Trading Metrics calculated at close of trading on 29-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,285.5 |
5,219.0 |
-66.5 |
-1.3% |
5,037.0 |
High |
5,306.0 |
5,313.0 |
7.0 |
0.1% |
5,307.0 |
Low |
5,165.5 |
5,147.5 |
-18.0 |
-0.3% |
5,007.0 |
Close |
5,178.0 |
5,271.0 |
93.0 |
1.8% |
5,225.0 |
Range |
140.5 |
165.5 |
25.0 |
17.8% |
300.0 |
ATR |
120.8 |
124.0 |
3.2 |
2.6% |
0.0 |
Volume |
132,786 |
145,861 |
13,075 |
9.8% |
635,771 |
|
Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,740.3 |
5,671.2 |
5,362.0 |
|
R3 |
5,574.8 |
5,505.7 |
5,316.5 |
|
R2 |
5,409.3 |
5,409.3 |
5,301.3 |
|
R1 |
5,340.2 |
5,340.2 |
5,286.2 |
5,374.8 |
PP |
5,243.8 |
5,243.8 |
5,243.8 |
5,261.1 |
S1 |
5,174.7 |
5,174.7 |
5,255.8 |
5,209.3 |
S2 |
5,078.3 |
5,078.3 |
5,240.7 |
|
S3 |
4,912.8 |
5,009.2 |
5,225.5 |
|
S4 |
4,747.3 |
4,843.7 |
5,180.0 |
|
|
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 |
5,102.0 |
223.5 |
4.2% |
137.6 |
2.6% |
76% |
False |
False |
132,979 |
10 |
5,325.5 |
4,903.5 |
422.0 |
8.0% |
113.2 |
2.1% |
87% |
False |
False |
130,279 |
20 |
5,325.5 |
4,521.0 |
804.5 |
15.3% |
117.9 |
2.2% |
93% |
False |
False |
137,469 |
40 |
5,325.5 |
4,521.0 |
804.5 |
15.3% |
115.2 |
2.2% |
93% |
False |
False |
101,298 |
60 |
5,325.5 |
4,521.0 |
804.5 |
15.3% |
117.7 |
2.2% |
93% |
False |
False |
67,809 |
80 |
5,325.5 |
4,248.5 |
1,077.0 |
20.4% |
117.9 |
2.2% |
95% |
False |
False |
50,955 |
100 |
5,325.5 |
3,613.5 |
1,712.0 |
32.5% |
121.0 |
2.3% |
97% |
False |
False |
41,220 |
120 |
5,325.5 |
3,613.5 |
1,712.0 |
32.5% |
122.4 |
2.3% |
97% |
False |
False |
34,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,016.4 |
2.618 |
5,746.3 |
1.618 |
5,580.8 |
1.000 |
5,478.5 |
0.618 |
5,415.3 |
HIGH |
5,313.0 |
0.618 |
5,249.8 |
0.500 |
5,230.3 |
0.382 |
5,210.7 |
LOW |
5,147.5 |
0.618 |
5,045.2 |
1.000 |
4,982.0 |
1.618 |
4,879.7 |
2.618 |
4,714.2 |
4.250 |
4,444.1 |
|
|
Fisher Pivots for day following 29-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5,257.4 |
5,259.5 |
PP |
5,243.8 |
5,248.0 |
S1 |
5,230.3 |
5,236.5 |
|