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 |
981.75 |
995.50 |
13.75 |
1.4% |
975.00 |
High |
996.50 |
1,000.50 |
4.00 |
0.4% |
989.25 |
Low |
978.00 |
988.00 |
10.00 |
1.0% |
960.00 |
Close |
996.25 |
1,000.25 |
4.00 |
0.4% |
980.00 |
Range |
18.50 |
12.50 |
-6.00 |
-32.4% |
29.25 |
ATR |
16.72 |
16.42 |
-0.30 |
-1.8% |
0.00 |
Volume |
1,518 |
2,057 |
539 |
35.5% |
8,138 |
|
Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,033.75 |
1,029.50 |
1,007.00 |
|
R3 |
1,021.25 |
1,017.00 |
1,003.75 |
|
R2 |
1,008.75 |
1,008.75 |
1,002.50 |
|
R1 |
1,004.50 |
1,004.50 |
1,001.50 |
1,006.50 |
PP |
996.25 |
996.25 |
996.25 |
997.25 |
S1 |
992.00 |
992.00 |
999.00 |
994.00 |
S2 |
983.75 |
983.75 |
998.00 |
|
S3 |
971.25 |
979.50 |
996.75 |
|
S4 |
958.75 |
967.00 |
993.50 |
|
|
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 |
1,000.50 |
960.00 |
40.50 |
4.0% |
14.75 |
1.5% |
99% |
True |
False |
1,799 |
10 |
1,000.50 |
939.50 |
61.00 |
6.1% |
16.00 |
1.6% |
100% |
True |
False |
1,923 |
20 |
1,000.50 |
861.25 |
139.25 |
13.9% |
16.50 |
1.6% |
100% |
True |
False |
1,958 |
40 |
1,000.50 |
861.25 |
139.25 |
13.9% |
16.75 |
1.7% |
100% |
True |
False |
1,521 |
60 |
1,000.50 |
861.25 |
139.25 |
13.9% |
17.25 |
1.7% |
100% |
True |
False |
1,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,053.50 |
2.618 |
1,033.25 |
1.618 |
1,020.75 |
1.000 |
1,013.00 |
0.618 |
1,008.25 |
HIGH |
1,000.50 |
0.618 |
995.75 |
0.500 |
994.25 |
0.382 |
992.75 |
LOW |
988.00 |
0.618 |
980.25 |
1.000 |
975.50 |
1.618 |
967.75 |
2.618 |
955.25 |
4.250 |
935.00 |
|
|
Fisher Pivots for day following 04-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
998.25 |
996.00 |
PP |
996.25 |
991.75 |
S1 |
994.25 |
987.50 |
|