Trading Metrics calculated at close of trading on 13-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4,602.0 |
4,554.0 |
-48.0 |
-1.0% |
4,668.5 |
High |
4,646.5 |
4,752.5 |
106.0 |
2.3% |
4,705.5 |
Low |
4,568.0 |
4,521.0 |
-47.0 |
-1.0% |
4,553.5 |
Close |
4,574.5 |
4,706.0 |
131.5 |
2.9% |
4,574.5 |
Range |
78.5 |
231.5 |
153.0 |
194.9% |
152.0 |
ATR |
119.6 |
127.5 |
8.0 |
6.7% |
0.0 |
Volume |
118,471 |
170,254 |
51,783 |
43.7% |
686,841 |
|
Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,354.3 |
5,261.7 |
4,833.3 |
|
R3 |
5,122.8 |
5,030.2 |
4,769.7 |
|
R2 |
4,891.3 |
4,891.3 |
4,748.4 |
|
R1 |
4,798.7 |
4,798.7 |
4,727.2 |
4,845.0 |
PP |
4,659.8 |
4,659.8 |
4,659.8 |
4,683.0 |
S1 |
4,567.2 |
4,567.2 |
4,684.8 |
4,613.5 |
S2 |
4,428.3 |
4,428.3 |
4,663.6 |
|
S3 |
4,196.8 |
4,335.7 |
4,642.3 |
|
S4 |
3,965.3 |
4,104.2 |
4,578.7 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,067.2 |
4,972.8 |
4,658.1 |
|
R3 |
4,915.2 |
4,820.8 |
4,616.3 |
|
R2 |
4,763.2 |
4,763.2 |
4,602.4 |
|
R1 |
4,668.8 |
4,668.8 |
4,588.4 |
4,640.0 |
PP |
4,611.2 |
4,611.2 |
4,611.2 |
4,596.8 |
S1 |
4,516.8 |
4,516.8 |
4,560.6 |
4,488.0 |
S2 |
4,459.2 |
4,459.2 |
4,546.6 |
|
S3 |
4,307.2 |
4,364.8 |
4,532.7 |
|
S4 |
4,155.2 |
4,212.8 |
4,490.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,752.5 |
4,521.0 |
231.5 |
4.9% |
121.0 |
2.6% |
80% |
True |
True |
143,787 |
10 |
4,931.5 |
4,521.0 |
410.5 |
8.7% |
127.2 |
2.7% |
45% |
False |
True |
141,062 |
20 |
5,062.5 |
4,521.0 |
541.5 |
11.5% |
123.5 |
2.6% |
34% |
False |
True |
121,047 |
40 |
5,178.0 |
4,521.0 |
657.0 |
14.0% |
117.6 |
2.5% |
28% |
False |
True |
61,545 |
60 |
5,178.0 |
4,413.0 |
765.0 |
16.3% |
118.1 |
2.5% |
38% |
False |
False |
41,168 |
80 |
5,178.0 |
3,965.0 |
1,213.0 |
25.8% |
120.0 |
2.5% |
61% |
False |
False |
31,337 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
33.2% |
124.3 |
2.6% |
70% |
False |
False |
25,267 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
33.2% |
124.7 |
2.6% |
70% |
False |
False |
21,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,736.4 |
2.618 |
5,358.6 |
1.618 |
5,127.1 |
1.000 |
4,984.0 |
0.618 |
4,895.6 |
HIGH |
4,752.5 |
0.618 |
4,664.1 |
0.500 |
4,636.8 |
0.382 |
4,609.4 |
LOW |
4,521.0 |
0.618 |
4,377.9 |
1.000 |
4,289.5 |
1.618 |
4,146.4 |
2.618 |
3,914.9 |
4.250 |
3,537.1 |
|
|
Fisher Pivots for day following 13-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4,682.9 |
4,682.9 |
PP |
4,659.8 |
4,659.8 |
S1 |
4,636.8 |
4,636.8 |
|