Trading Metrics calculated at close of trading on 28-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,305.0 |
5,285.5 |
-19.5 |
-0.4% |
5,037.0 |
High |
5,325.5 |
5,306.0 |
-19.5 |
-0.4% |
5,307.0 |
Low |
5,217.5 |
5,165.5 |
-52.0 |
-1.0% |
5,007.0 |
Close |
5,242.5 |
5,178.0 |
-64.5 |
-1.2% |
5,225.0 |
Range |
108.0 |
140.5 |
32.5 |
30.1% |
300.0 |
ATR |
119.2 |
120.8 |
1.5 |
1.3% |
0.0 |
Volume |
109,222 |
132,786 |
23,564 |
21.6% |
635,771 |
|
Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,638.0 |
5,548.5 |
5,255.3 |
|
R3 |
5,497.5 |
5,408.0 |
5,216.6 |
|
R2 |
5,357.0 |
5,357.0 |
5,203.8 |
|
R1 |
5,267.5 |
5,267.5 |
5,190.9 |
5,242.0 |
PP |
5,216.5 |
5,216.5 |
5,216.5 |
5,203.8 |
S1 |
5,127.0 |
5,127.0 |
5,165.1 |
5,101.5 |
S2 |
5,076.0 |
5,076.0 |
5,152.2 |
|
S3 |
4,935.5 |
4,986.5 |
5,139.4 |
|
S4 |
4,795.0 |
4,846.0 |
5,100.7 |
|
|
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 |
5,050.5 |
275.0 |
5.3% |
122.8 |
2.4% |
46% |
False |
False |
127,562 |
10 |
5,325.5 |
4,812.5 |
513.0 |
9.9% |
110.2 |
2.1% |
71% |
False |
False |
130,392 |
20 |
5,325.5 |
4,521.0 |
804.5 |
15.5% |
115.5 |
2.2% |
82% |
False |
False |
136,715 |
40 |
5,325.5 |
4,521.0 |
804.5 |
15.5% |
112.7 |
2.2% |
82% |
False |
False |
97,670 |
60 |
5,325.5 |
4,521.0 |
804.5 |
15.5% |
116.2 |
2.2% |
82% |
False |
False |
65,383 |
80 |
5,325.5 |
4,235.0 |
1,090.5 |
21.1% |
118.1 |
2.3% |
86% |
False |
False |
49,139 |
100 |
5,325.5 |
3,613.5 |
1,712.0 |
33.1% |
121.3 |
2.3% |
91% |
False |
False |
39,771 |
120 |
5,325.5 |
3,613.5 |
1,712.0 |
33.1% |
122.5 |
2.4% |
91% |
False |
False |
33,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,903.1 |
2.618 |
5,673.8 |
1.618 |
5,533.3 |
1.000 |
5,446.5 |
0.618 |
5,392.8 |
HIGH |
5,306.0 |
0.618 |
5,252.3 |
0.500 |
5,235.8 |
0.382 |
5,219.2 |
LOW |
5,165.5 |
0.618 |
5,078.7 |
1.000 |
5,025.0 |
1.618 |
4,938.2 |
2.618 |
4,797.7 |
4.250 |
4,568.4 |
|
|
Fisher Pivots for day following 28-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5,235.8 |
5,245.5 |
PP |
5,216.5 |
5,223.0 |
S1 |
5,197.3 |
5,200.5 |
|