Trading Metrics calculated at close of trading on 13-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
3,741.0 |
3,735.0 |
-6.0 |
-0.2% |
3,769.0 |
High |
3,761.0 |
3,757.0 |
-4.0 |
-0.1% |
3,769.0 |
Low |
3,725.0 |
3,692.0 |
-33.0 |
-0.9% |
3,665.0 |
Close |
3,750.0 |
3,703.0 |
-47.0 |
-1.3% |
3,750.0 |
Range |
36.0 |
65.0 |
29.0 |
80.6% |
104.0 |
ATR |
60.4 |
60.7 |
0.3 |
0.5% |
0.0 |
Volume |
17,331 |
24,138 |
6,807 |
39.3% |
108,309 |
|
Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,912.3 |
3,872.7 |
3,738.8 |
|
R3 |
3,847.3 |
3,807.7 |
3,720.9 |
|
R2 |
3,782.3 |
3,782.3 |
3,714.9 |
|
R1 |
3,742.7 |
3,742.7 |
3,709.0 |
3,730.0 |
PP |
3,717.3 |
3,717.3 |
3,717.3 |
3,711.0 |
S1 |
3,677.7 |
3,677.7 |
3,697.0 |
3,665.0 |
S2 |
3,652.3 |
3,652.3 |
3,691.1 |
|
S3 |
3,587.3 |
3,612.7 |
3,685.1 |
|
S4 |
3,522.3 |
3,547.7 |
3,667.3 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,040.0 |
3,999.0 |
3,807.2 |
|
R3 |
3,936.0 |
3,895.0 |
3,778.6 |
|
R2 |
3,832.0 |
3,832.0 |
3,769.1 |
|
R1 |
3,791.0 |
3,791.0 |
3,759.5 |
3,759.5 |
PP |
3,728.0 |
3,728.0 |
3,728.0 |
3,712.3 |
S1 |
3,687.0 |
3,687.0 |
3,740.5 |
3,655.5 |
S2 |
3,624.0 |
3,624.0 |
3,730.9 |
|
S3 |
3,520.0 |
3,583.0 |
3,721.4 |
|
S4 |
3,416.0 |
3,479.0 |
3,692.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,761.0 |
3,665.0 |
96.0 |
2.6% |
47.4 |
1.3% |
40% |
False |
False |
22,152 |
10 |
3,929.0 |
3,665.0 |
264.0 |
7.1% |
43.2 |
1.2% |
14% |
False |
False |
24,754 |
20 |
3,981.0 |
3,665.0 |
316.0 |
8.5% |
48.9 |
1.3% |
12% |
False |
False |
30,112 |
40 |
4,064.0 |
3,665.0 |
399.0 |
10.8% |
44.7 |
1.2% |
10% |
False |
False |
17,670 |
60 |
4,064.0 |
3,638.0 |
426.0 |
11.5% |
39.1 |
1.1% |
15% |
False |
False |
11,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,033.3 |
2.618 |
3,927.2 |
1.618 |
3,862.2 |
1.000 |
3,822.0 |
0.618 |
3,797.2 |
HIGH |
3,757.0 |
0.618 |
3,732.2 |
0.500 |
3,724.5 |
0.382 |
3,716.8 |
LOW |
3,692.0 |
0.618 |
3,651.8 |
1.000 |
3,627.0 |
1.618 |
3,586.8 |
2.618 |
3,521.8 |
4.250 |
3,415.8 |
|
|
Fisher Pivots for day following 13-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
3,724.5 |
3,726.5 |
PP |
3,717.3 |
3,718.7 |
S1 |
3,710.2 |
3,710.8 |
|