Trading Metrics calculated at close of trading on 29-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
978.50 |
975.25 |
-3.25 |
-0.3% |
937.00 |
High |
981.50 |
976.00 |
-5.50 |
-0.6% |
979.00 |
Low |
966.00 |
964.00 |
-2.00 |
-0.2% |
933.75 |
Close |
976.00 |
975.00 |
-1.00 |
-0.1% |
977.75 |
Range |
15.50 |
12.00 |
-3.50 |
-22.6% |
45.25 |
ATR |
18.15 |
17.71 |
-0.44 |
-2.4% |
0.00 |
Volume |
1,521,546 |
1,932,201 |
410,655 |
27.0% |
9,342,150 |
|
Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,007.75 |
1,003.25 |
981.50 |
|
R3 |
995.75 |
991.25 |
978.25 |
|
R2 |
983.75 |
983.75 |
977.25 |
|
R1 |
979.25 |
979.25 |
976.00 |
975.50 |
PP |
971.75 |
971.75 |
971.75 |
969.75 |
S1 |
967.25 |
967.25 |
974.00 |
963.50 |
S2 |
959.75 |
959.75 |
972.75 |
|
S3 |
947.75 |
955.25 |
971.75 |
|
S4 |
935.75 |
943.25 |
968.50 |
|
|
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 |
948.75 |
35.25 |
3.6% |
17.25 |
1.8% |
74% |
False |
False |
1,896,996 |
10 |
984.00 |
921.00 |
63.00 |
6.5% |
16.25 |
1.7% |
86% |
False |
False |
1,885,782 |
20 |
984.00 |
865.25 |
118.75 |
12.2% |
17.50 |
1.8% |
92% |
False |
False |
1,907,005 |
40 |
984.00 |
865.25 |
118.75 |
12.2% |
18.00 |
1.8% |
92% |
False |
False |
1,587,150 |
60 |
984.00 |
865.25 |
118.75 |
12.2% |
19.50 |
2.0% |
92% |
False |
False |
1,061,183 |
80 |
984.00 |
799.25 |
184.75 |
18.9% |
20.50 |
2.1% |
95% |
False |
False |
796,810 |
100 |
984.00 |
665.50 |
318.50 |
32.7% |
22.00 |
2.3% |
97% |
False |
False |
637,612 |
120 |
984.00 |
662.00 |
322.00 |
33.0% |
22.50 |
2.3% |
97% |
False |
False |
531,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,027.00 |
2.618 |
1,007.50 |
1.618 |
995.50 |
1.000 |
988.00 |
0.618 |
983.50 |
HIGH |
976.00 |
0.618 |
971.50 |
0.500 |
970.00 |
0.382 |
968.50 |
LOW |
964.00 |
0.618 |
956.50 |
1.000 |
952.00 |
1.618 |
944.50 |
2.618 |
932.50 |
4.250 |
913.00 |
|
|
Fisher Pivots for day following 29-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
973.25 |
974.75 |
PP |
971.75 |
974.25 |
S1 |
970.00 |
974.00 |
|