Trading Metrics calculated at close of trading on 05-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
995.50 |
999.75 |
4.25 |
0.4% |
975.00 |
High |
1,000.50 |
1,002.00 |
1.50 |
0.1% |
989.25 |
Low |
988.00 |
987.25 |
-0.75 |
-0.1% |
960.00 |
Close |
1,000.25 |
996.50 |
-3.75 |
-0.4% |
980.00 |
Range |
12.50 |
14.75 |
2.25 |
18.0% |
29.25 |
ATR |
16.42 |
16.30 |
-0.12 |
-0.7% |
0.00 |
Volume |
2,057 |
2,234 |
177 |
8.6% |
8,138 |
|
Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,039.50 |
1,032.75 |
1,004.50 |
|
R3 |
1,024.75 |
1,018.00 |
1,000.50 |
|
R2 |
1,010.00 |
1,010.00 |
999.25 |
|
R1 |
1,003.25 |
1,003.25 |
997.75 |
999.25 |
PP |
995.25 |
995.25 |
995.25 |
993.25 |
S1 |
988.50 |
988.50 |
995.25 |
984.50 |
S2 |
980.50 |
980.50 |
993.75 |
|
S3 |
965.75 |
973.75 |
992.50 |
|
S4 |
951.00 |
959.00 |
988.50 |
|
|
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 |
1,002.00 |
969.75 |
32.25 |
3.2% |
15.50 |
1.5% |
83% |
True |
False |
1,851 |
10 |
1,002.00 |
944.75 |
57.25 |
5.7% |
16.25 |
1.6% |
90% |
True |
False |
1,985 |
20 |
1,002.00 |
861.50 |
140.50 |
14.1% |
16.25 |
1.6% |
96% |
True |
False |
1,953 |
40 |
1,002.00 |
861.25 |
140.75 |
14.1% |
16.50 |
1.6% |
96% |
True |
False |
1,577 |
60 |
1,002.00 |
861.25 |
140.75 |
14.1% |
17.25 |
1.7% |
96% |
True |
False |
1,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,064.75 |
2.618 |
1,040.50 |
1.618 |
1,025.75 |
1.000 |
1,016.75 |
0.618 |
1,011.00 |
HIGH |
1,002.00 |
0.618 |
996.25 |
0.500 |
994.50 |
0.382 |
993.00 |
LOW |
987.25 |
0.618 |
978.25 |
1.000 |
972.50 |
1.618 |
963.50 |
2.618 |
948.75 |
4.250 |
924.50 |
|
|
Fisher Pivots for day following 05-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
996.00 |
994.25 |
PP |
995.25 |
992.25 |
S1 |
994.50 |
990.00 |
|