Trading Metrics calculated at close of trading on 30-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,601.25 |
1,600.25 |
-1.00 |
-0.1% |
1,527.75 |
High |
1,603.75 |
1,632.00 |
28.25 |
1.8% |
1,603.75 |
Low |
1,583.75 |
1,599.00 |
15.25 |
1.0% |
1,523.50 |
Close |
1,600.75 |
1,606.75 |
6.00 |
0.4% |
1,597.25 |
Range |
20.00 |
33.00 |
13.00 |
65.0% |
80.25 |
ATR |
29.83 |
30.05 |
0.23 |
0.8% |
0.00 |
Volume |
307,330 |
297,487 |
-9,843 |
-3.2% |
1,464,027 |
|
Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,711.50 |
1,692.25 |
1,625.00 |
|
R3 |
1,678.50 |
1,659.25 |
1,615.75 |
|
R2 |
1,645.50 |
1,645.50 |
1,612.75 |
|
R1 |
1,626.25 |
1,626.25 |
1,609.75 |
1,636.00 |
PP |
1,612.50 |
1,612.50 |
1,612.50 |
1,617.50 |
S1 |
1,593.25 |
1,593.25 |
1,603.75 |
1,603.00 |
S2 |
1,579.50 |
1,579.50 |
1,600.75 |
|
S3 |
1,546.50 |
1,560.25 |
1,597.75 |
|
S4 |
1,513.50 |
1,527.25 |
1,588.50 |
|
|
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 |
1,632.00 |
1,572.00 |
60.00 |
3.7% |
27.75 |
1.7% |
58% |
True |
False |
296,933 |
10 |
1,632.00 |
1,504.75 |
127.25 |
7.9% |
28.50 |
1.8% |
80% |
True |
False |
289,066 |
20 |
1,632.00 |
1,392.50 |
239.50 |
14.9% |
29.25 |
1.8% |
89% |
True |
False |
282,732 |
40 |
1,632.00 |
1,392.50 |
239.50 |
14.9% |
29.50 |
1.8% |
89% |
True |
False |
240,891 |
60 |
1,632.00 |
1,336.75 |
295.25 |
18.4% |
32.50 |
2.0% |
91% |
True |
False |
160,671 |
80 |
1,632.00 |
1,266.75 |
365.25 |
22.7% |
32.50 |
2.0% |
93% |
True |
False |
120,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,772.25 |
2.618 |
1,718.50 |
1.618 |
1,685.50 |
1.000 |
1,665.00 |
0.618 |
1,652.50 |
HIGH |
1,632.00 |
0.618 |
1,619.50 |
0.500 |
1,615.50 |
0.382 |
1,611.50 |
LOW |
1,599.00 |
0.618 |
1,578.50 |
1.000 |
1,566.00 |
1.618 |
1,545.50 |
2.618 |
1,512.50 |
4.250 |
1,458.75 |
|
|
Fisher Pivots for day following 30-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1,615.50 |
1,606.75 |
PP |
1,612.50 |
1,606.75 |
S1 |
1,609.75 |
1,606.75 |
|