Trading Metrics calculated at close of trading on 14-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,418.50 |
1,441.75 |
23.25 |
1.6% |
1,442.75 |
High |
1,446.75 |
1,453.25 |
6.50 |
0.4% |
1,446.75 |
Low |
1,399.50 |
1,437.25 |
37.75 |
2.7% |
1,392.50 |
Close |
1,442.50 |
1,446.75 |
4.25 |
0.3% |
1,416.00 |
Range |
47.25 |
16.00 |
-31.25 |
-66.1% |
54.25 |
ATR |
31.03 |
29.95 |
-1.07 |
-3.5% |
0.00 |
Volume |
250,572 |
324,779 |
74,207 |
29.6% |
1,351,437 |
|
Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,493.75 |
1,486.25 |
1,455.50 |
|
R3 |
1,477.75 |
1,470.25 |
1,451.25 |
|
R2 |
1,461.75 |
1,461.75 |
1,449.75 |
|
R1 |
1,454.25 |
1,454.25 |
1,448.25 |
1,458.00 |
PP |
1,445.75 |
1,445.75 |
1,445.75 |
1,447.50 |
S1 |
1,438.25 |
1,438.25 |
1,445.25 |
1,442.00 |
S2 |
1,429.75 |
1,429.75 |
1,443.75 |
|
S3 |
1,413.75 |
1,422.25 |
1,442.25 |
|
S4 |
1,397.75 |
1,406.25 |
1,438.00 |
|
|
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 |
1,453.25 |
1,392.50 |
60.75 |
4.2% |
25.00 |
1.7% |
89% |
True |
False |
282,473 |
10 |
1,496.25 |
1,392.50 |
103.75 |
7.2% |
27.75 |
1.9% |
52% |
False |
False |
260,370 |
20 |
1,496.25 |
1,392.50 |
103.75 |
7.2% |
29.25 |
2.0% |
52% |
False |
False |
279,840 |
40 |
1,516.00 |
1,341.50 |
174.50 |
12.1% |
32.00 |
2.2% |
60% |
False |
False |
153,394 |
60 |
1,516.00 |
1,299.75 |
216.25 |
14.9% |
33.00 |
2.3% |
68% |
False |
False |
102,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,521.25 |
2.618 |
1,495.25 |
1.618 |
1,479.25 |
1.000 |
1,469.25 |
0.618 |
1,463.25 |
HIGH |
1,453.25 |
0.618 |
1,447.25 |
0.500 |
1,445.25 |
0.382 |
1,443.25 |
LOW |
1,437.25 |
0.618 |
1,427.25 |
1.000 |
1,421.25 |
1.618 |
1,411.25 |
2.618 |
1,395.25 |
4.250 |
1,369.25 |
|
|
Fisher Pivots for day following 14-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1,446.25 |
1,440.00 |
PP |
1,445.75 |
1,433.25 |
S1 |
1,445.25 |
1,426.50 |
|