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 |
9,224 |
9,321 |
97 |
1.1% |
9,100 |
High |
9,404 |
9,340 |
-64 |
-0.7% |
9,404 |
Low |
9,191 |
9,253 |
62 |
0.7% |
9,099 |
Close |
9,325 |
9,320 |
-5 |
-0.1% |
9,325 |
Range |
213 |
87 |
-126 |
-59.2% |
305 |
ATR |
151 |
147 |
-5 |
-3.0% |
0 |
Volume |
129,409 |
126,368 |
-3,041 |
-2.3% |
662,738 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,565 |
9,530 |
9,368 |
|
R3 |
9,478 |
9,443 |
9,344 |
|
R2 |
9,391 |
9,391 |
9,336 |
|
R1 |
9,356 |
9,356 |
9,328 |
9,330 |
PP |
9,304 |
9,304 |
9,304 |
9,292 |
S1 |
9,269 |
9,269 |
9,312 |
9,243 |
S2 |
9,217 |
9,217 |
9,304 |
|
S3 |
9,130 |
9,182 |
9,296 |
|
S4 |
9,043 |
9,095 |
9,272 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,191 |
10,063 |
9,493 |
|
R3 |
9,886 |
9,758 |
9,409 |
|
R2 |
9,581 |
9,581 |
9,381 |
|
R1 |
9,453 |
9,453 |
9,353 |
9,517 |
PP |
9,276 |
9,276 |
9,276 |
9,308 |
S1 |
9,148 |
9,148 |
9,297 |
9,212 |
S2 |
8,971 |
8,971 |
9,269 |
|
S3 |
8,666 |
8,843 |
9,241 |
|
S4 |
8,361 |
8,538 |
9,157 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,404 |
9,164 |
240 |
2.6% |
141 |
1.5% |
65% |
False |
False |
130,692 |
10 |
9,404 |
8,955 |
449 |
4.8% |
138 |
1.5% |
81% |
False |
False |
131,616 |
20 |
9,404 |
8,231 |
1,173 |
12.6% |
143 |
1.5% |
93% |
False |
False |
128,133 |
40 |
9,404 |
8,018 |
1,386 |
14.9% |
151 |
1.6% |
94% |
False |
False |
128,664 |
60 |
9,404 |
8,018 |
1,386 |
14.9% |
159 |
1.7% |
94% |
False |
False |
87,493 |
80 |
9,404 |
7,677 |
1,727 |
18.5% |
165 |
1.8% |
95% |
False |
False |
65,640 |
100 |
9,404 |
7,180 |
2,224 |
23.9% |
175 |
1.9% |
96% |
False |
False |
52,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,710 |
2.618 |
9,568 |
1.618 |
9,481 |
1.000 |
9,427 |
0.618 |
9,394 |
HIGH |
9,340 |
0.618 |
9,307 |
0.500 |
9,297 |
0.382 |
9,286 |
LOW |
9,253 |
0.618 |
9,199 |
1.000 |
9,166 |
1.618 |
9,112 |
2.618 |
9,025 |
4.250 |
8,883 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
9,312 |
9,309 |
PP |
9,304 |
9,298 |
S1 |
9,297 |
9,288 |
|