Trading Metrics calculated at close of trading on 06-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
9,315.36 |
9,277.19 |
-38.17 |
-0.4% |
9,093.09 |
High |
9,318.08 |
9,325.11 |
7.03 |
0.1% |
9,246.43 |
Low |
9,206.45 |
9,208.80 |
2.35 |
0.0% |
9,007.47 |
Close |
9,280.97 |
9,256.26 |
-24.71 |
-0.3% |
9,171.61 |
Range |
111.63 |
116.31 |
4.68 |
4.2% |
238.96 |
ATR |
125.86 |
125.17 |
-0.68 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,612.32 |
9,550.60 |
9,320.23 |
|
R3 |
9,496.01 |
9,434.29 |
9,288.25 |
|
R2 |
9,379.70 |
9,379.70 |
9,277.58 |
|
R1 |
9,317.98 |
9,317.98 |
9,266.92 |
9,290.69 |
PP |
9,263.39 |
9,263.39 |
9,263.39 |
9,249.74 |
S1 |
9,201.67 |
9,201.67 |
9,245.60 |
9,174.38 |
S2 |
9,147.08 |
9,147.08 |
9,234.94 |
|
S3 |
9,030.77 |
9,085.36 |
9,224.27 |
|
S4 |
8,914.46 |
8,969.05 |
9,192.29 |
|
|
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 |
9,325.11 |
9,133.45 |
191.66 |
2.1% |
101.68 |
1.1% |
64% |
True |
False |
|
10 |
9,325.11 |
9,007.39 |
317.72 |
3.4% |
106.27 |
1.1% |
78% |
True |
False |
|
20 |
9,325.11 |
8,093.31 |
1,231.80 |
13.3% |
123.72 |
1.3% |
94% |
True |
False |
|
40 |
9,325.11 |
8,087.19 |
1,237.92 |
13.4% |
132.45 |
1.4% |
94% |
True |
False |
|
60 |
9,325.11 |
8,087.19 |
1,237.92 |
13.4% |
143.38 |
1.5% |
94% |
True |
False |
|
80 |
9,325.11 |
7,791.95 |
1,533.16 |
16.6% |
150.48 |
1.6% |
96% |
True |
False |
|
100 |
9,325.11 |
7,172.05 |
2,153.06 |
23.3% |
166.18 |
1.8% |
97% |
True |
False |
|
120 |
9,325.11 |
6,469.95 |
2,855.16 |
30.8% |
177.94 |
1.9% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,819.43 |
2.618 |
9,629.61 |
1.618 |
9,513.30 |
1.000 |
9,441.42 |
0.618 |
9,396.99 |
HIGH |
9,325.11 |
0.618 |
9,280.68 |
0.500 |
9,266.96 |
0.382 |
9,253.23 |
LOW |
9,208.80 |
0.618 |
9,136.92 |
1.000 |
9,092.49 |
1.618 |
9,020.61 |
2.618 |
8,904.30 |
4.250 |
8,714.48 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,266.96 |
9,265.78 |
PP |
9,263.39 |
9,262.61 |
S1 |
9,259.83 |
9,259.43 |
|