Trading Metrics calculated at close of trading on 10-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
989.75 |
1,001.00 |
11.25 |
1.1% |
981.75 |
High |
1,011.25 |
1,003.00 |
-8.25 |
-0.8% |
1,011.25 |
Low |
984.75 |
994.25 |
9.50 |
1.0% |
978.00 |
Close |
1,002.00 |
1,003.00 |
1.00 |
0.1% |
1,002.00 |
Range |
26.50 |
8.75 |
-17.75 |
-67.0% |
33.25 |
ATR |
17.14 |
16.54 |
-0.60 |
-3.5% |
0.00 |
Volume |
1,667 |
2,712 |
1,045 |
62.7% |
9,227 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,026.25 |
1,023.50 |
1,007.75 |
|
R3 |
1,017.50 |
1,014.75 |
1,005.50 |
|
R2 |
1,008.75 |
1,008.75 |
1,004.50 |
|
R1 |
1,006.00 |
1,006.00 |
1,003.75 |
1,007.50 |
PP |
1,000.00 |
1,000.00 |
1,000.00 |
1,000.75 |
S1 |
997.25 |
997.25 |
1,002.25 |
998.50 |
S2 |
991.25 |
991.25 |
1,001.50 |
|
S3 |
982.50 |
988.50 |
1,000.50 |
|
S4 |
973.75 |
979.75 |
998.25 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,096.75 |
1,082.75 |
1,020.25 |
|
R3 |
1,063.50 |
1,049.50 |
1,011.25 |
|
R2 |
1,030.25 |
1,030.25 |
1,008.00 |
|
R1 |
1,016.25 |
1,016.25 |
1,005.00 |
1,023.25 |
PP |
997.00 |
997.00 |
997.00 |
1,000.50 |
S1 |
983.00 |
983.00 |
999.00 |
990.00 |
S2 |
963.75 |
963.75 |
996.00 |
|
S3 |
930.50 |
949.75 |
992.75 |
|
S4 |
897.25 |
916.50 |
983.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,011.25 |
984.75 |
26.50 |
2.6% |
16.00 |
1.6% |
69% |
False |
False |
2,084 |
10 |
1,011.25 |
960.00 |
51.25 |
5.1% |
15.75 |
1.6% |
84% |
False |
False |
1,870 |
20 |
1,011.25 |
888.50 |
122.75 |
12.2% |
16.25 |
1.6% |
93% |
False |
False |
1,891 |
40 |
1,011.25 |
861.25 |
150.00 |
15.0% |
16.75 |
1.7% |
95% |
False |
False |
1,703 |
60 |
1,011.25 |
861.25 |
150.00 |
15.0% |
17.00 |
1.7% |
95% |
False |
False |
1,176 |
80 |
1,011.25 |
816.50 |
194.75 |
19.4% |
17.50 |
1.7% |
96% |
False |
False |
886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,040.25 |
2.618 |
1,026.00 |
1.618 |
1,017.25 |
1.000 |
1,011.75 |
0.618 |
1,008.50 |
HIGH |
1,003.00 |
0.618 |
999.75 |
0.500 |
998.50 |
0.382 |
997.50 |
LOW |
994.25 |
0.618 |
988.75 |
1.000 |
985.50 |
1.618 |
980.00 |
2.618 |
971.25 |
4.250 |
957.00 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,001.50 |
1,001.25 |
PP |
1,000.00 |
999.75 |
S1 |
998.50 |
998.00 |
|