Trading Metrics calculated at close of trading on 21-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,037.0 |
5,065.0 |
28.0 |
0.6% |
4,554.0 |
High |
5,063.0 |
5,143.0 |
80.0 |
1.6% |
5,023.5 |
Low |
5,007.0 |
5,029.5 |
22.5 |
0.4% |
4,521.0 |
Close |
5,035.5 |
5,092.0 |
56.5 |
1.1% |
4,988.0 |
Range |
56.0 |
113.5 |
57.5 |
102.7% |
502.5 |
ATR |
120.1 |
119.6 |
-0.5 |
-0.4% |
0.0 |
Volume |
109,238 |
130,730 |
21,492 |
19.7% |
748,118 |
|
Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,428.7 |
5,373.8 |
5,154.4 |
|
R3 |
5,315.2 |
5,260.3 |
5,123.2 |
|
R2 |
5,201.7 |
5,201.7 |
5,112.8 |
|
R1 |
5,146.8 |
5,146.8 |
5,102.4 |
5,174.3 |
PP |
5,088.2 |
5,088.2 |
5,088.2 |
5,101.9 |
S1 |
5,033.3 |
5,033.3 |
5,081.6 |
5,060.8 |
S2 |
4,974.7 |
4,974.7 |
5,071.2 |
|
S3 |
4,861.2 |
4,919.8 |
5,060.8 |
|
S4 |
4,747.7 |
4,806.3 |
5,029.6 |
|
|
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 |
5,143.0 |
4,812.5 |
330.5 |
6.5% |
97.6 |
1.9% |
85% |
True |
False |
133,223 |
10 |
5,143.0 |
4,521.0 |
622.0 |
12.2% |
106.1 |
2.1% |
92% |
True |
False |
139,587 |
20 |
5,143.0 |
4,521.0 |
622.0 |
12.2% |
116.5 |
2.3% |
92% |
True |
False |
139,156 |
40 |
5,178.0 |
4,521.0 |
657.0 |
12.9% |
113.1 |
2.2% |
87% |
False |
False |
81,870 |
60 |
5,178.0 |
4,521.0 |
657.0 |
12.9% |
115.3 |
2.3% |
87% |
False |
False |
54,774 |
80 |
5,178.0 |
3,984.5 |
1,193.5 |
23.4% |
118.4 |
2.3% |
93% |
False |
False |
41,195 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
30.7% |
121.2 |
2.4% |
95% |
False |
False |
33,419 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
30.7% |
122.6 |
2.4% |
95% |
False |
False |
27,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,625.4 |
2.618 |
5,440.1 |
1.618 |
5,326.6 |
1.000 |
5,256.5 |
0.618 |
5,213.1 |
HIGH |
5,143.0 |
0.618 |
5,099.6 |
0.500 |
5,086.3 |
0.382 |
5,072.9 |
LOW |
5,029.5 |
0.618 |
4,959.4 |
1.000 |
4,916.0 |
1.618 |
4,845.9 |
2.618 |
4,732.4 |
4.250 |
4,547.1 |
|
|
Fisher Pivots for day following 21-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5,090.1 |
5,078.5 |
PP |
5,088.2 |
5,065.0 |
S1 |
5,086.3 |
5,051.5 |
|