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 |
5,337.5 |
5,421.0 |
83.5 |
1.6% |
5,293.5 |
High |
5,467.0 |
5,436.0 |
-31.0 |
-0.6% |
5,400.0 |
Low |
5,324.5 |
5,372.0 |
47.5 |
0.9% |
5,152.5 |
Close |
5,429.0 |
5,421.0 |
-8.0 |
-0.1% |
5,344.5 |
Range |
142.5 |
64.0 |
-78.5 |
-55.1% |
247.5 |
ATR |
116.0 |
112.2 |
-3.7 |
-3.2% |
0.0 |
Volume |
2,571 |
239 |
-2,332 |
-90.7% |
5,789 |
|
Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,601.7 |
5,575.3 |
5,456.2 |
|
R3 |
5,537.7 |
5,511.3 |
5,438.6 |
|
R2 |
5,473.7 |
5,473.7 |
5,432.7 |
|
R1 |
5,447.3 |
5,447.3 |
5,426.9 |
5,453.0 |
PP |
5,409.7 |
5,409.7 |
5,409.7 |
5,412.5 |
S1 |
5,383.3 |
5,383.3 |
5,415.1 |
5,389.0 |
S2 |
5,345.7 |
5,345.7 |
5,409.3 |
|
S3 |
5,281.7 |
5,319.3 |
5,403.4 |
|
S4 |
5,217.7 |
5,255.3 |
5,385.8 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,041.5 |
5,940.5 |
5,480.6 |
|
R3 |
5,794.0 |
5,693.0 |
5,412.6 |
|
R2 |
5,546.5 |
5,546.5 |
5,389.9 |
|
R1 |
5,445.5 |
5,445.5 |
5,367.2 |
5,496.0 |
PP |
5,299.0 |
5,299.0 |
5,299.0 |
5,324.3 |
S1 |
5,198.0 |
5,198.0 |
5,321.8 |
5,248.5 |
S2 |
5,051.5 |
5,051.5 |
5,299.1 |
|
S3 |
4,804.0 |
4,950.5 |
5,276.4 |
|
S4 |
4,556.5 |
4,703.0 |
5,208.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,467.0 |
5,152.5 |
314.5 |
5.8% |
115.7 |
2.1% |
85% |
False |
False |
1,503 |
10 |
5,467.0 |
5,057.0 |
410.0 |
7.6% |
114.6 |
2.1% |
89% |
False |
False |
1,144 |
20 |
5,467.0 |
4,540.0 |
927.0 |
17.1% |
105.5 |
1.9% |
95% |
False |
False |
842 |
40 |
5,467.0 |
4,540.0 |
927.0 |
17.1% |
109.2 |
2.0% |
95% |
False |
False |
1,255 |
60 |
5,467.0 |
4,540.0 |
927.0 |
17.1% |
109.0 |
2.0% |
95% |
False |
False |
985 |
80 |
5,467.0 |
4,425.0 |
1,042.0 |
19.2% |
107.2 |
2.0% |
96% |
False |
False |
765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,708.0 |
2.618 |
5,603.6 |
1.618 |
5,539.6 |
1.000 |
5,500.0 |
0.618 |
5,475.6 |
HIGH |
5,436.0 |
0.618 |
5,411.6 |
0.500 |
5,404.0 |
0.382 |
5,396.4 |
LOW |
5,372.0 |
0.618 |
5,332.4 |
1.000 |
5,308.0 |
1.618 |
5,268.4 |
2.618 |
5,204.4 |
4.250 |
5,100.0 |
|
|
Fisher Pivots for day following 04-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5,415.3 |
5,410.0 |
PP |
5,409.7 |
5,399.0 |
S1 |
5,404.0 |
5,388.0 |
|