Trading Metrics calculated at close of trading on 21-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,746.05 |
8,848.15 |
102.10 |
1.2% |
8,146.82 |
High |
8,854.80 |
8,927.13 |
72.33 |
0.8% |
8,754.29 |
Low |
8,745.90 |
8,811.27 |
65.37 |
0.7% |
8,130.42 |
Close |
8,848.15 |
8,915.94 |
67.79 |
0.8% |
8,743.94 |
Range |
108.90 |
115.86 |
6.96 |
6.4% |
623.87 |
ATR |
143.51 |
141.54 |
-1.98 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,232.36 |
9,190.01 |
8,979.66 |
|
R3 |
9,116.50 |
9,074.15 |
8,947.80 |
|
R2 |
9,000.64 |
9,000.64 |
8,937.18 |
|
R1 |
8,958.29 |
8,958.29 |
8,926.56 |
8,979.47 |
PP |
8,884.78 |
8,884.78 |
8,884.78 |
8,895.37 |
S1 |
8,842.43 |
8,842.43 |
8,905.32 |
8,863.61 |
S2 |
8,768.92 |
8,768.92 |
8,894.70 |
|
S3 |
8,653.06 |
8,726.57 |
8,884.08 |
|
S4 |
8,537.20 |
8,610.71 |
8,852.22 |
|
|
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 |
8,927.13 |
8,363.95 |
563.18 |
6.3% |
144.81 |
1.6% |
98% |
True |
False |
|
10 |
8,927.13 |
8,087.19 |
839.94 |
9.4% |
130.76 |
1.5% |
99% |
True |
False |
|
20 |
8,927.13 |
8,087.19 |
839.94 |
9.4% |
138.95 |
1.6% |
99% |
True |
False |
|
40 |
8,927.13 |
8,087.19 |
839.94 |
9.4% |
148.72 |
1.7% |
99% |
True |
False |
|
60 |
8,927.13 |
7,938.98 |
988.15 |
11.1% |
152.97 |
1.7% |
99% |
True |
False |
|
80 |
8,927.13 |
7,437.59 |
1,489.54 |
16.7% |
164.62 |
1.8% |
99% |
True |
False |
|
100 |
8,927.13 |
6,469.95 |
2,457.18 |
27.6% |
180.74 |
2.0% |
100% |
True |
False |
|
120 |
8,927.13 |
6,469.95 |
2,457.18 |
27.6% |
188.17 |
2.1% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,419.54 |
2.618 |
9,230.45 |
1.618 |
9,114.59 |
1.000 |
9,042.99 |
0.618 |
8,998.73 |
HIGH |
8,927.13 |
0.618 |
8,882.87 |
0.500 |
8,869.20 |
0.382 |
8,855.53 |
LOW |
8,811.27 |
0.618 |
8,739.67 |
1.000 |
8,695.41 |
1.618 |
8,623.81 |
2.618 |
8,507.95 |
4.250 |
8,318.87 |
|
|
Fisher Pivots for day following 21-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,900.36 |
8,877.55 |
PP |
8,884.78 |
8,839.16 |
S1 |
8,869.20 |
8,800.77 |
|