Trading Metrics calculated at close of trading on 27-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
965.00 |
977.00 |
12.00 |
1.2% |
937.00 |
High |
979.00 |
984.00 |
5.00 |
0.5% |
979.00 |
Low |
962.50 |
969.00 |
6.50 |
0.7% |
933.75 |
Close |
977.75 |
980.00 |
2.25 |
0.2% |
977.75 |
Range |
16.50 |
15.00 |
-1.50 |
-9.1% |
45.25 |
ATR |
18.61 |
18.36 |
-0.26 |
-1.4% |
0.00 |
Volume |
2,299,971 |
1,682,233 |
-617,738 |
-26.9% |
9,342,150 |
|
Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,022.75 |
1,016.25 |
988.25 |
|
R3 |
1,007.75 |
1,001.25 |
984.00 |
|
R2 |
992.75 |
992.75 |
982.75 |
|
R1 |
986.25 |
986.25 |
981.50 |
989.50 |
PP |
977.75 |
977.75 |
977.75 |
979.25 |
S1 |
971.25 |
971.25 |
978.50 |
974.50 |
S2 |
962.75 |
962.75 |
977.25 |
|
S3 |
947.75 |
956.25 |
976.00 |
|
S4 |
932.75 |
941.25 |
971.75 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,099.25 |
1,083.75 |
1,002.75 |
|
R3 |
1,054.00 |
1,038.50 |
990.25 |
|
R2 |
1,008.75 |
1,008.75 |
986.00 |
|
R1 |
993.25 |
993.25 |
982.00 |
1,001.00 |
PP |
963.50 |
963.50 |
963.50 |
967.50 |
S1 |
948.00 |
948.00 |
973.50 |
955.75 |
S2 |
918.25 |
918.25 |
969.50 |
|
S3 |
873.00 |
902.75 |
965.25 |
|
S4 |
827.75 |
857.50 |
952.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
984.00 |
939.50 |
44.50 |
4.5% |
17.75 |
1.8% |
91% |
True |
False |
1,899,696 |
10 |
984.00 |
892.50 |
91.50 |
9.3% |
17.00 |
1.7% |
96% |
True |
False |
1,946,775 |
20 |
984.00 |
865.25 |
118.75 |
12.1% |
18.00 |
1.8% |
97% |
True |
False |
1,872,153 |
40 |
984.00 |
865.25 |
118.75 |
12.1% |
18.50 |
1.9% |
97% |
True |
False |
1,501,652 |
60 |
984.00 |
859.00 |
125.00 |
12.8% |
19.75 |
2.0% |
97% |
True |
False |
1,003,682 |
80 |
984.00 |
799.25 |
184.75 |
18.9% |
20.75 |
2.1% |
98% |
True |
False |
753,670 |
100 |
984.00 |
662.00 |
322.00 |
32.9% |
22.25 |
2.3% |
99% |
True |
False |
603,076 |
120 |
984.00 |
662.00 |
322.00 |
32.9% |
22.50 |
2.3% |
99% |
True |
False |
502,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,047.75 |
2.618 |
1,023.25 |
1.618 |
1,008.25 |
1.000 |
999.00 |
0.618 |
993.25 |
HIGH |
984.00 |
0.618 |
978.25 |
0.500 |
976.50 |
0.382 |
974.75 |
LOW |
969.00 |
0.618 |
959.75 |
1.000 |
954.00 |
1.618 |
944.75 |
2.618 |
929.75 |
4.250 |
905.25 |
|
|
Fisher Pivots for day following 27-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
978.75 |
975.50 |
PP |
977.75 |
971.00 |
S1 |
976.50 |
966.50 |
|