| 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 |
970.3 |
965.0 |
-5.3 |
-0.5% |
954.5 |
| High |
970.8 |
974.3 |
3.5 |
0.4% |
962.7 |
| Low |
961.1 |
958.2 |
-2.9 |
-0.3% |
927.6 |
| Close |
966.3 |
962.9 |
-3.4 |
-0.4% |
955.8 |
| Range |
9.7 |
16.1 |
6.4 |
66.0% |
35.1 |
| ATR |
14.4 |
14.5 |
0.1 |
0.8% |
0.0 |
| Volume |
94,661 |
80,724 |
-13,937 |
-14.7% |
310,333 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,013.4 |
1,004.3 |
971.8 |
|
| R3 |
997.3 |
988.2 |
967.3 |
|
| R2 |
981.2 |
981.2 |
965.9 |
|
| R1 |
972.1 |
972.1 |
964.4 |
968.6 |
| PP |
965.1 |
965.1 |
965.1 |
963.4 |
| S1 |
956.0 |
956.0 |
961.4 |
952.5 |
| S2 |
949.0 |
949.0 |
959.9 |
|
| S3 |
932.9 |
939.9 |
958.5 |
|
| S4 |
916.8 |
923.8 |
954.0 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,054.0 |
1,040.0 |
975.1 |
|
| R3 |
1,018.9 |
1,004.9 |
965.5 |
|
| R2 |
983.8 |
983.8 |
962.2 |
|
| R1 |
969.8 |
969.8 |
959.0 |
976.8 |
| PP |
948.7 |
948.7 |
948.7 |
952.2 |
| S1 |
934.7 |
934.7 |
952.6 |
941.7 |
| S2 |
913.6 |
913.6 |
949.4 |
|
| S3 |
878.5 |
899.6 |
946.1 |
|
| S4 |
843.4 |
864.5 |
936.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
974.3 |
933.8 |
40.5 |
4.2% |
16.8 |
1.7% |
72% |
True |
False |
86,293 |
| 10 |
974.3 |
927.6 |
46.7 |
4.8% |
15.1 |
1.6% |
76% |
True |
False |
72,264 |
| 20 |
974.3 |
909.7 |
64.6 |
6.7% |
13.2 |
1.4% |
82% |
True |
False |
44,628 |
| 40 |
974.3 |
907.6 |
66.7 |
6.9% |
13.9 |
1.4% |
83% |
True |
False |
24,439 |
| 60 |
993.6 |
907.6 |
86.0 |
8.9% |
15.1 |
1.6% |
64% |
False |
False |
17,696 |
| 80 |
993.6 |
870.5 |
123.1 |
12.8% |
15.1 |
1.6% |
75% |
False |
False |
13,745 |
| 100 |
993.6 |
869.5 |
124.1 |
12.9% |
16.4 |
1.7% |
75% |
False |
False |
11,339 |
| 120 |
1,015.0 |
869.5 |
145.5 |
15.1% |
18.1 |
1.9% |
64% |
False |
False |
9,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,042.7 |
|
2.618 |
1,016.4 |
|
1.618 |
1,000.3 |
|
1.000 |
990.4 |
|
0.618 |
984.2 |
|
HIGH |
974.3 |
|
0.618 |
968.1 |
|
0.500 |
966.3 |
|
0.382 |
964.4 |
|
LOW |
958.2 |
|
0.618 |
948.3 |
|
1.000 |
942.1 |
|
1.618 |
932.2 |
|
2.618 |
916.1 |
|
4.250 |
889.8 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
966.3 |
963.7 |
| PP |
965.1 |
963.4 |
| S1 |
964.0 |
963.2 |
|