Trading Metrics calculated at close of trading on 28-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
977.00 |
978.50 |
1.50 |
0.2% |
937.00 |
High |
984.00 |
981.50 |
-2.50 |
-0.3% |
979.00 |
Low |
969.00 |
966.00 |
-3.00 |
-0.3% |
933.75 |
Close |
980.00 |
976.00 |
-4.00 |
-0.4% |
977.75 |
Range |
15.00 |
15.50 |
0.50 |
3.3% |
45.25 |
ATR |
18.36 |
18.15 |
-0.20 |
-1.1% |
0.00 |
Volume |
1,682,233 |
1,521,546 |
-160,687 |
-9.6% |
9,342,150 |
|
Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,021.00 |
1,014.00 |
984.50 |
|
R3 |
1,005.50 |
998.50 |
980.25 |
|
R2 |
990.00 |
990.00 |
978.75 |
|
R1 |
983.00 |
983.00 |
977.50 |
978.75 |
PP |
974.50 |
974.50 |
974.50 |
972.50 |
S1 |
967.50 |
967.50 |
974.50 |
963.25 |
S2 |
959.00 |
959.00 |
973.25 |
|
S3 |
943.50 |
952.00 |
971.75 |
|
S4 |
928.00 |
936.50 |
967.50 |
|
|
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 |
943.50 |
40.50 |
4.1% |
17.50 |
1.8% |
80% |
False |
False |
1,889,062 |
10 |
984.00 |
906.50 |
77.50 |
7.9% |
17.50 |
1.8% |
90% |
False |
False |
1,893,548 |
20 |
984.00 |
865.25 |
118.75 |
12.2% |
17.75 |
1.8% |
93% |
False |
False |
1,877,730 |
40 |
984.00 |
865.25 |
118.75 |
12.2% |
18.00 |
1.9% |
93% |
False |
False |
1,539,358 |
60 |
984.00 |
865.25 |
118.75 |
12.2% |
19.75 |
2.0% |
93% |
False |
False |
1,029,004 |
80 |
984.00 |
799.25 |
184.75 |
18.9% |
20.50 |
2.1% |
96% |
False |
False |
772,676 |
100 |
984.00 |
662.00 |
322.00 |
33.0% |
22.25 |
2.3% |
98% |
False |
False |
618,291 |
120 |
984.00 |
662.00 |
322.00 |
33.0% |
22.50 |
2.3% |
98% |
False |
False |
515,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,047.50 |
2.618 |
1,022.00 |
1.618 |
1,006.50 |
1.000 |
997.00 |
0.618 |
991.00 |
HIGH |
981.50 |
0.618 |
975.50 |
0.500 |
973.75 |
0.382 |
972.00 |
LOW |
966.00 |
0.618 |
956.50 |
1.000 |
950.50 |
1.618 |
941.00 |
2.618 |
925.50 |
4.250 |
900.00 |
|
|
Fisher Pivots for day following 28-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
975.25 |
975.00 |
PP |
974.50 |
974.25 |
S1 |
973.75 |
973.25 |
|