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 |
929.2 |
934.4 |
5.2 |
0.6% |
951.4 |
High |
937.0 |
958.1 |
21.1 |
2.3% |
960.0 |
Low |
928.4 |
932.0 |
3.6 |
0.4% |
925.2 |
Close |
934.9 |
953.7 |
18.8 |
2.0% |
953.7 |
Range |
8.6 |
26.1 |
17.5 |
203.5% |
34.8 |
ATR |
14.0 |
14.8 |
0.9 |
6.2% |
0.0 |
Volume |
129,090 |
36,620 |
-92,470 |
-71.6% |
508,116 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,026.2 |
1,016.1 |
968.1 |
|
R3 |
1,000.1 |
990.0 |
960.9 |
|
R2 |
974.0 |
974.0 |
958.5 |
|
R1 |
963.9 |
963.9 |
956.1 |
969.0 |
PP |
947.9 |
947.9 |
947.9 |
950.5 |
S1 |
937.8 |
937.8 |
951.3 |
942.9 |
S2 |
921.8 |
921.8 |
948.9 |
|
S3 |
895.7 |
911.7 |
946.5 |
|
S4 |
869.6 |
885.6 |
939.3 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,050.7 |
1,037.0 |
972.8 |
|
R3 |
1,015.9 |
1,002.2 |
963.3 |
|
R2 |
981.1 |
981.1 |
960.1 |
|
R1 |
967.4 |
967.4 |
956.9 |
974.3 |
PP |
946.3 |
946.3 |
946.3 |
949.7 |
S1 |
932.6 |
932.6 |
950.5 |
939.5 |
S2 |
911.5 |
911.5 |
947.3 |
|
S3 |
876.7 |
897.8 |
944.1 |
|
S4 |
841.9 |
863.0 |
934.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
960.0 |
925.2 |
34.8 |
3.6% |
17.1 |
1.8% |
82% |
False |
False |
101,623 |
10 |
960.0 |
925.2 |
34.8 |
3.6% |
14.2 |
1.5% |
82% |
False |
False |
96,686 |
20 |
960.0 |
904.8 |
55.2 |
5.8% |
13.5 |
1.4% |
89% |
False |
False |
94,393 |
40 |
985.0 |
904.8 |
80.2 |
8.4% |
15.1 |
1.6% |
61% |
False |
False |
93,939 |
60 |
992.1 |
904.8 |
87.3 |
9.2% |
15.5 |
1.6% |
56% |
False |
False |
79,047 |
80 |
992.1 |
867.5 |
124.6 |
13.1% |
15.6 |
1.6% |
69% |
False |
False |
59,971 |
100 |
992.1 |
867.5 |
124.6 |
13.1% |
17.0 |
1.8% |
69% |
False |
False |
48,413 |
120 |
1,008.9 |
867.5 |
141.4 |
14.8% |
18.4 |
1.9% |
61% |
False |
False |
40,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,069.0 |
2.618 |
1,026.4 |
1.618 |
1,000.3 |
1.000 |
984.2 |
0.618 |
974.2 |
HIGH |
958.1 |
0.618 |
948.1 |
0.500 |
945.1 |
0.382 |
942.0 |
LOW |
932.0 |
0.618 |
915.9 |
1.000 |
905.9 |
1.618 |
889.8 |
2.618 |
863.7 |
4.250 |
821.1 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
950.8 |
949.7 |
PP |
947.9 |
945.7 |
S1 |
945.1 |
941.7 |
|