Trading Metrics calculated at close of trading on 29-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
9,065 |
9,047 |
-18 |
-0.2% |
8,694 |
High |
9,088 |
9,053 |
-35 |
-0.4% |
9,065 |
Low |
8,962 |
8,955 |
-7 |
-0.1% |
8,667 |
Close |
9,050 |
9,047 |
-3 |
0.0% |
9,058 |
Range |
126 |
98 |
-28 |
-22.2% |
398 |
ATR |
153 |
149 |
-4 |
-2.6% |
0 |
Volume |
117,994 |
127,944 |
9,950 |
8.4% |
641,726 |
|
Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,312 |
9,278 |
9,101 |
|
R3 |
9,214 |
9,180 |
9,074 |
|
R2 |
9,116 |
9,116 |
9,065 |
|
R1 |
9,082 |
9,082 |
9,056 |
9,096 |
PP |
9,018 |
9,018 |
9,018 |
9,026 |
S1 |
8,984 |
8,984 |
9,038 |
8,998 |
S2 |
8,920 |
8,920 |
9,029 |
|
S3 |
8,822 |
8,886 |
9,020 |
|
S4 |
8,724 |
8,788 |
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 |
9,114 |
8,828 |
286 |
3.2% |
139 |
1.5% |
77% |
False |
False |
125,648 |
10 |
9,114 |
8,503 |
611 |
6.8% |
135 |
1.5% |
89% |
False |
False |
124,340 |
20 |
9,114 |
8,018 |
1,096 |
12.1% |
150 |
1.7% |
94% |
False |
False |
127,297 |
40 |
9,114 |
8,018 |
1,096 |
12.1% |
152 |
1.7% |
94% |
False |
False |
104,403 |
60 |
9,114 |
8,018 |
1,096 |
12.1% |
162 |
1.8% |
94% |
False |
False |
69,669 |
80 |
9,114 |
7,614 |
1,500 |
16.6% |
171 |
1.9% |
96% |
False |
False |
52,268 |
100 |
9,114 |
6,431 |
2,683 |
29.7% |
176 |
1.9% |
98% |
False |
False |
41,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,470 |
2.618 |
9,310 |
1.618 |
9,212 |
1.000 |
9,151 |
0.618 |
9,114 |
HIGH |
9,053 |
0.618 |
9,016 |
0.500 |
9,004 |
0.382 |
8,993 |
LOW |
8,955 |
0.618 |
8,895 |
1.000 |
8,857 |
1.618 |
8,797 |
2.618 |
8,699 |
4.250 |
8,539 |
|
|
Fisher Pivots for day following 29-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
9,033 |
9,043 |
PP |
9,018 |
9,039 |
S1 |
9,004 |
9,035 |
|