Trading Metrics calculated at close of trading on 20-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,711.89 |
8,746.05 |
34.16 |
0.4% |
8,146.82 |
High |
8,754.29 |
8,854.80 |
100.51 |
1.1% |
8,754.29 |
Low |
8,674.41 |
8,745.90 |
71.49 |
0.8% |
8,130.42 |
Close |
8,743.94 |
8,848.15 |
104.21 |
1.2% |
8,743.94 |
Range |
79.88 |
108.90 |
29.02 |
36.3% |
623.87 |
ATR |
146.02 |
143.51 |
-2.51 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,142.98 |
9,104.47 |
8,908.05 |
|
R3 |
9,034.08 |
8,995.57 |
8,878.10 |
|
R2 |
8,925.18 |
8,925.18 |
8,868.12 |
|
R1 |
8,886.67 |
8,886.67 |
8,858.13 |
8,905.93 |
PP |
8,816.28 |
8,816.28 |
8,816.28 |
8,825.91 |
S1 |
8,777.77 |
8,777.77 |
8,838.17 |
8,797.03 |
S2 |
8,707.38 |
8,707.38 |
8,828.19 |
|
S3 |
8,598.48 |
8,668.87 |
8,818.20 |
|
S4 |
8,489.58 |
8,559.97 |
8,788.26 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,414.49 |
10,203.09 |
9,087.07 |
|
R3 |
9,790.62 |
9,579.22 |
8,915.50 |
|
R2 |
9,166.75 |
9,166.75 |
8,858.32 |
|
R1 |
8,955.35 |
8,955.35 |
8,801.13 |
9,061.05 |
PP |
8,542.88 |
8,542.88 |
8,542.88 |
8,595.74 |
S1 |
8,331.48 |
8,331.48 |
8,686.75 |
8,437.18 |
S2 |
7,919.01 |
7,919.01 |
8,629.56 |
|
S3 |
7,295.14 |
7,707.61 |
8,572.38 |
|
S4 |
6,671.27 |
7,083.74 |
8,400.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,854.80 |
8,285.20 |
569.60 |
6.4% |
136.85 |
1.5% |
99% |
True |
False |
|
10 |
8,854.80 |
8,087.19 |
767.61 |
8.7% |
136.37 |
1.5% |
99% |
True |
False |
|
20 |
8,854.80 |
8,087.19 |
767.61 |
8.7% |
143.37 |
1.6% |
99% |
True |
False |
|
40 |
8,877.93 |
8,087.19 |
790.74 |
8.9% |
148.50 |
1.7% |
96% |
False |
False |
|
60 |
8,877.93 |
7,938.98 |
938.95 |
10.6% |
153.88 |
1.7% |
97% |
False |
False |
|
80 |
8,877.93 |
7,437.59 |
1,440.34 |
16.3% |
165.41 |
1.9% |
98% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
27.2% |
181.87 |
2.1% |
99% |
False |
False |
|
120 |
8,877.93 |
6,469.95 |
2,407.98 |
27.2% |
189.12 |
2.1% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,317.63 |
2.618 |
9,139.90 |
1.618 |
9,031.00 |
1.000 |
8,963.70 |
0.618 |
8,922.10 |
HIGH |
8,854.80 |
0.618 |
8,813.20 |
0.500 |
8,800.35 |
0.382 |
8,787.50 |
LOW |
8,745.90 |
0.618 |
8,678.60 |
1.000 |
8,637.00 |
1.618 |
8,569.70 |
2.618 |
8,460.80 |
4.250 |
8,283.08 |
|
|
Fisher Pivots for day following 20-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,832.22 |
8,805.30 |
PP |
8,816.28 |
8,762.45 |
S1 |
8,800.35 |
8,719.60 |
|