Trading Metrics calculated at close of trading on 22-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,065.0 |
5,117.0 |
52.0 |
1.0% |
4,554.0 |
High |
5,143.0 |
5,142.0 |
-1.0 |
0.0% |
5,023.5 |
Low |
5,029.5 |
5,050.5 |
21.0 |
0.4% |
4,521.0 |
Close |
5,092.0 |
5,116.0 |
24.0 |
0.5% |
4,988.0 |
Range |
113.5 |
91.5 |
-22.0 |
-19.4% |
502.5 |
ATR |
119.6 |
117.6 |
-2.0 |
-1.7% |
0.0 |
Volume |
130,730 |
118,774 |
-11,956 |
-9.1% |
748,118 |
|
Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,377.3 |
5,338.2 |
5,166.3 |
|
R3 |
5,285.8 |
5,246.7 |
5,141.2 |
|
R2 |
5,194.3 |
5,194.3 |
5,132.8 |
|
R1 |
5,155.2 |
5,155.2 |
5,124.4 |
5,129.0 |
PP |
5,102.8 |
5,102.8 |
5,102.8 |
5,089.8 |
S1 |
5,063.7 |
5,063.7 |
5,107.6 |
5,037.5 |
S2 |
5,011.3 |
5,011.3 |
5,099.2 |
|
S3 |
4,919.8 |
4,972.2 |
5,090.8 |
|
S4 |
4,828.3 |
4,880.7 |
5,065.7 |
|
|
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 |
4,903.5 |
239.5 |
4.7% |
88.7 |
1.7% |
89% |
False |
False |
127,578 |
10 |
5,143.0 |
4,521.0 |
622.0 |
12.2% |
107.3 |
2.1% |
96% |
False |
False |
135,652 |
20 |
5,143.0 |
4,521.0 |
622.0 |
12.2% |
116.9 |
2.3% |
96% |
False |
False |
137,727 |
40 |
5,178.0 |
4,521.0 |
657.0 |
12.8% |
110.2 |
2.2% |
91% |
False |
False |
84,756 |
60 |
5,178.0 |
4,521.0 |
657.0 |
12.8% |
114.6 |
2.2% |
91% |
False |
False |
56,752 |
80 |
5,178.0 |
3,984.5 |
1,193.5 |
23.3% |
118.6 |
2.3% |
95% |
False |
False |
42,669 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
30.6% |
120.8 |
2.4% |
96% |
False |
False |
34,603 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
30.6% |
122.4 |
2.4% |
96% |
False |
False |
28,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,530.9 |
2.618 |
5,381.5 |
1.618 |
5,290.0 |
1.000 |
5,233.5 |
0.618 |
5,198.5 |
HIGH |
5,142.0 |
0.618 |
5,107.0 |
0.500 |
5,096.3 |
0.382 |
5,085.5 |
LOW |
5,050.5 |
0.618 |
4,994.0 |
1.000 |
4,959.0 |
1.618 |
4,902.5 |
2.618 |
4,811.0 |
4.250 |
4,661.6 |
|
|
Fisher Pivots for day following 22-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5,109.4 |
5,102.3 |
PP |
5,102.8 |
5,088.7 |
S1 |
5,096.3 |
5,075.0 |
|