Trading Metrics calculated at close of trading on 10-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,258.45 |
9,368.41 |
109.96 |
1.2% |
9,173.65 |
High |
9,437.71 |
9,371.96 |
-65.75 |
-0.7% |
9,437.71 |
Low |
9,258.45 |
9,290.34 |
31.89 |
0.3% |
9,173.65 |
Close |
9,370.07 |
9,337.95 |
-32.12 |
-0.3% |
9,370.07 |
Range |
179.26 |
81.62 |
-97.64 |
-54.5% |
264.06 |
ATR |
129.19 |
125.80 |
-3.40 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,578.28 |
9,539.73 |
9,382.84 |
|
R3 |
9,496.66 |
9,458.11 |
9,360.40 |
|
R2 |
9,415.04 |
9,415.04 |
9,352.91 |
|
R1 |
9,376.49 |
9,376.49 |
9,345.43 |
9,354.96 |
PP |
9,333.42 |
9,333.42 |
9,333.42 |
9,322.65 |
S1 |
9,294.87 |
9,294.87 |
9,330.47 |
9,273.34 |
S2 |
9,251.80 |
9,251.80 |
9,322.99 |
|
S3 |
9,170.18 |
9,213.25 |
9,315.50 |
|
S4 |
9,088.56 |
9,131.63 |
9,293.06 |
|
|
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 |
9,206.45 |
231.26 |
2.5% |
111.84 |
1.2% |
57% |
False |
False |
|
10 |
9,437.71 |
9,007.47 |
430.24 |
4.6% |
114.12 |
1.2% |
77% |
False |
False |
|
20 |
9,437.71 |
8,285.20 |
1,152.51 |
12.3% |
122.17 |
1.3% |
91% |
False |
False |
|
40 |
9,437.71 |
8,087.19 |
1,350.52 |
14.5% |
133.21 |
1.4% |
93% |
False |
False |
|
60 |
9,437.71 |
8,087.19 |
1,350.52 |
14.5% |
142.69 |
1.5% |
93% |
False |
False |
|
80 |
9,437.71 |
7,791.95 |
1,645.76 |
17.6% |
149.04 |
1.6% |
94% |
False |
False |
|
100 |
9,437.71 |
7,257.83 |
2,179.88 |
23.3% |
163.39 |
1.7% |
95% |
False |
False |
|
120 |
9,437.71 |
6,469.95 |
2,967.76 |
31.8% |
176.51 |
1.9% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,718.85 |
2.618 |
9,585.64 |
1.618 |
9,504.02 |
1.000 |
9,453.58 |
0.618 |
9,422.40 |
HIGH |
9,371.96 |
0.618 |
9,340.78 |
0.500 |
9,331.15 |
0.382 |
9,321.52 |
LOW |
9,290.34 |
0.618 |
9,239.90 |
1.000 |
9,208.72 |
1.618 |
9,158.28 |
2.618 |
9,076.66 |
4.250 |
8,943.46 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,335.68 |
9,333.05 |
PP |
9,333.42 |
9,328.15 |
S1 |
9,331.15 |
9,323.26 |
|