Trading Metrics calculated at close of trading on 13-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,413.75 |
1,418.50 |
4.75 |
0.3% |
1,442.75 |
High |
1,426.50 |
1,446.75 |
20.25 |
1.4% |
1,446.75 |
Low |
1,402.75 |
1,399.50 |
-3.25 |
-0.2% |
1,392.50 |
Close |
1,416.00 |
1,442.50 |
26.50 |
1.9% |
1,416.00 |
Range |
23.75 |
47.25 |
23.50 |
98.9% |
54.25 |
ATR |
29.78 |
31.03 |
1.25 |
4.2% |
0.00 |
Volume |
223,831 |
250,572 |
26,741 |
11.9% |
1,351,437 |
|
Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,571.25 |
1,554.25 |
1,468.50 |
|
R3 |
1,524.00 |
1,507.00 |
1,455.50 |
|
R2 |
1,476.75 |
1,476.75 |
1,451.25 |
|
R1 |
1,459.75 |
1,459.75 |
1,446.75 |
1,468.25 |
PP |
1,429.50 |
1,429.50 |
1,429.50 |
1,434.00 |
S1 |
1,412.50 |
1,412.50 |
1,438.25 |
1,421.00 |
S2 |
1,382.25 |
1,382.25 |
1,433.75 |
|
S3 |
1,335.00 |
1,365.25 |
1,429.50 |
|
S4 |
1,287.75 |
1,318.00 |
1,416.50 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,581.25 |
1,552.75 |
1,445.75 |
|
R3 |
1,527.00 |
1,498.50 |
1,431.00 |
|
R2 |
1,472.75 |
1,472.75 |
1,426.00 |
|
R1 |
1,444.25 |
1,444.25 |
1,421.00 |
1,431.50 |
PP |
1,418.50 |
1,418.50 |
1,418.50 |
1,412.00 |
S1 |
1,390.00 |
1,390.00 |
1,411.00 |
1,377.00 |
S2 |
1,364.25 |
1,364.25 |
1,406.00 |
|
S3 |
1,310.00 |
1,335.75 |
1,401.00 |
|
S4 |
1,255.75 |
1,281.50 |
1,386.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,446.75 |
1,392.50 |
54.25 |
3.8% |
30.75 |
2.1% |
92% |
True |
False |
267,727 |
10 |
1,496.25 |
1,392.50 |
103.75 |
7.2% |
28.75 |
2.0% |
48% |
False |
False |
248,829 |
20 |
1,496.25 |
1,392.50 |
103.75 |
7.2% |
30.50 |
2.1% |
48% |
False |
False |
276,234 |
40 |
1,516.00 |
1,341.00 |
175.00 |
12.1% |
32.25 |
2.2% |
58% |
False |
False |
145,279 |
60 |
1,516.00 |
1,299.75 |
216.25 |
15.0% |
33.00 |
2.3% |
66% |
False |
False |
96,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,647.50 |
2.618 |
1,570.50 |
1.618 |
1,523.25 |
1.000 |
1,494.00 |
0.618 |
1,476.00 |
HIGH |
1,446.75 |
0.618 |
1,428.75 |
0.500 |
1,423.00 |
0.382 |
1,417.50 |
LOW |
1,399.50 |
0.618 |
1,370.25 |
1.000 |
1,352.25 |
1.618 |
1,323.00 |
2.618 |
1,275.75 |
4.250 |
1,198.75 |
|
|
Fisher Pivots for day following 13-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1,436.00 |
1,436.00 |
PP |
1,429.50 |
1,429.50 |
S1 |
1,423.00 |
1,423.00 |
|