Trading Metrics calculated at close of trading on 20-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
935.25 |
937.00 |
1.75 |
0.2% |
874.75 |
High |
938.75 |
949.25 |
10.50 |
1.1% |
940.75 |
Low |
928.00 |
933.75 |
5.75 |
0.6% |
865.50 |
Close |
937.00 |
949.00 |
12.00 |
1.3% |
937.00 |
Range |
10.75 |
15.50 |
4.75 |
44.2% |
75.25 |
ATR |
18.83 |
18.59 |
-0.24 |
-1.3% |
0.00 |
Volume |
2,191,367 |
1,525,903 |
-665,464 |
-30.4% |
10,269,087 |
|
Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
990.50 |
985.25 |
957.50 |
|
R3 |
975.00 |
969.75 |
953.25 |
|
R2 |
959.50 |
959.50 |
951.75 |
|
R1 |
954.25 |
954.25 |
950.50 |
957.00 |
PP |
944.00 |
944.00 |
944.00 |
945.25 |
S1 |
938.75 |
938.75 |
947.50 |
941.50 |
S2 |
928.50 |
928.50 |
946.25 |
|
S3 |
913.00 |
923.25 |
944.75 |
|
S4 |
897.50 |
907.75 |
940.50 |
|
|
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 |
949.25 |
892.50 |
56.75 |
6.0% |
16.25 |
1.7% |
100% |
True |
False |
1,993,855 |
10 |
949.25 |
865.25 |
84.00 |
8.9% |
17.75 |
1.9% |
100% |
True |
False |
1,974,000 |
20 |
949.25 |
865.25 |
84.00 |
8.9% |
18.25 |
1.9% |
100% |
True |
False |
1,873,751 |
40 |
953.00 |
865.25 |
87.75 |
9.2% |
19.00 |
2.0% |
95% |
False |
False |
1,265,702 |
60 |
953.00 |
835.25 |
117.75 |
12.4% |
20.25 |
2.1% |
97% |
False |
False |
845,826 |
80 |
953.00 |
772.25 |
180.75 |
19.0% |
21.25 |
2.3% |
98% |
False |
False |
635,066 |
100 |
953.00 |
662.00 |
291.00 |
30.7% |
22.75 |
2.4% |
99% |
False |
False |
508,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,015.00 |
2.618 |
989.75 |
1.618 |
974.25 |
1.000 |
964.75 |
0.618 |
958.75 |
HIGH |
949.25 |
0.618 |
943.25 |
0.500 |
941.50 |
0.382 |
939.75 |
LOW |
933.75 |
0.618 |
924.25 |
1.000 |
918.25 |
1.618 |
908.75 |
2.618 |
893.25 |
4.250 |
868.00 |
|
|
Fisher Pivots for day following 20-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
946.50 |
944.50 |
PP |
944.00 |
939.75 |
S1 |
941.50 |
935.00 |
|