Trading Metrics calculated at close of trading on 15-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4,737.5 |
4,829.0 |
91.5 |
1.9% |
4,668.5 |
High |
4,804.5 |
4,948.5 |
144.0 |
3.0% |
4,705.5 |
Low |
4,704.5 |
4,812.5 |
108.0 |
2.3% |
4,553.5 |
Close |
4,777.0 |
4,921.0 |
144.0 |
3.0% |
4,574.5 |
Range |
100.0 |
136.0 |
36.0 |
36.0% |
152.0 |
ATR |
125.6 |
128.9 |
3.3 |
2.6% |
0.0 |
Volume |
151,715 |
146,999 |
-4,716 |
-3.1% |
686,841 |
|
Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,302.0 |
5,247.5 |
4,995.8 |
|
R3 |
5,166.0 |
5,111.5 |
4,958.4 |
|
R2 |
5,030.0 |
5,030.0 |
4,945.9 |
|
R1 |
4,975.5 |
4,975.5 |
4,933.5 |
5,002.8 |
PP |
4,894.0 |
4,894.0 |
4,894.0 |
4,907.6 |
S1 |
4,839.5 |
4,839.5 |
4,908.5 |
4,866.8 |
S2 |
4,758.0 |
4,758.0 |
4,896.1 |
|
S3 |
4,622.0 |
4,703.5 |
4,883.6 |
|
S4 |
4,486.0 |
4,567.5 |
4,846.2 |
|
|
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 |
4,948.5 |
4,521.0 |
427.5 |
8.7% |
125.8 |
2.6% |
94% |
True |
False |
143,725 |
10 |
4,948.5 |
4,521.0 |
427.5 |
8.7% |
122.6 |
2.5% |
94% |
True |
False |
144,660 |
20 |
4,948.5 |
4,521.0 |
427.5 |
8.7% |
122.1 |
2.5% |
94% |
True |
False |
132,224 |
40 |
5,178.0 |
4,521.0 |
657.0 |
13.4% |
115.1 |
2.3% |
61% |
False |
False |
68,969 |
60 |
5,178.0 |
4,413.0 |
765.0 |
15.5% |
117.3 |
2.4% |
66% |
False |
False |
46,136 |
80 |
5,178.0 |
3,984.5 |
1,193.5 |
24.3% |
119.5 |
2.4% |
78% |
False |
False |
34,796 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
31.8% |
124.7 |
2.5% |
84% |
False |
False |
28,239 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
31.8% |
123.8 |
2.5% |
84% |
False |
False |
23,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,526.5 |
2.618 |
5,304.5 |
1.618 |
5,168.5 |
1.000 |
5,084.5 |
0.618 |
5,032.5 |
HIGH |
4,948.5 |
0.618 |
4,896.5 |
0.500 |
4,880.5 |
0.382 |
4,864.5 |
LOW |
4,812.5 |
0.618 |
4,728.5 |
1.000 |
4,676.5 |
1.618 |
4,592.5 |
2.618 |
4,456.5 |
4.250 |
4,234.5 |
|
|
Fisher Pivots for day following 15-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4,907.5 |
4,858.9 |
PP |
4,894.0 |
4,796.8 |
S1 |
4,880.5 |
4,734.8 |
|