Trading Metrics calculated at close of trading on 30-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
975.25 |
974.00 |
-1.25 |
-0.1% |
937.00 |
High |
976.00 |
994.00 |
18.00 |
1.8% |
979.00 |
Low |
964.00 |
973.50 |
9.50 |
1.0% |
933.75 |
Close |
975.00 |
982.25 |
7.25 |
0.7% |
977.75 |
Range |
12.00 |
20.50 |
8.50 |
70.8% |
45.25 |
ATR |
17.71 |
17.91 |
0.20 |
1.1% |
0.00 |
Volume |
1,932,201 |
1,869,236 |
-62,965 |
-3.3% |
9,342,150 |
|
Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,044.75 |
1,034.00 |
993.50 |
|
R3 |
1,024.25 |
1,013.50 |
988.00 |
|
R2 |
1,003.75 |
1,003.75 |
986.00 |
|
R1 |
993.00 |
993.00 |
984.25 |
998.50 |
PP |
983.25 |
983.25 |
983.25 |
986.00 |
S1 |
972.50 |
972.50 |
980.25 |
978.00 |
S2 |
962.75 |
962.75 |
978.50 |
|
S3 |
942.25 |
952.00 |
976.50 |
|
S4 |
921.75 |
931.50 |
971.00 |
|
|
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 |
994.00 |
962.50 |
31.50 |
3.2% |
16.00 |
1.6% |
63% |
True |
False |
1,861,037 |
10 |
994.00 |
928.00 |
66.00 |
6.7% |
16.25 |
1.7% |
82% |
True |
False |
1,853,873 |
20 |
994.00 |
865.25 |
128.75 |
13.1% |
17.75 |
1.8% |
91% |
True |
False |
1,897,323 |
40 |
994.00 |
865.25 |
128.75 |
13.1% |
18.00 |
1.8% |
91% |
True |
False |
1,633,088 |
60 |
994.00 |
865.25 |
128.75 |
13.1% |
19.75 |
2.0% |
91% |
True |
False |
1,092,285 |
80 |
994.00 |
799.25 |
194.75 |
19.8% |
20.25 |
2.1% |
94% |
True |
False |
820,156 |
100 |
994.00 |
665.50 |
328.50 |
33.4% |
22.00 |
2.2% |
96% |
True |
False |
656,304 |
120 |
994.00 |
662.00 |
332.00 |
33.8% |
22.50 |
2.3% |
96% |
True |
False |
546,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,081.00 |
2.618 |
1,047.75 |
1.618 |
1,027.25 |
1.000 |
1,014.50 |
0.618 |
1,006.75 |
HIGH |
994.00 |
0.618 |
986.25 |
0.500 |
983.75 |
0.382 |
981.25 |
LOW |
973.50 |
0.618 |
960.75 |
1.000 |
953.00 |
1.618 |
940.25 |
2.618 |
919.75 |
4.250 |
886.50 |
|
|
Fisher Pivots for day following 30-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
983.75 |
981.25 |
PP |
983.25 |
980.00 |
S1 |
982.75 |
979.00 |
|