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 |
9,100 |
9,246 |
146 |
1.6% |
9,051 |
High |
9,255 |
9,289 |
34 |
0.4% |
9,203 |
Low |
9,099 |
9,181 |
82 |
0.9% |
8,955 |
Close |
9,248 |
9,287 |
39 |
0.4% |
9,126 |
Range |
156 |
108 |
-48 |
-30.8% |
248 |
ATR |
149 |
146 |
-3 |
-2.0% |
0 |
Volume |
135,643 |
130,261 |
-5,382 |
-4.0% |
628,885 |
|
Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,576 |
9,540 |
9,347 |
|
R3 |
9,468 |
9,432 |
9,317 |
|
R2 |
9,360 |
9,360 |
9,307 |
|
R1 |
9,324 |
9,324 |
9,297 |
9,342 |
PP |
9,252 |
9,252 |
9,252 |
9,262 |
S1 |
9,216 |
9,216 |
9,277 |
9,234 |
S2 |
9,144 |
9,144 |
9,267 |
|
S3 |
9,036 |
9,108 |
9,257 |
|
S4 |
8,928 |
9,000 |
9,228 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,839 |
9,730 |
9,263 |
|
R3 |
9,591 |
9,482 |
9,194 |
|
R2 |
9,343 |
9,343 |
9,172 |
|
R1 |
9,234 |
9,234 |
9,149 |
9,289 |
PP |
9,095 |
9,095 |
9,095 |
9,122 |
S1 |
8,986 |
8,986 |
9,103 |
9,041 |
S2 |
8,847 |
8,847 |
9,081 |
|
S3 |
8,599 |
8,738 |
9,058 |
|
S4 |
8,351 |
8,490 |
8,990 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,289 |
8,955 |
334 |
3.6% |
131 |
1.4% |
99% |
True |
False |
134,994 |
10 |
9,289 |
8,810 |
479 |
5.2% |
135 |
1.5% |
100% |
True |
False |
130,925 |
20 |
9,289 |
8,018 |
1,271 |
13.7% |
142 |
1.5% |
100% |
True |
False |
128,846 |
40 |
9,289 |
8,018 |
1,271 |
13.7% |
150 |
1.6% |
100% |
True |
False |
117,939 |
60 |
9,289 |
8,018 |
1,271 |
13.7% |
160 |
1.7% |
100% |
True |
False |
78,780 |
80 |
9,289 |
7,677 |
1,612 |
17.4% |
166 |
1.8% |
100% |
True |
False |
59,104 |
100 |
9,289 |
7,039 |
2,250 |
24.2% |
175 |
1.9% |
100% |
True |
False |
47,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,748 |
2.618 |
9,572 |
1.618 |
9,464 |
1.000 |
9,397 |
0.618 |
9,356 |
HIGH |
9,289 |
0.618 |
9,248 |
0.500 |
9,235 |
0.382 |
9,222 |
LOW |
9,181 |
0.618 |
9,114 |
1.000 |
9,073 |
1.618 |
9,006 |
2.618 |
8,898 |
4.250 |
8,722 |
|
|
Fisher Pivots for day following 04-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,270 |
9,251 |
PP |
9,252 |
9,216 |
S1 |
9,235 |
9,180 |
|