Trading Metrics calculated at close of trading on 30-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,219.0 |
5,308.0 |
89.0 |
1.7% |
5,037.0 |
High |
5,313.0 |
5,401.0 |
88.0 |
1.7% |
5,307.0 |
Low |
5,147.5 |
5,255.5 |
108.0 |
2.1% |
5,007.0 |
Close |
5,271.0 |
5,374.5 |
103.5 |
2.0% |
5,225.0 |
Range |
165.5 |
145.5 |
-20.0 |
-12.1% |
300.0 |
ATR |
124.0 |
125.5 |
1.5 |
1.2% |
0.0 |
Volume |
145,861 |
149,461 |
3,600 |
2.5% |
635,771 |
|
Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,780.2 |
5,722.8 |
5,454.5 |
|
R3 |
5,634.7 |
5,577.3 |
5,414.5 |
|
R2 |
5,489.2 |
5,489.2 |
5,401.2 |
|
R1 |
5,431.8 |
5,431.8 |
5,387.8 |
5,460.5 |
PP |
5,343.7 |
5,343.7 |
5,343.7 |
5,358.0 |
S1 |
5,286.3 |
5,286.3 |
5,361.2 |
5,315.0 |
S2 |
5,198.2 |
5,198.2 |
5,347.8 |
|
S3 |
5,052.7 |
5,140.8 |
5,334.5 |
|
S4 |
4,907.2 |
4,995.3 |
5,294.5 |
|
|
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 |
5,401.0 |
5,147.5 |
253.5 |
4.7% |
132.9 |
2.5% |
90% |
True |
False |
132,044 |
10 |
5,401.0 |
4,960.0 |
441.0 |
8.2% |
115.8 |
2.2% |
94% |
True |
False |
128,798 |
20 |
5,401.0 |
4,521.0 |
880.0 |
16.4% |
118.9 |
2.2% |
97% |
True |
False |
138,141 |
40 |
5,401.0 |
4,521.0 |
880.0 |
16.4% |
115.4 |
2.1% |
97% |
True |
False |
105,012 |
60 |
5,401.0 |
4,521.0 |
880.0 |
16.4% |
118.2 |
2.2% |
97% |
True |
False |
70,295 |
80 |
5,401.0 |
4,248.5 |
1,152.5 |
21.4% |
118.2 |
2.2% |
98% |
True |
False |
52,816 |
100 |
5,401.0 |
3,613.5 |
1,787.5 |
33.3% |
121.0 |
2.3% |
99% |
True |
False |
42,705 |
120 |
5,401.0 |
3,613.5 |
1,787.5 |
33.3% |
122.2 |
2.3% |
99% |
True |
False |
35,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,019.4 |
2.618 |
5,781.9 |
1.618 |
5,636.4 |
1.000 |
5,546.5 |
0.618 |
5,490.9 |
HIGH |
5,401.0 |
0.618 |
5,345.4 |
0.500 |
5,328.3 |
0.382 |
5,311.1 |
LOW |
5,255.5 |
0.618 |
5,165.6 |
1.000 |
5,110.0 |
1.618 |
5,020.1 |
2.618 |
4,874.6 |
4.250 |
4,637.1 |
|
|
Fisher Pivots for day following 30-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5,359.1 |
5,341.1 |
PP |
5,343.7 |
5,307.7 |
S1 |
5,328.3 |
5,274.3 |
|