Trading Metrics calculated at close of trading on 23-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,552.25 |
1,557.75 |
5.50 |
0.4% |
1,418.50 |
High |
1,571.25 |
1,603.75 |
32.50 |
2.1% |
1,529.00 |
Low |
1,544.75 |
1,555.00 |
10.25 |
0.7% |
1,399.50 |
Close |
1,556.50 |
1,584.00 |
27.50 |
1.8% |
1,528.00 |
Range |
26.50 |
48.75 |
22.25 |
84.0% |
129.50 |
ATR |
29.78 |
31.13 |
1.36 |
4.6% |
0.00 |
Volume |
293,030 |
327,293 |
34,263 |
11.7% |
1,484,281 |
|
Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,727.25 |
1,704.25 |
1,610.75 |
|
R3 |
1,678.50 |
1,655.50 |
1,597.50 |
|
R2 |
1,629.75 |
1,629.75 |
1,593.00 |
|
R1 |
1,606.75 |
1,606.75 |
1,588.50 |
1,618.25 |
PP |
1,581.00 |
1,581.00 |
1,581.00 |
1,586.50 |
S1 |
1,558.00 |
1,558.00 |
1,579.50 |
1,569.50 |
S2 |
1,532.25 |
1,532.25 |
1,575.00 |
|
S3 |
1,483.50 |
1,509.25 |
1,570.50 |
|
S4 |
1,434.75 |
1,460.50 |
1,557.25 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.00 |
1,830.50 |
1,599.25 |
|
R3 |
1,744.50 |
1,701.00 |
1,563.50 |
|
R2 |
1,615.00 |
1,615.00 |
1,551.75 |
|
R1 |
1,571.50 |
1,571.50 |
1,539.75 |
1,593.25 |
PP |
1,485.50 |
1,485.50 |
1,485.50 |
1,496.50 |
S1 |
1,442.00 |
1,442.00 |
1,516.25 |
1,463.75 |
S2 |
1,356.00 |
1,356.00 |
1,504.25 |
|
S3 |
1,226.50 |
1,312.50 |
1,492.50 |
|
S4 |
1,097.00 |
1,183.00 |
1,456.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,603.75 |
1,504.75 |
99.00 |
6.3% |
29.25 |
1.9% |
80% |
True |
False |
281,200 |
10 |
1,603.75 |
1,399.50 |
204.25 |
12.9% |
30.25 |
1.9% |
90% |
True |
False |
281,793 |
20 |
1,603.75 |
1,392.50 |
211.25 |
13.3% |
29.00 |
1.8% |
91% |
True |
False |
270,340 |
40 |
1,603.75 |
1,388.00 |
215.75 |
13.6% |
30.25 |
1.9% |
91% |
True |
False |
203,831 |
60 |
1,603.75 |
1,336.75 |
267.00 |
16.9% |
32.75 |
2.1% |
93% |
True |
False |
135,931 |
80 |
1,603.75 |
1,210.00 |
393.75 |
24.9% |
33.25 |
2.1% |
95% |
True |
False |
101,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,811.00 |
2.618 |
1,731.50 |
1.618 |
1,682.75 |
1.000 |
1,652.50 |
0.618 |
1,634.00 |
HIGH |
1,603.75 |
0.618 |
1,585.25 |
0.500 |
1,579.50 |
0.382 |
1,573.50 |
LOW |
1,555.00 |
0.618 |
1,524.75 |
1.000 |
1,506.25 |
1.618 |
1,476.00 |
2.618 |
1,427.25 |
4.250 |
1,347.75 |
|
|
Fisher Pivots for day following 23-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1,582.50 |
1,578.00 |
PP |
1,581.00 |
1,572.00 |
S1 |
1,579.50 |
1,566.00 |
|