Trading Metrics calculated at close of trading on 13-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,182.49 |
8,146.82 |
-35.67 |
-0.4% |
8,279.30 |
High |
8,183.85 |
8,331.68 |
147.83 |
1.8% |
8,327.97 |
Low |
8,093.31 |
8,130.42 |
37.11 |
0.5% |
8,087.19 |
Close |
8,146.52 |
8,331.68 |
185.16 |
2.3% |
8,146.52 |
Range |
90.54 |
201.26 |
110.72 |
122.3% |
240.78 |
ATR |
142.59 |
146.78 |
4.19 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,868.37 |
8,801.29 |
8,442.37 |
|
R3 |
8,667.11 |
8,600.03 |
8,387.03 |
|
R2 |
8,465.85 |
8,465.85 |
8,368.58 |
|
R1 |
8,398.77 |
8,398.77 |
8,350.13 |
8,432.31 |
PP |
8,264.59 |
8,264.59 |
8,264.59 |
8,281.37 |
S1 |
8,197.51 |
8,197.51 |
8,313.23 |
8,231.05 |
S2 |
8,063.33 |
8,063.33 |
8,294.78 |
|
S3 |
7,862.07 |
7,996.25 |
8,276.33 |
|
S4 |
7,660.81 |
7,794.99 |
8,220.99 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,909.57 |
8,768.82 |
8,278.95 |
|
R3 |
8,668.79 |
8,528.04 |
8,212.73 |
|
R2 |
8,428.01 |
8,428.01 |
8,190.66 |
|
R1 |
8,287.26 |
8,287.26 |
8,168.59 |
8,237.25 |
PP |
8,187.23 |
8,187.23 |
8,187.23 |
8,162.22 |
S1 |
8,046.48 |
8,046.48 |
8,124.45 |
7,996.47 |
S2 |
7,946.45 |
7,946.45 |
8,102.38 |
|
S3 |
7,705.67 |
7,805.70 |
8,080.31 |
|
S4 |
7,464.89 |
7,564.92 |
8,014.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,331.68 |
8,087.19 |
244.49 |
2.9% |
135.88 |
1.6% |
100% |
True |
False |
|
10 |
8,580.47 |
8,087.19 |
493.28 |
5.9% |
142.75 |
1.7% |
50% |
False |
False |
|
20 |
8,798.50 |
8,087.19 |
711.31 |
8.5% |
144.25 |
1.7% |
34% |
False |
False |
|
40 |
8,877.93 |
8,087.19 |
790.74 |
9.5% |
152.95 |
1.8% |
31% |
False |
False |
|
60 |
8,877.93 |
7,791.95 |
1,085.98 |
13.0% |
158.00 |
1.9% |
50% |
False |
False |
|
80 |
8,877.93 |
7,257.83 |
1,620.10 |
19.4% |
173.70 |
2.1% |
66% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.9% |
187.38 |
2.2% |
77% |
False |
False |
|
120 |
8,877.93 |
6,469.95 |
2,407.98 |
28.9% |
193.17 |
2.3% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,187.04 |
2.618 |
8,858.58 |
1.618 |
8,657.32 |
1.000 |
8,532.94 |
0.618 |
8,456.06 |
HIGH |
8,331.68 |
0.618 |
8,254.80 |
0.500 |
8,231.05 |
0.382 |
8,207.30 |
LOW |
8,130.42 |
0.618 |
8,006.04 |
1.000 |
7,929.16 |
1.618 |
7,804.78 |
2.618 |
7,603.52 |
4.250 |
7,275.07 |
|
|
Fisher Pivots for day following 13-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,298.14 |
8,291.95 |
PP |
8,264.59 |
8,252.22 |
S1 |
8,231.05 |
8,212.50 |
|