Trading Metrics calculated at close of trading on 23-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,117.0 |
5,137.0 |
20.0 |
0.4% |
4,554.0 |
High |
5,142.0 |
5,271.0 |
129.0 |
2.5% |
5,023.5 |
Low |
5,050.5 |
5,102.0 |
51.5 |
1.0% |
4,521.0 |
Close |
5,116.0 |
5,249.0 |
133.0 |
2.6% |
4,988.0 |
Range |
91.5 |
169.0 |
77.5 |
84.7% |
502.5 |
ATR |
117.6 |
121.3 |
3.7 |
3.1% |
0.0 |
Volume |
118,774 |
154,139 |
35,365 |
29.8% |
748,118 |
|
Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,714.3 |
5,650.7 |
5,342.0 |
|
R3 |
5,545.3 |
5,481.7 |
5,295.5 |
|
R2 |
5,376.3 |
5,376.3 |
5,280.0 |
|
R1 |
5,312.7 |
5,312.7 |
5,264.5 |
5,344.5 |
PP |
5,207.3 |
5,207.3 |
5,207.3 |
5,223.3 |
S1 |
5,143.7 |
5,143.7 |
5,233.5 |
5,175.5 |
S2 |
5,038.3 |
5,038.3 |
5,218.0 |
|
S3 |
4,869.3 |
4,974.7 |
5,202.5 |
|
S4 |
4,700.3 |
4,805.7 |
5,156.1 |
|
|
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 |
5,271.0 |
4,960.0 |
311.0 |
5.9% |
98.7 |
1.9% |
93% |
True |
False |
125,552 |
10 |
5,271.0 |
4,521.0 |
750.0 |
14.3% |
115.9 |
2.2% |
97% |
True |
False |
137,947 |
20 |
5,271.0 |
4,521.0 |
750.0 |
14.3% |
118.1 |
2.2% |
97% |
True |
False |
138,259 |
40 |
5,271.0 |
4,521.0 |
750.0 |
14.3% |
112.1 |
2.1% |
97% |
True |
False |
88,592 |
60 |
5,271.0 |
4,521.0 |
750.0 |
14.3% |
115.9 |
2.2% |
97% |
True |
False |
59,317 |
80 |
5,271.0 |
3,984.5 |
1,286.5 |
24.5% |
119.3 |
2.3% |
98% |
True |
False |
44,591 |
100 |
5,271.0 |
3,613.5 |
1,657.5 |
31.6% |
121.4 |
2.3% |
99% |
True |
False |
36,136 |
120 |
5,271.0 |
3,613.5 |
1,657.5 |
31.6% |
123.0 |
2.3% |
99% |
True |
False |
30,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,989.3 |
2.618 |
5,713.4 |
1.618 |
5,544.4 |
1.000 |
5,440.0 |
0.618 |
5,375.4 |
HIGH |
5,271.0 |
0.618 |
5,206.4 |
0.500 |
5,186.5 |
0.382 |
5,166.6 |
LOW |
5,102.0 |
0.618 |
4,997.6 |
1.000 |
4,933.0 |
1.618 |
4,828.6 |
2.618 |
4,659.6 |
4.250 |
4,383.8 |
|
|
Fisher Pivots for day following 23-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5,228.2 |
5,216.1 |
PP |
5,207.3 |
5,183.2 |
S1 |
5,186.5 |
5,150.3 |
|