Trading Metrics calculated at close of trading on 30-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
9,047 |
9,044 |
-3 |
0.0% |
8,694 |
High |
9,053 |
9,203 |
150 |
1.7% |
9,065 |
Low |
8,955 |
9,038 |
83 |
0.9% |
8,667 |
Close |
9,047 |
9,090 |
43 |
0.5% |
9,058 |
Range |
98 |
165 |
67 |
68.4% |
398 |
ATR |
149 |
150 |
1 |
0.8% |
0 |
Volume |
127,944 |
130,774 |
2,830 |
2.2% |
641,726 |
|
Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,605 |
9,513 |
9,181 |
|
R3 |
9,440 |
9,348 |
9,136 |
|
R2 |
9,275 |
9,275 |
9,120 |
|
R1 |
9,183 |
9,183 |
9,105 |
9,229 |
PP |
9,110 |
9,110 |
9,110 |
9,134 |
S1 |
9,018 |
9,018 |
9,075 |
9,064 |
S2 |
8,945 |
8,945 |
9,060 |
|
S3 |
8,780 |
8,853 |
9,045 |
|
S4 |
8,615 |
8,688 |
8,999 |
|
|
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 |
9,203 |
8,947 |
256 |
2.8% |
126 |
1.4% |
56% |
True |
False |
123,908 |
10 |
9,203 |
8,611 |
592 |
6.5% |
132 |
1.5% |
81% |
True |
False |
124,399 |
20 |
9,203 |
8,018 |
1,185 |
13.0% |
151 |
1.7% |
90% |
True |
False |
127,121 |
40 |
9,203 |
8,018 |
1,185 |
13.0% |
152 |
1.7% |
90% |
True |
False |
107,637 |
60 |
9,203 |
8,018 |
1,185 |
13.0% |
163 |
1.8% |
90% |
True |
False |
71,847 |
80 |
9,203 |
7,614 |
1,589 |
17.5% |
170 |
1.9% |
93% |
True |
False |
53,902 |
100 |
9,203 |
6,610 |
2,593 |
28.5% |
177 |
1.9% |
96% |
True |
False |
43,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,904 |
2.618 |
9,635 |
1.618 |
9,470 |
1.000 |
9,368 |
0.618 |
9,305 |
HIGH |
9,203 |
0.618 |
9,140 |
0.500 |
9,121 |
0.382 |
9,101 |
LOW |
9,038 |
0.618 |
8,936 |
1.000 |
8,873 |
1.618 |
8,771 |
2.618 |
8,606 |
4.250 |
8,337 |
|
|
Fisher Pivots for day following 30-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
9,121 |
9,086 |
PP |
9,110 |
9,083 |
S1 |
9,100 |
9,079 |
|