
964.0 |
|
R2 |
982.0 |
982.0 |
960.8 |
|
R1 |
968.2 |
968.2 |
957.7 |
975.1 |
PP |
947.4 |
947.4 |
947.4 |
950.8 |
S1 |
933.6 |
933.6 |
951.3 |
940.5 |
S2 |
912.8 |
912.8 |
948.2 |
|
S3 |
878.2 |
899.0 |
945.0 |
|
S4 |
843.6 |
864.4 |
935.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
971.2 |
926.5 |
44.7 |
4.6% |
16.3 |
1.7% |
94% |
True |
False |
10,618 |
10 |
971.2 |
926.5 |
44.7 |
4.6% |
14.3 |
1.5% |
94% |
True |
False |
6,988 |
20 |
971.2 |
906.4 |
64.8 |
6.7% |
13.2 |
1.4% |
96% |
True |
False |
5,216 |
40 |
971.2 |
906.4 |
64.8 |
6.7% |
13.6 |
1.4% |
96% |
True |
False |
3,358 |
60 |
991.8 |
906.4 |
85.4 |
8.8% |
14.2 |
1.5% |
73% |
False |
False |
2,669 |
80 |
991.8 |
870.0 |
121.8 |
12.6% |
13.8 |
1.4% |
81% |
False |
False |
2,148 |
100 |
991.8 |
870.0 |
121.8 |
12.6% |
13.9 |
1.4% |
81% |
False |
False |
1,889 |
120 |
1,008.7 |
870.0 |
138.7 |
14.3% |
14.6 |
1.5% |
71% |
False |
False |
1,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,053.7 |
2.618 |
1,022.0 |
1.618 |
1,002.6 |
1.000 |
990.6 |
0.618 |
983.2 |
HIGH |
971.2 |
0.618 |
963.8 |
0.500 |
961.5 |
0.382 |
959.2 |
LOW |
951.8 |
0.618 |
939.8 |
1.000 |
932.4 |
1.618 |
920.4 |
2.618 |
901.0 |
4.250 |
869.4 |
|
|
Fisher Pivots for day following 04-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
966.1 |
962.9 |
PP |
963.8 |
957.4 |
S1 |
961.5 |
951.9 |
|