Trading Metrics calculated at close of trading on 23-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
951.75 |
950.25 |
-1.50 |
-0.2% |
874.75 |
High |
956.75 |
976.50 |
19.75 |
2.1% |
940.75 |
Low |
943.50 |
948.75 |
5.25 |
0.6% |
865.50 |
Close |
949.50 |
969.00 |
19.50 |
2.1% |
937.00 |
Range |
13.25 |
27.75 |
14.50 |
109.4% |
75.25 |
ATR |
18.09 |
18.78 |
0.69 |
3.8% |
0.00 |
Volume |
1,892,527 |
2,049,033 |
156,506 |
8.3% |
10,269,087 |
|
Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,048.00 |
1,036.25 |
984.25 |
|
R3 |
1,020.25 |
1,008.50 |
976.75 |
|
R2 |
992.50 |
992.50 |
974.00 |
|
R1 |
980.75 |
980.75 |
971.50 |
986.50 |
PP |
964.75 |
964.75 |
964.75 |
967.75 |
S1 |
953.00 |
953.00 |
966.50 |
959.00 |
S2 |
937.00 |
937.00 |
964.00 |
|
S3 |
909.25 |
925.25 |
961.25 |
|
S4 |
881.50 |
897.50 |
953.75 |
|
|
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 |
976.50 |
928.00 |
48.50 |
5.0% |
16.75 |
1.7% |
85% |
True |
False |
1,846,709 |
10 |
976.50 |
865.50 |
111.00 |
11.5% |
18.25 |
1.9% |
93% |
True |
False |
1,909,044 |
20 |
976.50 |
865.25 |
111.25 |
11.5% |
18.25 |
1.9% |
93% |
True |
False |
1,874,447 |
40 |
976.50 |
865.25 |
111.25 |
11.5% |
18.75 |
1.9% |
93% |
True |
False |
1,402,753 |
60 |
976.50 |
846.00 |
130.50 |
13.5% |
20.00 |
2.1% |
94% |
True |
False |
937,544 |
80 |
976.50 |
776.00 |
200.50 |
20.7% |
21.00 |
2.2% |
96% |
True |
False |
703,931 |
100 |
976.50 |
662.00 |
314.50 |
32.5% |
22.50 |
2.3% |
98% |
True |
False |
563,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,094.50 |
2.618 |
1,049.25 |
1.618 |
1,021.50 |
1.000 |
1,004.25 |
0.618 |
993.75 |
HIGH |
976.50 |
0.618 |
966.00 |
0.500 |
962.50 |
0.382 |
959.25 |
LOW |
948.75 |
0.618 |
931.50 |
1.000 |
921.00 |
1.618 |
903.75 |
2.618 |
876.00 |
4.250 |
830.75 |
|
|
Fisher Pivots for day following 23-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
967.00 |
965.25 |
PP |
964.75 |
961.75 |
S1 |
962.50 |
958.00 |
|