Trading Metrics calculated at close of trading on 31-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
5,308.0 |
5,350.0 |
42.0 |
0.8% |
5,305.0 |
High |
5,401.0 |
5,389.5 |
-11.5 |
-0.2% |
5,401.0 |
Low |
5,255.5 |
5,305.5 |
50.0 |
1.0% |
5,147.5 |
Close |
5,374.5 |
5,342.0 |
-32.5 |
-0.6% |
5,342.0 |
Range |
145.5 |
84.0 |
-61.5 |
-42.3% |
253.5 |
ATR |
125.5 |
122.5 |
-3.0 |
-2.4% |
0.0 |
Volume |
149,461 |
120,656 |
-28,805 |
-19.3% |
657,986 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,597.7 |
5,553.8 |
5,388.2 |
|
R3 |
5,513.7 |
5,469.8 |
5,365.1 |
|
R2 |
5,429.7 |
5,429.7 |
5,357.4 |
|
R1 |
5,385.8 |
5,385.8 |
5,349.7 |
5,365.8 |
PP |
5,345.7 |
5,345.7 |
5,345.7 |
5,335.6 |
S1 |
5,301.8 |
5,301.8 |
5,334.3 |
5,281.8 |
S2 |
5,261.7 |
5,261.7 |
5,326.6 |
|
S3 |
5,177.7 |
5,217.8 |
5,318.9 |
|
S4 |
5,093.7 |
5,133.8 |
5,295.8 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,057.3 |
5,953.2 |
5,481.4 |
|
R3 |
5,803.8 |
5,699.7 |
5,411.7 |
|
R2 |
5,550.3 |
5,550.3 |
5,388.5 |
|
R1 |
5,446.2 |
5,446.2 |
5,365.2 |
5,498.3 |
PP |
5,296.8 |
5,296.8 |
5,296.8 |
5,322.9 |
S1 |
5,192.7 |
5,192.7 |
5,318.8 |
5,244.8 |
S2 |
5,043.3 |
5,043.3 |
5,295.5 |
|
S3 |
4,789.8 |
4,939.2 |
5,272.3 |
|
S4 |
4,536.3 |
4,685.7 |
5,202.6 |
|
|
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% |
128.7 |
2.4% |
77% |
False |
False |
131,597 |
10 |
5,401.0 |
5,007.0 |
394.0 |
7.4% |
117.9 |
2.2% |
85% |
False |
False |
129,375 |
20 |
5,401.0 |
4,521.0 |
880.0 |
16.5% |
114.3 |
2.1% |
93% |
False |
False |
136,435 |
40 |
5,401.0 |
4,521.0 |
880.0 |
16.5% |
115.6 |
2.2% |
93% |
False |
False |
107,985 |
60 |
5,401.0 |
4,521.0 |
880.0 |
16.5% |
116.5 |
2.2% |
93% |
False |
False |
72,291 |
80 |
5,401.0 |
4,248.5 |
1,152.5 |
21.6% |
117.3 |
2.2% |
95% |
False |
False |
54,317 |
100 |
5,401.0 |
3,699.0 |
1,702.0 |
31.9% |
120.8 |
2.3% |
97% |
False |
False |
43,909 |
120 |
5,401.0 |
3,613.5 |
1,787.5 |
33.5% |
122.3 |
2.3% |
97% |
False |
False |
36,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,746.5 |
2.618 |
5,609.4 |
1.618 |
5,525.4 |
1.000 |
5,473.5 |
0.618 |
5,441.4 |
HIGH |
5,389.5 |
0.618 |
5,357.4 |
0.500 |
5,347.5 |
0.382 |
5,337.6 |
LOW |
5,305.5 |
0.618 |
5,253.6 |
1.000 |
5,221.5 |
1.618 |
5,169.6 |
2.618 |
5,085.6 |
4.250 |
4,948.5 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
5,347.5 |
5,319.4 |
PP |
5,345.7 |
5,296.8 |
S1 |
5,343.8 |
5,274.3 |
|