Trading Metrics calculated at close of trading on 17-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
925.75 |
935.25 |
9.50 |
1.0% |
874.75 |
High |
940.75 |
938.75 |
-2.00 |
-0.2% |
940.75 |
Low |
921.00 |
928.00 |
7.00 |
0.8% |
865.50 |
Close |
935.75 |
937.00 |
1.25 |
0.1% |
937.00 |
Range |
19.75 |
10.75 |
-9.00 |
-45.6% |
75.25 |
ATR |
19.45 |
18.83 |
-0.62 |
-3.2% |
0.00 |
Volume |
2,188,329 |
2,191,367 |
3,038 |
0.1% |
10,269,087 |
|
Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
966.75 |
962.75 |
943.00 |
|
R3 |
956.00 |
952.00 |
940.00 |
|
R2 |
945.25 |
945.25 |
939.00 |
|
R1 |
941.25 |
941.25 |
938.00 |
943.25 |
PP |
934.50 |
934.50 |
934.50 |
935.50 |
S1 |
930.50 |
930.50 |
936.00 |
932.50 |
S2 |
923.75 |
923.75 |
935.00 |
|
S3 |
913.00 |
919.75 |
934.00 |
|
S4 |
902.25 |
909.00 |
931.00 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,140.25 |
1,113.75 |
978.50 |
|
R3 |
1,065.00 |
1,038.50 |
957.75 |
|
R2 |
989.75 |
989.75 |
950.75 |
|
R1 |
963.25 |
963.25 |
944.00 |
976.50 |
PP |
914.50 |
914.50 |
914.50 |
921.00 |
S1 |
888.00 |
888.00 |
930.00 |
901.25 |
S2 |
839.25 |
839.25 |
923.25 |
|
S3 |
764.00 |
812.75 |
916.25 |
|
S4 |
688.75 |
737.50 |
895.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
940.75 |
865.50 |
75.25 |
8.0% |
19.75 |
2.1% |
95% |
False |
False |
2,053,817 |
10 |
940.75 |
865.25 |
75.50 |
8.1% |
17.50 |
1.9% |
95% |
False |
False |
2,006,454 |
20 |
940.75 |
865.25 |
75.50 |
8.1% |
18.00 |
1.9% |
95% |
False |
False |
1,891,870 |
40 |
953.00 |
865.25 |
87.75 |
9.4% |
19.25 |
2.1% |
82% |
False |
False |
1,227,752 |
60 |
953.00 |
827.75 |
125.25 |
13.4% |
20.25 |
2.2% |
87% |
False |
False |
820,561 |
80 |
953.00 |
772.25 |
180.75 |
19.3% |
21.50 |
2.3% |
91% |
False |
False |
616,009 |
100 |
953.00 |
662.00 |
291.00 |
31.1% |
22.75 |
2.4% |
95% |
False |
False |
492,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
984.50 |
2.618 |
967.00 |
1.618 |
956.25 |
1.000 |
949.50 |
0.618 |
945.50 |
HIGH |
938.75 |
0.618 |
934.75 |
0.500 |
933.50 |
0.382 |
932.00 |
LOW |
928.00 |
0.618 |
921.25 |
1.000 |
917.25 |
1.618 |
910.50 |
2.618 |
899.75 |
4.250 |
882.25 |
|
|
Fisher Pivots for day following 17-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
935.75 |
932.50 |
PP |
934.50 |
928.00 |
S1 |
933.50 |
923.50 |
|