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 |
931.9 |
937.1 |
5.2 |
0.6% |
954.5 |
High |
939.4 |
960.0 |
20.6 |
2.2% |
962.7 |
Low |
930.9 |
933.8 |
2.9 |
0.3% |
927.6 |
Close |
937.3 |
955.8 |
18.5 |
2.0% |
955.8 |
Range |
8.5 |
26.2 |
17.7 |
208.2% |
35.1 |
ATR |
13.6 |
14.5 |
0.9 |
6.6% |
0.0 |
Volume |
93,901 |
62,132 |
-31,769 |
-33.8% |
310,333 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,028.5 |
1,018.3 |
970.2 |
|
R3 |
1,002.3 |
992.1 |
963.0 |
|
R2 |
976.1 |
976.1 |
960.6 |
|
R1 |
965.9 |
965.9 |
958.2 |
971.0 |
PP |
949.9 |
949.9 |
949.9 |
952.4 |
S1 |
939.7 |
939.7 |
953.4 |
944.8 |
S2 |
923.7 |
923.7 |
951.0 |
|
S3 |
897.5 |
913.5 |
948.6 |
|
S4 |
871.3 |
887.3 |
941.4 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,054.0 |
1,040.0 |
975.1 |
|
R3 |
1,018.9 |
1,004.9 |
965.5 |
|
R2 |
983.8 |
983.8 |
962.2 |
|
R1 |
969.8 |
969.8 |
959.0 |
976.8 |
PP |
948.7 |
948.7 |
948.7 |
952.2 |
S1 |
934.7 |
934.7 |
952.6 |
941.7 |
S2 |
913.6 |
913.6 |
949.4 |
|
S3 |
878.5 |
899.6 |
946.1 |
|
S4 |
843.4 |
864.5 |
936.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
962.7 |
927.6 |
35.1 |
3.7% |
17.1 |
1.8% |
80% |
False |
False |
62,066 |
10 |
962.7 |
927.6 |
35.1 |
3.7% |
14.0 |
1.5% |
80% |
False |
False |
42,759 |
20 |
962.7 |
907.6 |
55.1 |
5.8% |
13.0 |
1.4% |
87% |
False |
False |
27,843 |
40 |
987.0 |
907.6 |
79.4 |
8.3% |
14.4 |
1.5% |
61% |
False |
False |
15,629 |
60 |
993.6 |
907.6 |
86.0 |
9.0% |
14.9 |
1.6% |
56% |
False |
False |
11,767 |
80 |
993.6 |
870.5 |
123.1 |
12.9% |
15.0 |
1.6% |
69% |
False |
False |
9,188 |
100 |
993.6 |
869.5 |
124.1 |
13.0% |
16.6 |
1.7% |
70% |
False |
False |
7,698 |
120 |
1,015.0 |
869.5 |
145.5 |
15.2% |
18.1 |
1.9% |
59% |
False |
False |
6,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,071.4 |
2.618 |
1,028.6 |
1.618 |
1,002.4 |
1.000 |
986.2 |
0.618 |
976.2 |
HIGH |
960.0 |
0.618 |
950.0 |
0.500 |
946.9 |
0.382 |
943.8 |
LOW |
933.8 |
0.618 |
917.6 |
1.000 |
907.6 |
1.618 |
891.4 |
2.618 |
865.2 |
4.250 |
822.5 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
952.8 |
951.8 |
PP |
949.9 |
947.8 |
S1 |
946.9 |
943.8 |
|