Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,137.0 |
5,229.0 |
92.0 |
1.8% |
5,037.0 |
High |
5,271.0 |
5,307.0 |
36.0 |
0.7% |
5,307.0 |
Low |
5,102.0 |
5,202.0 |
100.0 |
2.0% |
5,007.0 |
Close |
5,249.0 |
5,225.0 |
-24.0 |
-0.5% |
5,225.0 |
Range |
169.0 |
105.0 |
-64.0 |
-37.9% |
300.0 |
ATR |
121.3 |
120.1 |
-1.2 |
-1.0% |
0.0 |
Volume |
154,139 |
122,890 |
-31,249 |
-20.3% |
635,771 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,559.7 |
5,497.3 |
5,282.8 |
|
R3 |
5,454.7 |
5,392.3 |
5,253.9 |
|
R2 |
5,349.7 |
5,349.7 |
5,244.3 |
|
R1 |
5,287.3 |
5,287.3 |
5,234.6 |
5,266.0 |
PP |
5,244.7 |
5,244.7 |
5,244.7 |
5,234.0 |
S1 |
5,182.3 |
5,182.3 |
5,215.4 |
5,161.0 |
S2 |
5,139.7 |
5,139.7 |
5,205.8 |
|
S3 |
5,034.7 |
5,077.3 |
5,196.1 |
|
S4 |
4,929.7 |
4,972.3 |
5,167.3 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,079.7 |
5,952.3 |
5,390.0 |
|
R3 |
5,779.7 |
5,652.3 |
5,307.5 |
|
R2 |
5,479.7 |
5,479.7 |
5,280.0 |
|
R1 |
5,352.3 |
5,352.3 |
5,252.5 |
5,416.0 |
PP |
5,179.7 |
5,179.7 |
5,179.7 |
5,211.5 |
S1 |
5,052.3 |
5,052.3 |
5,197.5 |
5,116.0 |
S2 |
4,879.7 |
4,879.7 |
5,170.0 |
|
S3 |
4,579.7 |
4,752.3 |
5,142.5 |
|
S4 |
4,279.7 |
4,452.3 |
5,060.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,307.0 |
5,007.0 |
300.0 |
5.7% |
107.0 |
2.0% |
73% |
True |
False |
127,154 |
10 |
5,307.0 |
4,521.0 |
786.0 |
15.0% |
118.5 |
2.3% |
90% |
True |
False |
138,388 |
20 |
5,307.0 |
4,521.0 |
786.0 |
15.0% |
117.1 |
2.2% |
90% |
True |
False |
136,768 |
40 |
5,307.0 |
4,521.0 |
786.0 |
15.0% |
112.2 |
2.1% |
90% |
True |
False |
91,651 |
60 |
5,307.0 |
4,521.0 |
786.0 |
15.0% |
115.8 |
2.2% |
90% |
True |
False |
61,361 |
80 |
5,307.0 |
4,017.5 |
1,289.5 |
24.7% |
118.7 |
2.3% |
94% |
True |
False |
46,122 |
100 |
5,307.0 |
3,613.5 |
1,693.5 |
32.4% |
121.5 |
2.3% |
95% |
True |
False |
37,362 |
120 |
5,307.0 |
3,613.5 |
1,693.5 |
32.4% |
123.2 |
2.4% |
95% |
True |
False |
31,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,753.3 |
2.618 |
5,581.9 |
1.618 |
5,476.9 |
1.000 |
5,412.0 |
0.618 |
5,371.9 |
HIGH |
5,307.0 |
0.618 |
5,266.9 |
0.500 |
5,254.5 |
0.382 |
5,242.1 |
LOW |
5,202.0 |
0.618 |
5,137.1 |
1.000 |
5,097.0 |
1.618 |
5,032.1 |
2.618 |
4,927.1 |
4.250 |
4,755.8 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5,254.5 |
5,209.6 |
PP |
5,244.7 |
5,194.2 |
S1 |
5,234.8 |
5,178.8 |
|