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 |
9,044 |
9,091 |
47 |
0.5% |
9,051 |
High |
9,203 |
9,199 |
-4 |
0.0% |
9,203 |
Low |
9,038 |
9,071 |
33 |
0.4% |
8,955 |
Close |
9,090 |
9,126 |
36 |
0.4% |
9,126 |
Range |
165 |
128 |
-37 |
-22.4% |
248 |
ATR |
150 |
148 |
-2 |
-1.0% |
0 |
Volume |
130,774 |
150,350 |
19,576 |
15.0% |
628,885 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,516 |
9,449 |
9,197 |
|
R3 |
9,388 |
9,321 |
9,161 |
|
R2 |
9,260 |
9,260 |
9,150 |
|
R1 |
9,193 |
9,193 |
9,138 |
9,227 |
PP |
9,132 |
9,132 |
9,132 |
9,149 |
S1 |
9,065 |
9,065 |
9,114 |
9,099 |
S2 |
9,004 |
9,004 |
9,103 |
|
S3 |
8,876 |
8,937 |
9,091 |
|
S4 |
8,748 |
8,809 |
9,056 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,839 |
9,730 |
9,263 |
|
R3 |
9,591 |
9,482 |
9,194 |
|
R2 |
9,343 |
9,343 |
9,172 |
|
R1 |
9,234 |
9,234 |
9,149 |
9,289 |
PP |
9,095 |
9,095 |
9,095 |
9,122 |
S1 |
8,986 |
8,986 |
9,103 |
9,041 |
S2 |
8,847 |
8,847 |
9,081 |
|
S3 |
8,599 |
8,738 |
9,058 |
|
S4 |
8,351 |
8,490 |
8,990 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,203 |
8,955 |
248 |
2.7% |
128 |
1.4% |
69% |
False |
False |
125,777 |
10 |
9,203 |
8,667 |
536 |
5.9% |
136 |
1.5% |
86% |
False |
False |
127,061 |
20 |
9,203 |
8,018 |
1,185 |
13.0% |
146 |
1.6% |
94% |
False |
False |
128,865 |
40 |
9,203 |
8,018 |
1,185 |
13.0% |
152 |
1.7% |
94% |
False |
False |
111,367 |
60 |
9,203 |
8,018 |
1,185 |
13.0% |
162 |
1.8% |
94% |
False |
False |
74,352 |
80 |
9,203 |
7,614 |
1,589 |
17.4% |
169 |
1.9% |
95% |
False |
False |
55,781 |
100 |
9,203 |
6,805 |
2,398 |
26.3% |
176 |
1.9% |
97% |
False |
False |
44,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,743 |
2.618 |
9,534 |
1.618 |
9,406 |
1.000 |
9,327 |
0.618 |
9,278 |
HIGH |
9,199 |
0.618 |
9,150 |
0.500 |
9,135 |
0.382 |
9,120 |
LOW |
9,071 |
0.618 |
8,992 |
1.000 |
8,943 |
1.618 |
8,864 |
2.618 |
8,736 |
4.250 |
8,527 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
9,135 |
9,110 |
PP |
9,132 |
9,095 |
S1 |
9,129 |
9,079 |
|