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 |
9,173.65 |
9,285.05 |
111.40 |
1.2% |
9,093.09 |
High |
9,298.43 |
9,321.10 |
22.67 |
0.2% |
9,246.43 |
Low |
9,173.65 |
9,250.74 |
77.09 |
0.8% |
9,007.47 |
Close |
9,286.56 |
9,320.19 |
33.63 |
0.4% |
9,171.61 |
Range |
124.78 |
70.36 |
-54.42 |
-43.6% |
238.96 |
ATR |
131.13 |
126.79 |
-4.34 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,508.42 |
9,484.67 |
9,358.89 |
|
R3 |
9,438.06 |
9,414.31 |
9,339.54 |
|
R2 |
9,367.70 |
9,367.70 |
9,333.09 |
|
R1 |
9,343.95 |
9,343.95 |
9,326.64 |
9,355.83 |
PP |
9,297.34 |
9,297.34 |
9,297.34 |
9,303.28 |
S1 |
9,273.59 |
9,273.59 |
9,313.74 |
9,285.47 |
S2 |
9,226.98 |
9,226.98 |
9,307.29 |
|
S3 |
9,156.62 |
9,203.23 |
9,300.84 |
|
S4 |
9,086.26 |
9,132.87 |
9,281.49 |
|
|
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 |
9,321.10 |
9,014.19 |
306.91 |
3.3% |
106.98 |
1.1% |
100% |
True |
False |
|
10 |
9,321.10 |
8,860.32 |
460.78 |
4.9% |
115.45 |
1.2% |
100% |
True |
False |
|
20 |
9,321.10 |
8,087.19 |
1,233.91 |
13.2% |
123.10 |
1.3% |
100% |
True |
False |
|
40 |
9,321.10 |
8,087.19 |
1,233.91 |
13.2% |
133.58 |
1.4% |
100% |
True |
False |
|
60 |
9,321.10 |
8,087.19 |
1,233.91 |
13.2% |
144.76 |
1.6% |
100% |
True |
False |
|
80 |
9,321.10 |
7,791.95 |
1,529.15 |
16.4% |
151.44 |
1.6% |
100% |
True |
False |
|
100 |
9,321.10 |
7,105.86 |
2,215.24 |
23.8% |
167.12 |
1.8% |
100% |
True |
False |
|
120 |
9,321.10 |
6,469.95 |
2,851.15 |
30.6% |
179.17 |
1.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,620.13 |
2.618 |
9,505.30 |
1.618 |
9,434.94 |
1.000 |
9,391.46 |
0.618 |
9,364.58 |
HIGH |
9,321.10 |
0.618 |
9,294.22 |
0.500 |
9,285.92 |
0.382 |
9,277.62 |
LOW |
9,250.74 |
0.618 |
9,207.26 |
1.000 |
9,180.38 |
1.618 |
9,136.90 |
2.618 |
9,066.54 |
4.250 |
8,951.71 |
|
|
Fisher Pivots for day following 04-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,308.77 |
9,289.22 |
PP |
9,297.34 |
9,258.25 |
S1 |
9,285.92 |
9,227.28 |
|