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 |
954.5 |
960.0 |
5.5 |
0.6% |
954.5 |
High |
966.9 |
972.7 |
5.8 |
0.6% |
962.7 |
Low |
954.3 |
953.1 |
-1.2 |
-0.1% |
927.6 |
Close |
958.8 |
969.7 |
10.9 |
1.1% |
955.8 |
Range |
12.6 |
19.6 |
7.0 |
55.6% |
35.1 |
ATR |
14.4 |
14.8 |
0.4 |
2.6% |
0.0 |
Volume |
98,489 |
95,461 |
-3,028 |
-3.1% |
310,333 |
|
Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,024.0 |
1,016.4 |
980.5 |
|
R3 |
1,004.4 |
996.8 |
975.1 |
|
R2 |
984.8 |
984.8 |
973.3 |
|
R1 |
977.2 |
977.2 |
971.5 |
981.0 |
PP |
965.2 |
965.2 |
965.2 |
967.1 |
S1 |
957.6 |
957.6 |
967.9 |
961.4 |
S2 |
945.6 |
945.6 |
966.1 |
|
S3 |
926.0 |
938.0 |
964.3 |
|
S4 |
906.4 |
918.4 |
958.9 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,054.0 |
1,040.0 |
975.1 |
|
R3 |
1,018.9 |
1,004.9 |
965.5 |
|
R2 |
983.8 |
983.8 |
962.2 |
|
R1 |
969.8 |
969.8 |
959.0 |
976.8 |
PP |
948.7 |
948.7 |
948.7 |
952.2 |
S1 |
934.7 |
934.7 |
952.6 |
941.7 |
S2 |
913.6 |
913.6 |
949.4 |
|
S3 |
878.5 |
899.6 |
946.1 |
|
S4 |
843.4 |
864.5 |
936.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
972.7 |
927.6 |
45.1 |
4.7% |
16.5 |
1.7% |
93% |
True |
False |
86,756 |
10 |
972.7 |
927.6 |
45.1 |
4.7% |
14.5 |
1.5% |
93% |
True |
False |
58,455 |
20 |
972.7 |
907.6 |
65.1 |
6.7% |
13.5 |
1.4% |
95% |
True |
False |
36,776 |
40 |
972.7 |
907.6 |
65.1 |
6.7% |
14.1 |
1.5% |
95% |
True |
False |
20,259 |
60 |
993.6 |
907.6 |
86.0 |
8.9% |
14.9 |
1.5% |
72% |
False |
False |
14,887 |
80 |
993.6 |
870.5 |
123.1 |
12.7% |
15.1 |
1.6% |
81% |
False |
False |
11,579 |
100 |
993.6 |
869.5 |
124.1 |
12.8% |
16.5 |
1.7% |
81% |
False |
False |
9,617 |
120 |
1,015.0 |
869.5 |
145.5 |
15.0% |
18.0 |
1.9% |
69% |
False |
False |
8,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,056.0 |
2.618 |
1,024.0 |
1.618 |
1,004.4 |
1.000 |
992.3 |
0.618 |
984.8 |
HIGH |
972.7 |
0.618 |
965.2 |
0.500 |
962.9 |
0.382 |
960.6 |
LOW |
953.1 |
0.618 |
941.0 |
1.000 |
933.5 |
1.618 |
921.4 |
2.618 |
901.8 |
4.250 |
869.8 |
|
|
Fisher Pivots for day following 04-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
967.4 |
964.2 |
PP |
965.2 |
958.7 |
S1 |
962.9 |
953.3 |
|