Trading Metrics calculated at close of trading on 16-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4,829.0 |
4,921.0 |
92.0 |
1.9% |
4,668.5 |
High |
4,948.5 |
5,022.5 |
74.0 |
1.5% |
4,705.5 |
Low |
4,812.5 |
4,903.5 |
91.0 |
1.9% |
4,553.5 |
Close |
4,921.0 |
4,966.0 |
45.0 |
0.9% |
4,574.5 |
Range |
136.0 |
119.0 |
-17.0 |
-12.5% |
152.0 |
ATR |
128.9 |
128.2 |
-0.7 |
-0.5% |
0.0 |
Volume |
146,999 |
164,269 |
17,270 |
11.7% |
686,841 |
|
Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,321.0 |
5,262.5 |
5,031.5 |
|
R3 |
5,202.0 |
5,143.5 |
4,998.7 |
|
R2 |
5,083.0 |
5,083.0 |
4,987.8 |
|
R1 |
5,024.5 |
5,024.5 |
4,976.9 |
5,053.8 |
PP |
4,964.0 |
4,964.0 |
4,964.0 |
4,978.6 |
S1 |
4,905.5 |
4,905.5 |
4,955.1 |
4,934.8 |
S2 |
4,845.0 |
4,845.0 |
4,944.2 |
|
S3 |
4,726.0 |
4,786.5 |
4,933.3 |
|
S4 |
4,607.0 |
4,667.5 |
4,900.6 |
|
|
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 |
5,022.5 |
4,521.0 |
501.5 |
10.1% |
133.0 |
2.7% |
89% |
True |
False |
150,341 |
10 |
5,022.5 |
4,521.0 |
501.5 |
10.1% |
122.1 |
2.5% |
89% |
True |
False |
147,485 |
20 |
5,022.5 |
4,521.0 |
501.5 |
10.1% |
121.7 |
2.4% |
89% |
True |
False |
137,439 |
40 |
5,178.0 |
4,521.0 |
657.0 |
13.2% |
115.3 |
2.3% |
68% |
False |
False |
73,056 |
60 |
5,178.0 |
4,477.5 |
700.5 |
14.1% |
116.8 |
2.4% |
70% |
False |
False |
48,866 |
80 |
5,178.0 |
3,984.5 |
1,193.5 |
24.0% |
119.9 |
2.4% |
82% |
False |
False |
36,789 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
31.5% |
124.3 |
2.5% |
86% |
False |
False |
29,880 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
31.5% |
123.7 |
2.5% |
86% |
False |
False |
24,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,528.3 |
2.618 |
5,334.0 |
1.618 |
5,215.0 |
1.000 |
5,141.5 |
0.618 |
5,096.0 |
HIGH |
5,022.5 |
0.618 |
4,977.0 |
0.500 |
4,963.0 |
0.382 |
4,949.0 |
LOW |
4,903.5 |
0.618 |
4,830.0 |
1.000 |
4,784.5 |
1.618 |
4,711.0 |
2.618 |
4,592.0 |
4.250 |
4,397.8 |
|
|
Fisher Pivots for day following 16-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4,965.0 |
4,931.8 |
PP |
4,964.0 |
4,897.7 |
S1 |
4,963.0 |
4,863.5 |
|