Trading Metrics calculated at close of trading on 16-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,363.95 |
8,612.66 |
248.71 |
3.0% |
8,279.30 |
High |
8,628.23 |
8,739.55 |
111.32 |
1.3% |
8,327.97 |
Low |
8,363.95 |
8,584.40 |
220.45 |
2.6% |
8,087.19 |
Close |
8,616.21 |
8,711.82 |
95.61 |
1.1% |
8,146.52 |
Range |
264.28 |
155.15 |
-109.13 |
-41.3% |
240.78 |
ATR |
150.80 |
151.11 |
0.31 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,144.04 |
9,083.08 |
8,797.15 |
|
R3 |
8,988.89 |
8,927.93 |
8,754.49 |
|
R2 |
8,833.74 |
8,833.74 |
8,740.26 |
|
R1 |
8,772.78 |
8,772.78 |
8,726.04 |
8,803.26 |
PP |
8,678.59 |
8,678.59 |
8,678.59 |
8,693.83 |
S1 |
8,617.63 |
8,617.63 |
8,697.60 |
8,648.11 |
S2 |
8,523.44 |
8,523.44 |
8,683.38 |
|
S3 |
8,368.29 |
8,462.48 |
8,669.15 |
|
S4 |
8,213.14 |
8,307.33 |
8,626.49 |
|
|
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 |
8,739.55 |
8,093.31 |
646.24 |
7.4% |
157.45 |
1.8% |
96% |
True |
False |
|
10 |
8,739.55 |
8,087.19 |
652.36 |
7.5% |
151.94 |
1.7% |
96% |
True |
False |
|
20 |
8,739.55 |
8,087.19 |
652.36 |
7.5% |
145.70 |
1.7% |
96% |
True |
False |
|
40 |
8,877.93 |
8,087.19 |
790.74 |
9.1% |
153.32 |
1.8% |
79% |
False |
False |
|
60 |
8,877.93 |
7,804.21 |
1,073.72 |
12.3% |
156.60 |
1.8% |
85% |
False |
False |
|
80 |
8,877.93 |
7,437.59 |
1,440.34 |
16.5% |
168.84 |
1.9% |
88% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
27.6% |
185.11 |
2.1% |
93% |
False |
False |
|
120 |
8,877.93 |
6,469.95 |
2,407.98 |
27.6% |
190.47 |
2.2% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,398.94 |
2.618 |
9,145.73 |
1.618 |
8,990.58 |
1.000 |
8,894.70 |
0.618 |
8,835.43 |
HIGH |
8,739.55 |
0.618 |
8,680.28 |
0.500 |
8,661.98 |
0.382 |
8,643.67 |
LOW |
8,584.40 |
0.618 |
8,488.52 |
1.000 |
8,429.25 |
1.618 |
8,333.37 |
2.618 |
8,178.22 |
4.250 |
7,925.01 |
|
|
Fisher Pivots for day following 16-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,695.21 |
8,645.34 |
PP |
8,678.59 |
8,578.86 |
S1 |
8,661.98 |
8,512.38 |
|