Trading Metrics calculated at close of trading on 14-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,086 |
8,256 |
170 |
2.1% |
8,230 |
High |
8,280 |
8,334 |
54 |
0.7% |
8,296 |
Low |
8,018 |
8,231 |
213 |
2.7% |
8,035 |
Close |
8,259 |
8,304 |
45 |
0.5% |
8,085 |
Range |
262 |
103 |
-159 |
-60.7% |
261 |
ATR |
163 |
159 |
-4 |
-2.6% |
0 |
Volume |
112,293 |
122,887 |
10,594 |
9.4% |
691,466 |
|
Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,599 |
8,554 |
8,361 |
|
R3 |
8,496 |
8,451 |
8,332 |
|
R2 |
8,393 |
8,393 |
8,323 |
|
R1 |
8,348 |
8,348 |
8,314 |
8,371 |
PP |
8,290 |
8,290 |
8,290 |
8,301 |
S1 |
8,245 |
8,245 |
8,295 |
8,268 |
S2 |
8,187 |
8,187 |
8,285 |
|
S3 |
8,084 |
8,142 |
8,276 |
|
S4 |
7,981 |
8,039 |
8,247 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,922 |
8,764 |
8,229 |
|
R3 |
8,661 |
8,503 |
8,157 |
|
R2 |
8,400 |
8,400 |
8,133 |
|
R1 |
8,242 |
8,242 |
8,109 |
8,191 |
PP |
8,139 |
8,139 |
8,139 |
8,113 |
S1 |
7,981 |
7,981 |
8,061 |
7,930 |
S2 |
7,878 |
7,878 |
8,037 |
|
S3 |
7,617 |
7,720 |
8,013 |
|
S4 |
7,356 |
7,459 |
7,942 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,334 |
8,018 |
316 |
3.8% |
138 |
1.7% |
91% |
True |
False |
132,069 |
10 |
8,527 |
8,018 |
509 |
6.1% |
158 |
1.9% |
56% |
False |
False |
127,319 |
20 |
8,603 |
8,018 |
585 |
7.0% |
154 |
1.8% |
49% |
False |
False |
130,184 |
40 |
8,828 |
8,018 |
810 |
9.8% |
166 |
2.0% |
35% |
False |
False |
70,241 |
60 |
8,828 |
7,677 |
1,151 |
13.9% |
172 |
2.1% |
54% |
False |
False |
46,856 |
80 |
8,828 |
7,180 |
1,648 |
19.8% |
183 |
2.2% |
68% |
False |
False |
35,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,772 |
2.618 |
8,604 |
1.618 |
8,501 |
1.000 |
8,437 |
0.618 |
8,398 |
HIGH |
8,334 |
0.618 |
8,295 |
0.500 |
8,283 |
0.382 |
8,270 |
LOW |
8,231 |
0.618 |
8,167 |
1.000 |
8,128 |
1.618 |
8,064 |
2.618 |
7,961 |
4.250 |
7,793 |
|
|
Fisher Pivots for day following 14-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,297 |
8,261 |
PP |
8,290 |
8,219 |
S1 |
8,283 |
8,176 |
|