Trading Metrics calculated at close of trading on 27-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,579.75 |
1,597.25 |
17.50 |
1.1% |
1,527.75 |
High |
1,600.25 |
1,609.00 |
8.75 |
0.5% |
1,603.75 |
Low |
1,572.00 |
1,578.50 |
6.50 |
0.4% |
1,523.50 |
Close |
1,597.25 |
1,599.50 |
2.25 |
0.1% |
1,597.25 |
Range |
28.25 |
30.50 |
2.25 |
8.0% |
80.25 |
ATR |
30.93 |
30.90 |
-0.03 |
-0.1% |
0.00 |
Volume |
354,201 |
267,261 |
-86,940 |
-24.5% |
1,464,027 |
|
Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,687.25 |
1,673.75 |
1,616.25 |
|
R3 |
1,656.75 |
1,643.25 |
1,608.00 |
|
R2 |
1,626.25 |
1,626.25 |
1,605.00 |
|
R1 |
1,612.75 |
1,612.75 |
1,602.25 |
1,619.50 |
PP |
1,595.75 |
1,595.75 |
1,595.75 |
1,599.00 |
S1 |
1,582.25 |
1,582.25 |
1,596.75 |
1,589.00 |
S2 |
1,565.25 |
1,565.25 |
1,594.00 |
|
S3 |
1,534.75 |
1,551.75 |
1,591.00 |
|
S4 |
1,504.25 |
1,521.25 |
1,582.75 |
|
|
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 |
1,609.00 |
1,528.25 |
80.75 |
5.0% |
32.25 |
2.0% |
88% |
True |
False |
300,303 |
10 |
1,609.00 |
1,437.25 |
171.75 |
10.7% |
29.00 |
1.8% |
94% |
True |
False |
296,499 |
20 |
1,609.00 |
1,392.50 |
216.50 |
13.5% |
29.00 |
1.8% |
96% |
True |
False |
272,664 |
40 |
1,609.00 |
1,392.50 |
216.50 |
13.5% |
30.25 |
1.9% |
96% |
True |
False |
219,348 |
60 |
1,609.00 |
1,336.75 |
272.25 |
17.0% |
32.25 |
2.0% |
97% |
True |
False |
146,287 |
80 |
1,609.00 |
1,251.75 |
357.25 |
22.3% |
33.00 |
2.1% |
97% |
True |
False |
109,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,738.50 |
2.618 |
1,688.75 |
1.618 |
1,658.25 |
1.000 |
1,639.50 |
0.618 |
1,627.75 |
HIGH |
1,609.00 |
0.618 |
1,597.25 |
0.500 |
1,593.75 |
0.382 |
1,590.25 |
LOW |
1,578.50 |
0.618 |
1,559.75 |
1.000 |
1,548.00 |
1.618 |
1,529.25 |
2.618 |
1,498.75 |
4.250 |
1,449.00 |
|
|
Fisher Pivots for day following 27-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1,597.50 |
1,593.75 |
PP |
1,595.75 |
1,587.75 |
S1 |
1,593.75 |
1,582.00 |
|