Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,557.75 |
1,579.75 |
22.00 |
1.4% |
1,527.75 |
High |
1,603.75 |
1,600.25 |
-3.50 |
-0.2% |
1,603.75 |
Low |
1,555.00 |
1,572.00 |
17.00 |
1.1% |
1,523.50 |
Close |
1,584.00 |
1,597.25 |
13.25 |
0.8% |
1,597.25 |
Range |
48.75 |
28.25 |
-20.50 |
-42.1% |
80.25 |
ATR |
31.13 |
30.93 |
-0.21 |
-0.7% |
0.00 |
Volume |
327,293 |
354,201 |
26,908 |
8.2% |
1,464,027 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,674.50 |
1,664.25 |
1,612.75 |
|
R3 |
1,646.25 |
1,636.00 |
1,605.00 |
|
R2 |
1,618.00 |
1,618.00 |
1,602.50 |
|
R1 |
1,607.75 |
1,607.75 |
1,599.75 |
1,613.00 |
PP |
1,589.75 |
1,589.75 |
1,589.75 |
1,592.50 |
S1 |
1,579.50 |
1,579.50 |
1,594.75 |
1,584.50 |
S2 |
1,561.50 |
1,561.50 |
1,592.00 |
|
S3 |
1,533.25 |
1,551.25 |
1,589.50 |
|
S4 |
1,505.00 |
1,523.00 |
1,581.75 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,815.50 |
1,786.75 |
1,641.50 |
|
R3 |
1,735.25 |
1,706.50 |
1,619.25 |
|
R2 |
1,655.00 |
1,655.00 |
1,612.00 |
|
R1 |
1,626.25 |
1,626.25 |
1,604.50 |
1,640.50 |
PP |
1,574.75 |
1,574.75 |
1,574.75 |
1,582.00 |
S1 |
1,546.00 |
1,546.00 |
1,590.00 |
1,560.50 |
S2 |
1,494.50 |
1,494.50 |
1,582.50 |
|
S3 |
1,414.25 |
1,465.75 |
1,575.25 |
|
S4 |
1,334.00 |
1,385.50 |
1,553.00 |
|
|
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 |
1,523.50 |
80.25 |
5.0% |
30.25 |
1.9% |
92% |
False |
False |
292,805 |
10 |
1,603.75 |
1,399.50 |
204.25 |
12.8% |
30.75 |
1.9% |
97% |
False |
False |
294,830 |
20 |
1,603.75 |
1,392.50 |
211.25 |
13.2% |
28.25 |
1.8% |
97% |
False |
False |
274,961 |
40 |
1,603.75 |
1,392.50 |
211.25 |
13.2% |
30.25 |
1.9% |
97% |
False |
False |
212,683 |
60 |
1,603.75 |
1,336.75 |
267.00 |
16.7% |
32.50 |
2.0% |
98% |
False |
False |
141,834 |
80 |
1,603.75 |
1,210.00 |
393.75 |
24.7% |
33.25 |
2.1% |
98% |
False |
False |
106,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,720.25 |
2.618 |
1,674.25 |
1.618 |
1,646.00 |
1.000 |
1,628.50 |
0.618 |
1,617.75 |
HIGH |
1,600.25 |
0.618 |
1,589.50 |
0.500 |
1,586.00 |
0.382 |
1,582.75 |
LOW |
1,572.00 |
0.618 |
1,554.50 |
1.000 |
1,543.75 |
1.618 |
1,526.25 |
2.618 |
1,498.00 |
4.250 |
1,452.00 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1,593.50 |
1,589.50 |
PP |
1,589.75 |
1,582.00 |
S1 |
1,586.00 |
1,574.25 |
|