Trading Metrics calculated at close of trading on 03-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
977.75 |
981.75 |
4.00 |
0.4% |
975.00 |
High |
986.00 |
996.50 |
10.50 |
1.1% |
989.25 |
Low |
974.25 |
978.00 |
3.75 |
0.4% |
960.00 |
Close |
980.00 |
996.25 |
16.25 |
1.7% |
980.00 |
Range |
11.75 |
18.50 |
6.75 |
57.4% |
29.25 |
ATR |
16.59 |
16.72 |
0.14 |
0.8% |
0.00 |
Volume |
1,231 |
1,518 |
287 |
23.3% |
8,138 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,045.75 |
1,039.50 |
1,006.50 |
|
R3 |
1,027.25 |
1,021.00 |
1,001.25 |
|
R2 |
1,008.75 |
1,008.75 |
999.75 |
|
R1 |
1,002.50 |
1,002.50 |
998.00 |
1,005.50 |
PP |
990.25 |
990.25 |
990.25 |
991.75 |
S1 |
984.00 |
984.00 |
994.50 |
987.00 |
S2 |
971.75 |
971.75 |
992.75 |
|
S3 |
953.25 |
965.50 |
991.25 |
|
S4 |
934.75 |
947.00 |
986.00 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,064.25 |
1,051.25 |
996.00 |
|
R3 |
1,035.00 |
1,022.00 |
988.00 |
|
R2 |
1,005.75 |
1,005.75 |
985.25 |
|
R1 |
992.75 |
992.75 |
982.75 |
999.25 |
PP |
976.50 |
976.50 |
976.50 |
979.50 |
S1 |
963.50 |
963.50 |
977.25 |
970.00 |
S2 |
947.25 |
947.25 |
974.75 |
|
S3 |
918.00 |
934.25 |
972.00 |
|
S4 |
888.75 |
905.00 |
964.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
996.50 |
960.00 |
36.50 |
3.7% |
15.50 |
1.6% |
99% |
True |
False |
1,657 |
10 |
996.50 |
935.50 |
61.00 |
6.1% |
16.25 |
1.6% |
100% |
True |
False |
1,799 |
20 |
996.50 |
861.25 |
135.25 |
13.6% |
17.00 |
1.7% |
100% |
True |
False |
1,910 |
40 |
996.50 |
861.25 |
135.25 |
13.6% |
16.50 |
1.7% |
100% |
True |
False |
1,471 |
60 |
996.50 |
861.25 |
135.25 |
13.6% |
17.25 |
1.7% |
100% |
True |
False |
1,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,075.00 |
2.618 |
1,045.00 |
1.618 |
1,026.50 |
1.000 |
1,015.00 |
0.618 |
1,008.00 |
HIGH |
996.50 |
0.618 |
989.50 |
0.500 |
987.25 |
0.382 |
985.00 |
LOW |
978.00 |
0.618 |
966.50 |
1.000 |
959.50 |
1.618 |
948.00 |
2.618 |
929.50 |
4.250 |
899.50 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
993.25 |
992.00 |
PP |
990.25 |
987.50 |
S1 |
987.25 |
983.00 |
|