Trading Metrics calculated at close of trading on 21-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
937.00 |
947.75 |
10.75 |
1.1% |
874.75 |
High |
949.25 |
956.25 |
7.00 |
0.7% |
940.75 |
Low |
933.75 |
939.50 |
5.75 |
0.6% |
865.50 |
Close |
949.00 |
953.50 |
4.50 |
0.5% |
937.00 |
Range |
15.50 |
16.75 |
1.25 |
8.1% |
75.25 |
ATR |
18.59 |
18.46 |
-0.13 |
-0.7% |
0.00 |
Volume |
1,525,903 |
1,574,716 |
48,813 |
3.2% |
10,269,087 |
|
Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,000.00 |
993.50 |
962.75 |
|
R3 |
983.25 |
976.75 |
958.00 |
|
R2 |
966.50 |
966.50 |
956.50 |
|
R1 |
960.00 |
960.00 |
955.00 |
963.25 |
PP |
949.75 |
949.75 |
949.75 |
951.50 |
S1 |
943.25 |
943.25 |
952.00 |
946.50 |
S2 |
933.00 |
933.00 |
950.50 |
|
S3 |
916.25 |
926.50 |
949.00 |
|
S4 |
899.50 |
909.75 |
944.25 |
|
|
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 |
956.25 |
906.50 |
49.75 |
5.2% |
17.50 |
1.8% |
94% |
True |
False |
1,898,034 |
10 |
956.25 |
865.25 |
91.00 |
9.5% |
17.00 |
1.8% |
97% |
True |
False |
1,957,839 |
20 |
956.25 |
865.25 |
91.00 |
9.5% |
17.50 |
1.8% |
97% |
True |
False |
1,871,292 |
40 |
956.25 |
865.25 |
91.00 |
9.5% |
19.25 |
2.0% |
97% |
True |
False |
1,304,836 |
60 |
956.25 |
835.25 |
121.00 |
12.7% |
20.00 |
2.1% |
98% |
True |
False |
871,985 |
80 |
956.25 |
772.25 |
184.00 |
19.3% |
21.25 |
2.2% |
99% |
True |
False |
654,718 |
100 |
956.25 |
662.00 |
294.25 |
30.9% |
22.75 |
2.4% |
99% |
True |
False |
523,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,027.50 |
2.618 |
1,000.00 |
1.618 |
983.25 |
1.000 |
973.00 |
0.618 |
966.50 |
HIGH |
956.25 |
0.618 |
949.75 |
0.500 |
948.00 |
0.382 |
946.00 |
LOW |
939.50 |
0.618 |
929.25 |
1.000 |
922.75 |
1.618 |
912.50 |
2.618 |
895.75 |
4.250 |
868.25 |
|
|
Fisher Pivots for day following 21-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
951.50 |
949.75 |
PP |
949.75 |
946.00 |
S1 |
948.00 |
942.00 |
|