Trading Metrics calculated at close of trading on 15-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,441.75 |
1,462.50 |
20.75 |
1.4% |
1,442.75 |
High |
1,453.25 |
1,499.50 |
46.25 |
3.2% |
1,446.75 |
Low |
1,437.25 |
1,462.25 |
25.00 |
1.7% |
1,392.50 |
Close |
1,446.75 |
1,497.25 |
50.50 |
3.5% |
1,416.00 |
Range |
16.00 |
37.25 |
21.25 |
132.8% |
54.25 |
ATR |
29.95 |
31.58 |
1.63 |
5.4% |
0.00 |
Volume |
324,779 |
257,499 |
-67,280 |
-20.7% |
1,351,437 |
|
Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,598.00 |
1,585.00 |
1,517.75 |
|
R3 |
1,560.75 |
1,547.75 |
1,507.50 |
|
R2 |
1,523.50 |
1,523.50 |
1,504.00 |
|
R1 |
1,510.50 |
1,510.50 |
1,500.75 |
1,517.00 |
PP |
1,486.25 |
1,486.25 |
1,486.25 |
1,489.50 |
S1 |
1,473.25 |
1,473.25 |
1,493.75 |
1,479.75 |
S2 |
1,449.00 |
1,449.00 |
1,490.50 |
|
S3 |
1,411.75 |
1,436.00 |
1,487.00 |
|
S4 |
1,374.50 |
1,398.75 |
1,476.75 |
|
|
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 |
1,499.50 |
1,399.50 |
100.00 |
6.7% |
27.75 |
1.9% |
98% |
True |
False |
276,609 |
10 |
1,499.50 |
1,392.50 |
107.00 |
7.1% |
29.00 |
1.9% |
98% |
True |
False |
265,118 |
20 |
1,499.50 |
1,392.50 |
107.00 |
7.1% |
29.75 |
2.0% |
98% |
True |
False |
276,642 |
40 |
1,516.00 |
1,341.50 |
174.50 |
11.7% |
31.75 |
2.1% |
89% |
False |
False |
159,829 |
60 |
1,516.00 |
1,299.75 |
216.25 |
14.4% |
33.00 |
2.2% |
91% |
False |
False |
106,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,657.75 |
2.618 |
1,597.00 |
1.618 |
1,559.75 |
1.000 |
1,536.75 |
0.618 |
1,522.50 |
HIGH |
1,499.50 |
0.618 |
1,485.25 |
0.500 |
1,481.00 |
0.382 |
1,476.50 |
LOW |
1,462.25 |
0.618 |
1,439.25 |
1.000 |
1,425.00 |
1.618 |
1,402.00 |
2.618 |
1,364.75 |
4.250 |
1,304.00 |
|
|
Fisher Pivots for day following 15-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1,491.75 |
1,481.25 |
PP |
1,486.25 |
1,465.50 |
S1 |
1,481.00 |
1,449.50 |
|