Trading Metrics calculated at close of trading on 05-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,285.05 |
9,315.36 |
30.31 |
0.3% |
9,093.09 |
High |
9,321.10 |
9,318.08 |
-3.02 |
0.0% |
9,246.43 |
Low |
9,250.74 |
9,206.45 |
-44.29 |
-0.5% |
9,007.47 |
Close |
9,320.19 |
9,280.97 |
-39.22 |
-0.4% |
9,171.61 |
Range |
70.36 |
111.63 |
41.27 |
58.7% |
238.96 |
ATR |
126.79 |
125.86 |
-0.93 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,603.39 |
9,553.81 |
9,342.37 |
|
R3 |
9,491.76 |
9,442.18 |
9,311.67 |
|
R2 |
9,380.13 |
9,380.13 |
9,301.44 |
|
R1 |
9,330.55 |
9,330.55 |
9,291.20 |
9,299.53 |
PP |
9,268.50 |
9,268.50 |
9,268.50 |
9,252.99 |
S1 |
9,218.92 |
9,218.92 |
9,270.74 |
9,187.90 |
S2 |
9,156.87 |
9,156.87 |
9,260.50 |
|
S3 |
9,045.24 |
9,107.29 |
9,250.27 |
|
S4 |
8,933.61 |
8,995.66 |
9,219.57 |
|
|
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 |
9,072.61 |
248.49 |
2.7% |
113.18 |
1.2% |
84% |
False |
False |
|
10 |
9,321.10 |
8,866.44 |
454.66 |
4.9% |
117.66 |
1.3% |
91% |
False |
False |
|
20 |
9,321.10 |
8,093.31 |
1,227.79 |
13.2% |
122.07 |
1.3% |
97% |
False |
False |
|
40 |
9,321.10 |
8,087.19 |
1,233.91 |
13.3% |
134.42 |
1.4% |
97% |
False |
False |
|
60 |
9,321.10 |
8,087.19 |
1,233.91 |
13.3% |
143.98 |
1.6% |
97% |
False |
False |
|
80 |
9,321.10 |
7,791.95 |
1,529.15 |
16.5% |
150.97 |
1.6% |
97% |
False |
False |
|
100 |
9,321.10 |
7,172.05 |
2,149.05 |
23.2% |
166.87 |
1.8% |
98% |
False |
False |
|
120 |
9,321.10 |
6,469.95 |
2,851.15 |
30.7% |
178.06 |
1.9% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,792.51 |
2.618 |
9,610.33 |
1.618 |
9,498.70 |
1.000 |
9,429.71 |
0.618 |
9,387.07 |
HIGH |
9,318.08 |
0.618 |
9,275.44 |
0.500 |
9,262.27 |
0.382 |
9,249.09 |
LOW |
9,206.45 |
0.618 |
9,137.46 |
1.000 |
9,094.82 |
1.618 |
9,025.83 |
2.618 |
8,914.20 |
4.250 |
8,732.02 |
|
|
Fisher Pivots for day following 05-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,274.74 |
9,269.77 |
PP |
9,268.50 |
9,258.57 |
S1 |
9,262.27 |
9,247.38 |
|