Trading Metrics calculated at close of trading on 29-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,598.25 |
1,601.25 |
3.00 |
0.2% |
1,527.75 |
High |
1,608.00 |
1,603.75 |
-4.25 |
-0.3% |
1,603.75 |
Low |
1,581.50 |
1,583.75 |
2.25 |
0.1% |
1,523.50 |
Close |
1,601.50 |
1,600.75 |
-0.75 |
0.0% |
1,597.25 |
Range |
26.50 |
20.00 |
-6.50 |
-24.5% |
80.25 |
ATR |
30.58 |
29.83 |
-0.76 |
-2.5% |
0.00 |
Volume |
258,387 |
307,330 |
48,943 |
18.9% |
1,464,027 |
|
Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,656.00 |
1,648.50 |
1,611.75 |
|
R3 |
1,636.00 |
1,628.50 |
1,606.25 |
|
R2 |
1,616.00 |
1,616.00 |
1,604.50 |
|
R1 |
1,608.50 |
1,608.50 |
1,602.50 |
1,602.25 |
PP |
1,596.00 |
1,596.00 |
1,596.00 |
1,593.00 |
S1 |
1,588.50 |
1,588.50 |
1,599.00 |
1,582.25 |
S2 |
1,576.00 |
1,576.00 |
1,597.00 |
|
S3 |
1,556.00 |
1,568.50 |
1,595.25 |
|
S4 |
1,536.00 |
1,548.50 |
1,589.75 |
|
|
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 |
1,555.00 |
54.00 |
3.4% |
30.75 |
1.9% |
85% |
False |
False |
302,894 |
10 |
1,609.00 |
1,489.00 |
120.00 |
7.5% |
28.25 |
1.8% |
93% |
False |
False |
294,843 |
20 |
1,609.00 |
1,392.50 |
216.50 |
13.5% |
28.75 |
1.8% |
96% |
False |
False |
279,981 |
40 |
1,609.00 |
1,392.50 |
216.50 |
13.5% |
29.25 |
1.8% |
96% |
False |
False |
233,464 |
60 |
1,609.00 |
1,336.75 |
272.25 |
17.0% |
32.50 |
2.0% |
97% |
False |
False |
155,713 |
80 |
1,609.00 |
1,266.75 |
342.25 |
21.4% |
32.50 |
2.0% |
98% |
False |
False |
116,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,688.75 |
2.618 |
1,656.00 |
1.618 |
1,636.00 |
1.000 |
1,623.75 |
0.618 |
1,616.00 |
HIGH |
1,603.75 |
0.618 |
1,596.00 |
0.500 |
1,593.75 |
0.382 |
1,591.50 |
LOW |
1,583.75 |
0.618 |
1,571.50 |
1.000 |
1,563.75 |
1.618 |
1,551.50 |
2.618 |
1,531.50 |
4.250 |
1,498.75 |
|
|
Fisher Pivots for day following 29-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1,598.50 |
1,598.50 |
PP |
1,596.00 |
1,596.00 |
S1 |
1,593.75 |
1,593.75 |
|