Trading Metrics calculated at close of trading on 03-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,154.61 |
9,173.65 |
19.04 |
0.2% |
9,093.09 |
High |
9,218.77 |
9,298.43 |
79.66 |
0.9% |
9,246.43 |
Low |
9,133.45 |
9,173.65 |
40.20 |
0.4% |
9,007.47 |
Close |
9,171.61 |
9,286.56 |
114.95 |
1.3% |
9,171.61 |
Range |
85.32 |
124.78 |
39.46 |
46.2% |
238.96 |
ATR |
131.46 |
131.13 |
-0.33 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,627.22 |
9,581.67 |
9,355.19 |
|
R3 |
9,502.44 |
9,456.89 |
9,320.87 |
|
R2 |
9,377.66 |
9,377.66 |
9,309.44 |
|
R1 |
9,332.11 |
9,332.11 |
9,298.00 |
9,354.89 |
PP |
9,252.88 |
9,252.88 |
9,252.88 |
9,264.27 |
S1 |
9,207.33 |
9,207.33 |
9,275.12 |
9,230.11 |
S2 |
9,128.10 |
9,128.10 |
9,263.68 |
|
S3 |
9,003.32 |
9,082.55 |
9,252.25 |
|
S4 |
8,878.54 |
8,957.77 |
9,217.93 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,858.72 |
9,754.12 |
9,303.04 |
|
R3 |
9,619.76 |
9,515.16 |
9,237.32 |
|
R2 |
9,380.80 |
9,380.80 |
9,215.42 |
|
R1 |
9,276.20 |
9,276.20 |
9,193.51 |
9,328.50 |
PP |
9,141.84 |
9,141.84 |
9,141.84 |
9,167.99 |
S1 |
9,037.24 |
9,037.24 |
9,149.71 |
9,089.54 |
S2 |
8,902.88 |
8,902.88 |
9,127.80 |
|
S3 |
8,663.92 |
8,798.28 |
9,105.90 |
|
S4 |
8,424.96 |
8,559.32 |
9,040.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,298.43 |
9,007.47 |
290.96 |
3.1% |
116.40 |
1.3% |
96% |
True |
False |
|
10 |
9,298.43 |
8,811.27 |
487.16 |
5.2% |
120.00 |
1.3% |
98% |
True |
False |
|
20 |
9,298.43 |
8,087.19 |
1,211.24 |
13.0% |
128.18 |
1.4% |
99% |
True |
False |
|
40 |
9,298.43 |
8,087.19 |
1,211.24 |
13.0% |
136.60 |
1.5% |
99% |
True |
False |
|
60 |
9,298.43 |
8,087.19 |
1,211.24 |
13.0% |
146.54 |
1.6% |
99% |
True |
False |
|
80 |
9,298.43 |
7,791.95 |
1,506.48 |
16.2% |
153.66 |
1.7% |
99% |
True |
False |
|
100 |
9,298.43 |
6,872.25 |
2,426.18 |
26.1% |
169.54 |
1.8% |
100% |
True |
False |
|
120 |
9,298.43 |
6,469.95 |
2,828.48 |
30.5% |
179.68 |
1.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,828.75 |
2.618 |
9,625.10 |
1.618 |
9,500.32 |
1.000 |
9,423.21 |
0.618 |
9,375.54 |
HIGH |
9,298.43 |
0.618 |
9,250.76 |
0.500 |
9,236.04 |
0.382 |
9,221.32 |
LOW |
9,173.65 |
0.618 |
9,096.54 |
1.000 |
9,048.87 |
1.618 |
8,971.76 |
2.618 |
8,846.98 |
4.250 |
8,643.34 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,269.72 |
9,252.88 |
PP |
9,252.88 |
9,219.20 |
S1 |
9,236.04 |
9,185.52 |
|