Trading Metrics calculated at close of trading on 14-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4,554.0 |
4,737.5 |
183.5 |
4.0% |
4,668.5 |
High |
4,752.5 |
4,804.5 |
52.0 |
1.1% |
4,705.5 |
Low |
4,521.0 |
4,704.5 |
183.5 |
4.1% |
4,553.5 |
Close |
4,706.0 |
4,777.0 |
71.0 |
1.5% |
4,574.5 |
Range |
231.5 |
100.0 |
-131.5 |
-56.8% |
152.0 |
ATR |
127.5 |
125.6 |
-2.0 |
-1.5% |
0.0 |
Volume |
170,254 |
151,715 |
-18,539 |
-10.9% |
686,841 |
|
Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,062.0 |
5,019.5 |
4,832.0 |
|
R3 |
4,962.0 |
4,919.5 |
4,804.5 |
|
R2 |
4,862.0 |
4,862.0 |
4,795.3 |
|
R1 |
4,819.5 |
4,819.5 |
4,786.2 |
4,840.8 |
PP |
4,762.0 |
4,762.0 |
4,762.0 |
4,772.6 |
S1 |
4,719.5 |
4,719.5 |
4,767.8 |
4,740.8 |
S2 |
4,662.0 |
4,662.0 |
4,758.7 |
|
S3 |
4,562.0 |
4,619.5 |
4,749.5 |
|
S4 |
4,462.0 |
4,519.5 |
4,722.0 |
|
|
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 |
4,804.5 |
4,521.0 |
283.5 |
5.9% |
114.5 |
2.4% |
90% |
True |
False |
145,952 |
10 |
4,931.5 |
4,521.0 |
410.5 |
8.6% |
120.8 |
2.5% |
62% |
False |
False |
143,038 |
20 |
4,939.0 |
4,521.0 |
418.0 |
8.8% |
119.7 |
2.5% |
61% |
False |
False |
127,117 |
40 |
5,178.0 |
4,521.0 |
657.0 |
13.8% |
114.5 |
2.4% |
39% |
False |
False |
65,322 |
60 |
5,178.0 |
4,413.0 |
765.0 |
16.0% |
118.3 |
2.5% |
48% |
False |
False |
43,691 |
80 |
5,178.0 |
3,984.5 |
1,193.5 |
25.0% |
119.5 |
2.5% |
66% |
False |
False |
33,148 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
32.8% |
124.3 |
2.6% |
74% |
False |
False |
26,781 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
32.8% |
123.8 |
2.6% |
74% |
False |
False |
22,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,229.5 |
2.618 |
5,066.3 |
1.618 |
4,966.3 |
1.000 |
4,904.5 |
0.618 |
4,866.3 |
HIGH |
4,804.5 |
0.618 |
4,766.3 |
0.500 |
4,754.5 |
0.382 |
4,742.7 |
LOW |
4,704.5 |
0.618 |
4,642.7 |
1.000 |
4,604.5 |
1.618 |
4,542.7 |
2.618 |
4,442.7 |
4.250 |
4,279.5 |
|
|
Fisher Pivots for day following 14-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4,769.5 |
4,738.9 |
PP |
4,762.0 |
4,700.8 |
S1 |
4,754.5 |
4,662.8 |
|