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 |
9,246 |
9,285 |
39 |
0.4% |
9,051 |
High |
9,289 |
9,302 |
13 |
0.1% |
9,203 |
Low |
9,181 |
9,164 |
-17 |
-0.2% |
8,955 |
Close |
9,287 |
9,245 |
-42 |
-0.5% |
9,126 |
Range |
108 |
138 |
30 |
27.8% |
248 |
ATR |
146 |
145 |
-1 |
-0.4% |
0 |
Volume |
130,261 |
127,187 |
-3,074 |
-2.4% |
628,885 |
|
Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,651 |
9,586 |
9,321 |
|
R3 |
9,513 |
9,448 |
9,283 |
|
R2 |
9,375 |
9,375 |
9,270 |
|
R1 |
9,310 |
9,310 |
9,258 |
9,274 |
PP |
9,237 |
9,237 |
9,237 |
9,219 |
S1 |
9,172 |
9,172 |
9,232 |
9,136 |
S2 |
9,099 |
9,099 |
9,220 |
|
S3 |
8,961 |
9,034 |
9,207 |
|
S4 |
8,823 |
8,896 |
9,169 |
|
|
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 |
9,302 |
9,038 |
264 |
2.9% |
139 |
1.5% |
78% |
True |
False |
134,843 |
10 |
9,302 |
8,828 |
474 |
5.1% |
139 |
1.5% |
88% |
True |
False |
130,245 |
20 |
9,302 |
8,018 |
1,284 |
13.9% |
142 |
1.5% |
96% |
True |
False |
127,986 |
40 |
9,302 |
8,018 |
1,284 |
13.9% |
151 |
1.6% |
96% |
True |
False |
121,064 |
60 |
9,302 |
8,018 |
1,284 |
13.9% |
160 |
1.7% |
96% |
True |
False |
80,898 |
80 |
9,302 |
7,677 |
1,625 |
17.6% |
166 |
1.8% |
96% |
True |
False |
60,693 |
100 |
9,302 |
7,112 |
2,190 |
23.7% |
175 |
1.9% |
97% |
True |
False |
48,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,889 |
2.618 |
9,663 |
1.618 |
9,525 |
1.000 |
9,440 |
0.618 |
9,387 |
HIGH |
9,302 |
0.618 |
9,249 |
0.500 |
9,233 |
0.382 |
9,217 |
LOW |
9,164 |
0.618 |
9,079 |
1.000 |
9,026 |
1.618 |
8,941 |
2.618 |
8,803 |
4.250 |
8,578 |
|
|
Fisher Pivots for day following 05-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,241 |
9,230 |
PP |
9,237 |
9,215 |
S1 |
9,233 |
9,201 |
|