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 |
4,095.0 |
4,177.0 |
82.0 |
2.0% |
4,100.0 |
High |
4,168.0 |
4,216.0 |
48.0 |
1.2% |
4,216.0 |
Low |
4,095.0 |
4,170.0 |
75.0 |
1.8% |
4,086.0 |
Close |
4,162.0 |
4,207.0 |
45.0 |
1.1% |
4,207.0 |
Range |
73.0 |
46.0 |
-27.0 |
-37.0% |
130.0 |
ATR |
60.6 |
60.1 |
-0.5 |
-0.8% |
0.0 |
Volume |
26,140 |
31,778 |
5,638 |
21.6% |
123,875 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,335.7 |
4,317.3 |
4,232.3 |
|
R3 |
4,289.7 |
4,271.3 |
4,219.7 |
|
R2 |
4,243.7 |
4,243.7 |
4,215.4 |
|
R1 |
4,225.3 |
4,225.3 |
4,211.2 |
4,234.5 |
PP |
4,197.7 |
4,197.7 |
4,197.7 |
4,202.3 |
S1 |
4,179.3 |
4,179.3 |
4,202.8 |
4,188.5 |
S2 |
4,151.7 |
4,151.7 |
4,198.6 |
|
S3 |
4,105.7 |
4,133.3 |
4,194.4 |
|
S4 |
4,059.7 |
4,087.3 |
4,181.7 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,559.7 |
4,513.3 |
4,278.5 |
|
R3 |
4,429.7 |
4,383.3 |
4,242.8 |
|
R2 |
4,299.7 |
4,299.7 |
4,230.8 |
|
R1 |
4,253.3 |
4,253.3 |
4,218.9 |
4,276.5 |
PP |
4,169.7 |
4,169.7 |
4,169.7 |
4,181.3 |
S1 |
4,123.3 |
4,123.3 |
4,195.1 |
4,146.5 |
S2 |
4,039.7 |
4,039.7 |
4,183.2 |
|
S3 |
3,909.7 |
3,993.3 |
4,171.3 |
|
S4 |
3,779.7 |
3,863.3 |
4,135.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,216.0 |
4,086.0 |
130.0 |
3.1% |
52.0 |
1.2% |
93% |
True |
False |
24,775 |
10 |
4,216.0 |
3,983.0 |
233.0 |
5.5% |
47.3 |
1.1% |
96% |
True |
False |
24,018 |
20 |
4,216.0 |
3,665.0 |
551.0 |
13.1% |
47.8 |
1.1% |
98% |
True |
False |
24,100 |
40 |
4,216.0 |
3,665.0 |
551.0 |
13.1% |
49.6 |
1.2% |
98% |
True |
False |
26,324 |
60 |
4,216.0 |
3,665.0 |
551.0 |
13.1% |
43.5 |
1.0% |
98% |
True |
False |
17,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,411.5 |
2.618 |
4,336.4 |
1.618 |
4,290.4 |
1.000 |
4,262.0 |
0.618 |
4,244.4 |
HIGH |
4,216.0 |
0.618 |
4,198.4 |
0.500 |
4,193.0 |
0.382 |
4,187.6 |
LOW |
4,170.0 |
0.618 |
4,141.6 |
1.000 |
4,124.0 |
1.618 |
4,095.6 |
2.618 |
4,049.6 |
4.250 |
3,974.5 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4,202.3 |
4,188.5 |
PP |
4,197.7 |
4,170.0 |
S1 |
4,193.0 |
4,151.5 |
|