Trading Metrics calculated at close of trading on 07-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,277.19 |
9,258.45 |
-18.74 |
-0.2% |
9,173.65 |
High |
9,325.11 |
9,437.71 |
112.60 |
1.2% |
9,437.71 |
Low |
9,208.80 |
9,258.45 |
49.65 |
0.5% |
9,173.65 |
Close |
9,256.26 |
9,370.07 |
113.81 |
1.2% |
9,370.07 |
Range |
116.31 |
179.26 |
62.95 |
54.1% |
264.06 |
ATR |
125.17 |
129.19 |
4.02 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,893.19 |
9,810.89 |
9,468.66 |
|
R3 |
9,713.93 |
9,631.63 |
9,419.37 |
|
R2 |
9,534.67 |
9,534.67 |
9,402.93 |
|
R1 |
9,452.37 |
9,452.37 |
9,386.50 |
9,493.52 |
PP |
9,355.41 |
9,355.41 |
9,355.41 |
9,375.99 |
S1 |
9,273.11 |
9,273.11 |
9,353.64 |
9,314.26 |
S2 |
9,176.15 |
9,176.15 |
9,337.21 |
|
S3 |
8,996.89 |
9,093.85 |
9,320.77 |
|
S4 |
8,817.63 |
8,914.59 |
9,271.48 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,119.32 |
10,008.76 |
9,515.30 |
|
R3 |
9,855.26 |
9,744.70 |
9,442.69 |
|
R2 |
9,591.20 |
9,591.20 |
9,418.48 |
|
R1 |
9,480.64 |
9,480.64 |
9,394.28 |
9,535.92 |
PP |
9,327.14 |
9,327.14 |
9,327.14 |
9,354.79 |
S1 |
9,216.58 |
9,216.58 |
9,345.86 |
9,271.86 |
S2 |
9,063.08 |
9,063.08 |
9,321.66 |
|
S3 |
8,799.02 |
8,952.52 |
9,297.45 |
|
S4 |
8,534.96 |
8,688.46 |
9,224.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,437.71 |
9,173.65 |
264.06 |
2.8% |
120.47 |
1.3% |
74% |
True |
False |
|
10 |
9,437.71 |
9,007.47 |
430.24 |
4.6% |
114.84 |
1.2% |
84% |
True |
False |
|
20 |
9,437.71 |
8,130.42 |
1,307.29 |
14.0% |
128.15 |
1.4% |
95% |
True |
False |
|
40 |
9,437.71 |
8,087.19 |
1,350.52 |
14.4% |
133.39 |
1.4% |
95% |
True |
False |
|
60 |
9,437.71 |
8,087.19 |
1,350.52 |
14.4% |
143.04 |
1.5% |
95% |
True |
False |
|
80 |
9,437.71 |
7,791.95 |
1,645.76 |
17.6% |
150.59 |
1.6% |
96% |
True |
False |
|
100 |
9,437.71 |
7,257.27 |
2,180.44 |
23.3% |
165.72 |
1.8% |
97% |
True |
False |
|
120 |
9,437.71 |
6,469.95 |
2,967.76 |
31.7% |
176.98 |
1.9% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,199.57 |
2.618 |
9,907.01 |
1.618 |
9,727.75 |
1.000 |
9,616.97 |
0.618 |
9,548.49 |
HIGH |
9,437.71 |
0.618 |
9,369.23 |
0.500 |
9,348.08 |
0.382 |
9,326.93 |
LOW |
9,258.45 |
0.618 |
9,147.67 |
1.000 |
9,079.19 |
1.618 |
8,968.41 |
2.618 |
8,789.15 |
4.250 |
8,496.60 |
|
|
Fisher Pivots for day following 07-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,362.74 |
9,354.07 |
PP |
9,355.41 |
9,338.08 |
S1 |
9,348.08 |
9,322.08 |
|