Trading Metrics calculated at close of trading on 31-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,600.25 |
1,605.50 |
5.25 |
0.3% |
1,597.25 |
High |
1,632.00 |
1,618.75 |
-13.25 |
-0.8% |
1,632.00 |
Low |
1,599.00 |
1,598.50 |
-0.50 |
0.0% |
1,578.50 |
Close |
1,606.75 |
1,602.00 |
-4.75 |
-0.3% |
1,602.00 |
Range |
33.00 |
20.25 |
-12.75 |
-38.6% |
53.50 |
ATR |
30.05 |
29.35 |
-0.70 |
-2.3% |
0.00 |
Volume |
297,487 |
324,926 |
27,439 |
9.2% |
1,455,391 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,667.25 |
1,654.75 |
1,613.25 |
|
R3 |
1,647.00 |
1,634.50 |
1,607.50 |
|
R2 |
1,626.75 |
1,626.75 |
1,605.75 |
|
R1 |
1,614.25 |
1,614.25 |
1,603.75 |
1,610.50 |
PP |
1,606.50 |
1,606.50 |
1,606.50 |
1,604.50 |
S1 |
1,594.00 |
1,594.00 |
1,600.25 |
1,590.00 |
S2 |
1,586.25 |
1,586.25 |
1,598.25 |
|
S3 |
1,566.00 |
1,573.75 |
1,596.50 |
|
S4 |
1,545.75 |
1,553.50 |
1,590.75 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,764.75 |
1,736.75 |
1,631.50 |
|
R3 |
1,711.25 |
1,683.25 |
1,616.75 |
|
R2 |
1,657.75 |
1,657.75 |
1,611.75 |
|
R1 |
1,629.75 |
1,629.75 |
1,607.00 |
1,643.75 |
PP |
1,604.25 |
1,604.25 |
1,604.25 |
1,611.00 |
S1 |
1,576.25 |
1,576.25 |
1,597.00 |
1,590.25 |
S2 |
1,550.75 |
1,550.75 |
1,592.25 |
|
S3 |
1,497.25 |
1,522.75 |
1,587.25 |
|
S4 |
1,443.75 |
1,469.25 |
1,572.50 |
|
|
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 |
1,578.50 |
53.50 |
3.3% |
26.00 |
1.6% |
44% |
False |
False |
291,078 |
10 |
1,632.00 |
1,523.50 |
108.50 |
6.8% |
28.00 |
1.8% |
72% |
False |
False |
291,941 |
20 |
1,632.00 |
1,392.50 |
239.50 |
15.0% |
28.25 |
1.8% |
87% |
False |
False |
287,756 |
40 |
1,632.00 |
1,392.50 |
239.50 |
15.0% |
29.50 |
1.8% |
87% |
False |
False |
248,947 |
60 |
1,632.00 |
1,336.75 |
295.25 |
18.4% |
32.25 |
2.0% |
90% |
False |
False |
166,086 |
80 |
1,632.00 |
1,269.00 |
363.00 |
22.7% |
32.00 |
2.0% |
92% |
False |
False |
124,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,704.75 |
2.618 |
1,671.75 |
1.618 |
1,651.50 |
1.000 |
1,639.00 |
0.618 |
1,631.25 |
HIGH |
1,618.75 |
0.618 |
1,611.00 |
0.500 |
1,608.50 |
0.382 |
1,606.25 |
LOW |
1,598.50 |
0.618 |
1,586.00 |
1.000 |
1,578.25 |
1.618 |
1,565.75 |
2.618 |
1,545.50 |
4.250 |
1,512.50 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1,608.50 |
1,608.00 |
PP |
1,606.50 |
1,606.00 |
S1 |
1,604.25 |
1,604.00 |
|