Trading Metrics calculated at close of trading on 27-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,229.0 |
5,305.0 |
76.0 |
1.5% |
5,037.0 |
High |
5,307.0 |
5,325.5 |
18.5 |
0.3% |
5,307.0 |
Low |
5,202.0 |
5,217.5 |
15.5 |
0.3% |
5,007.0 |
Close |
5,225.0 |
5,242.5 |
17.5 |
0.3% |
5,225.0 |
Range |
105.0 |
108.0 |
3.0 |
2.9% |
300.0 |
ATR |
120.1 |
119.2 |
-0.9 |
-0.7% |
0.0 |
Volume |
122,890 |
109,222 |
-13,668 |
-11.1% |
635,771 |
|
Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,585.8 |
5,522.2 |
5,301.9 |
|
R3 |
5,477.8 |
5,414.2 |
5,272.2 |
|
R2 |
5,369.8 |
5,369.8 |
5,262.3 |
|
R1 |
5,306.2 |
5,306.2 |
5,252.4 |
5,284.0 |
PP |
5,261.8 |
5,261.8 |
5,261.8 |
5,250.8 |
S1 |
5,198.2 |
5,198.2 |
5,232.6 |
5,176.0 |
S2 |
5,153.8 |
5,153.8 |
5,222.7 |
|
S3 |
5,045.8 |
5,090.2 |
5,212.8 |
|
S4 |
4,937.8 |
4,982.2 |
5,183.1 |
|
|
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 |
5,325.5 |
5,029.5 |
296.0 |
5.6% |
117.4 |
2.2% |
72% |
True |
False |
127,151 |
10 |
5,325.5 |
4,704.5 |
621.0 |
11.8% |
106.2 |
2.0% |
87% |
True |
False |
132,285 |
20 |
5,325.5 |
4,521.0 |
804.5 |
15.3% |
116.7 |
2.2% |
90% |
True |
False |
136,674 |
40 |
5,325.5 |
4,521.0 |
804.5 |
15.3% |
112.6 |
2.1% |
90% |
True |
False |
94,371 |
60 |
5,325.5 |
4,521.0 |
804.5 |
15.3% |
115.7 |
2.2% |
90% |
True |
False |
63,172 |
80 |
5,325.5 |
4,017.5 |
1,308.0 |
24.9% |
118.5 |
2.3% |
94% |
True |
False |
47,484 |
100 |
5,325.5 |
3,613.5 |
1,712.0 |
32.7% |
121.7 |
2.3% |
95% |
True |
False |
38,451 |
120 |
5,325.5 |
3,613.5 |
1,712.0 |
32.7% |
122.6 |
2.3% |
95% |
True |
False |
32,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,784.5 |
2.618 |
5,608.2 |
1.618 |
5,500.2 |
1.000 |
5,433.5 |
0.618 |
5,392.2 |
HIGH |
5,325.5 |
0.618 |
5,284.2 |
0.500 |
5,271.5 |
0.382 |
5,258.8 |
LOW |
5,217.5 |
0.618 |
5,150.8 |
1.000 |
5,109.5 |
1.618 |
5,042.8 |
2.618 |
4,934.8 |
4.250 |
4,758.5 |
|
|
Fisher Pivots for day following 27-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5,271.5 |
5,232.9 |
PP |
5,261.8 |
5,223.3 |
S1 |
5,252.2 |
5,213.8 |
|