Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,837 |
8,972 |
135 |
1.5% |
8,694 |
High |
9,055 |
9,065 |
10 |
0.1% |
9,065 |
Low |
8,828 |
8,947 |
119 |
1.3% |
8,667 |
Close |
8,991 |
9,058 |
67 |
0.7% |
9,058 |
Range |
227 |
118 |
-109 |
-48.0% |
398 |
ATR |
160 |
157 |
-3 |
-1.9% |
0 |
Volume |
139,473 |
141,006 |
1,533 |
1.1% |
641,726 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,377 |
9,336 |
9,123 |
|
R3 |
9,259 |
9,218 |
9,091 |
|
R2 |
9,141 |
9,141 |
9,080 |
|
R1 |
9,100 |
9,100 |
9,069 |
9,121 |
PP |
9,023 |
9,023 |
9,023 |
9,034 |
S1 |
8,982 |
8,982 |
9,047 |
9,003 |
S2 |
8,905 |
8,905 |
9,036 |
|
S3 |
8,787 |
8,864 |
9,026 |
|
S4 |
8,669 |
8,746 |
8,993 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,124 |
9,989 |
9,277 |
|
R3 |
9,726 |
9,591 |
9,168 |
|
R2 |
9,328 |
9,328 |
9,131 |
|
R1 |
9,193 |
9,193 |
9,095 |
9,261 |
PP |
8,930 |
8,930 |
8,930 |
8,964 |
S1 |
8,795 |
8,795 |
9,022 |
8,863 |
S2 |
8,532 |
8,532 |
8,985 |
|
S3 |
8,134 |
8,397 |
8,949 |
|
S4 |
7,736 |
7,999 |
8,839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,065 |
8,667 |
398 |
4.4% |
143 |
1.6% |
98% |
True |
False |
128,345 |
10 |
9,065 |
8,018 |
1,047 |
11.6% |
161 |
1.8% |
99% |
True |
False |
125,696 |
20 |
9,065 |
8,018 |
1,047 |
11.6% |
153 |
1.7% |
99% |
True |
False |
128,803 |
40 |
9,065 |
8,018 |
1,047 |
11.6% |
158 |
1.7% |
99% |
True |
False |
95,750 |
60 |
9,065 |
7,999 |
1,066 |
11.8% |
165 |
1.8% |
99% |
True |
False |
63,876 |
80 |
9,065 |
7,383 |
1,682 |
18.6% |
177 |
1.9% |
100% |
True |
False |
47,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,567 |
2.618 |
9,374 |
1.618 |
9,256 |
1.000 |
9,183 |
0.618 |
9,138 |
HIGH |
9,065 |
0.618 |
9,020 |
0.500 |
9,006 |
0.382 |
8,992 |
LOW |
8,947 |
0.618 |
8,874 |
1.000 |
8,829 |
1.618 |
8,756 |
2.618 |
8,638 |
4.250 |
8,446 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
9,041 |
9,018 |
PP |
9,023 |
8,978 |
S1 |
9,006 |
8,938 |
|