Trading Metrics calculated at close of trading on 06-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
999.75 |
995.25 |
-4.50 |
-0.5% |
975.00 |
High |
1,002.00 |
1,003.75 |
1.75 |
0.2% |
989.25 |
Low |
987.25 |
985.75 |
-1.50 |
-0.2% |
960.00 |
Close |
996.50 |
990.50 |
-6.00 |
-0.6% |
980.00 |
Range |
14.75 |
18.00 |
3.25 |
22.0% |
29.25 |
ATR |
16.30 |
16.42 |
0.12 |
0.7% |
0.00 |
Volume |
2,234 |
1,751 |
-483 |
-21.6% |
8,138 |
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,047.25 |
1,037.00 |
1,000.50 |
|
R3 |
1,029.25 |
1,019.00 |
995.50 |
|
R2 |
1,011.25 |
1,011.25 |
993.75 |
|
R1 |
1,001.00 |
1,001.00 |
992.25 |
997.00 |
PP |
993.25 |
993.25 |
993.25 |
991.50 |
S1 |
983.00 |
983.00 |
988.75 |
979.00 |
S2 |
975.25 |
975.25 |
987.25 |
|
S3 |
957.25 |
965.00 |
985.50 |
|
S4 |
939.25 |
947.00 |
980.50 |
|
|
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 |
1,003.75 |
974.25 |
29.50 |
3.0% |
15.00 |
1.5% |
55% |
True |
False |
1,758 |
10 |
1,003.75 |
958.50 |
45.25 |
4.6% |
15.25 |
1.5% |
71% |
True |
False |
1,989 |
20 |
1,003.75 |
861.50 |
142.25 |
14.4% |
16.50 |
1.7% |
91% |
True |
False |
1,944 |
40 |
1,003.75 |
861.25 |
142.50 |
14.4% |
16.50 |
1.7% |
91% |
True |
False |
1,616 |
60 |
1,003.75 |
861.25 |
142.50 |
14.4% |
17.00 |
1.7% |
91% |
True |
False |
1,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,080.25 |
2.618 |
1,050.75 |
1.618 |
1,032.75 |
1.000 |
1,021.75 |
0.618 |
1,014.75 |
HIGH |
1,003.75 |
0.618 |
996.75 |
0.500 |
994.75 |
0.382 |
992.75 |
LOW |
985.75 |
0.618 |
974.75 |
1.000 |
967.75 |
1.618 |
956.75 |
2.618 |
938.75 |
4.250 |
909.25 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
994.75 |
994.75 |
PP |
993.25 |
993.25 |
S1 |
992.00 |
992.00 |
|