Trading Metrics calculated at close of trading on 17-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4,921.0 |
5,009.5 |
88.5 |
1.8% |
4,554.0 |
High |
5,022.5 |
5,023.5 |
1.0 |
0.0% |
5,023.5 |
Low |
4,903.5 |
4,960.0 |
56.5 |
1.2% |
4,521.0 |
Close |
4,966.0 |
4,988.0 |
22.0 |
0.4% |
4,988.0 |
Range |
119.0 |
63.5 |
-55.5 |
-46.6% |
502.5 |
ATR |
128.2 |
123.5 |
-4.6 |
-3.6% |
0.0 |
Volume |
164,269 |
114,881 |
-49,388 |
-30.1% |
748,118 |
|
Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,181.0 |
5,148.0 |
5,022.9 |
|
R3 |
5,117.5 |
5,084.5 |
5,005.5 |
|
R2 |
5,054.0 |
5,054.0 |
4,999.6 |
|
R1 |
5,021.0 |
5,021.0 |
4,993.8 |
5,005.8 |
PP |
4,990.5 |
4,990.5 |
4,990.5 |
4,982.9 |
S1 |
4,957.5 |
4,957.5 |
4,982.2 |
4,942.3 |
S2 |
4,927.0 |
4,927.0 |
4,976.4 |
|
S3 |
4,863.5 |
4,894.0 |
4,970.5 |
|
S4 |
4,800.0 |
4,830.5 |
4,953.1 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,351.7 |
6,172.3 |
5,264.4 |
|
R3 |
5,849.2 |
5,669.8 |
5,126.2 |
|
R2 |
5,346.7 |
5,346.7 |
5,080.1 |
|
R1 |
5,167.3 |
5,167.3 |
5,034.1 |
5,257.0 |
PP |
4,844.2 |
4,844.2 |
4,844.2 |
4,889.0 |
S1 |
4,664.8 |
4,664.8 |
4,941.9 |
4,754.5 |
S2 |
4,341.7 |
4,341.7 |
4,895.9 |
|
S3 |
3,839.2 |
4,162.3 |
4,849.8 |
|
S4 |
3,336.7 |
3,659.8 |
4,711.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,023.5 |
4,521.0 |
502.5 |
10.1% |
130.0 |
2.6% |
93% |
True |
False |
149,623 |
10 |
5,023.5 |
4,521.0 |
502.5 |
10.1% |
110.8 |
2.2% |
93% |
True |
False |
143,495 |
20 |
5,023.5 |
4,521.0 |
502.5 |
10.1% |
120.4 |
2.4% |
93% |
True |
False |
140,373 |
40 |
5,178.0 |
4,521.0 |
657.0 |
13.2% |
113.8 |
2.3% |
71% |
False |
False |
75,919 |
60 |
5,178.0 |
4,521.0 |
657.0 |
13.2% |
115.3 |
2.3% |
71% |
False |
False |
50,779 |
80 |
5,178.0 |
3,984.5 |
1,193.5 |
23.9% |
118.9 |
2.4% |
84% |
False |
False |
38,202 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
31.4% |
122.5 |
2.5% |
88% |
False |
False |
31,026 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
31.4% |
122.7 |
2.5% |
88% |
False |
False |
25,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,293.4 |
2.618 |
5,189.7 |
1.618 |
5,126.2 |
1.000 |
5,087.0 |
0.618 |
5,062.7 |
HIGH |
5,023.5 |
0.618 |
4,999.2 |
0.500 |
4,991.8 |
0.382 |
4,984.3 |
LOW |
4,960.0 |
0.618 |
4,920.8 |
1.000 |
4,896.5 |
1.618 |
4,857.3 |
2.618 |
4,793.8 |
4.250 |
4,690.1 |
|
|
Fisher Pivots for day following 17-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4,991.8 |
4,964.7 |
PP |
4,990.5 |
4,941.3 |
S1 |
4,989.3 |
4,918.0 |
|