Trading Metrics calculated at close of trading on 23-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,912.39 |
8,882.31 |
-30.08 |
-0.3% |
8,146.82 |
High |
8,949.80 |
9,096.72 |
146.92 |
1.6% |
8,754.29 |
Low |
8,860.32 |
8,866.44 |
6.12 |
0.1% |
8,130.42 |
Close |
8,881.26 |
9,069.29 |
188.03 |
2.1% |
8,743.94 |
Range |
89.48 |
230.28 |
140.80 |
157.4% |
623.87 |
ATR |
137.82 |
144.42 |
6.60 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,701.66 |
9,615.75 |
9,195.94 |
|
R3 |
9,471.38 |
9,385.47 |
9,132.62 |
|
R2 |
9,241.10 |
9,241.10 |
9,111.51 |
|
R1 |
9,155.19 |
9,155.19 |
9,090.40 |
9,198.15 |
PP |
9,010.82 |
9,010.82 |
9,010.82 |
9,032.29 |
S1 |
8,924.91 |
8,924.91 |
9,048.18 |
8,967.87 |
S2 |
8,780.54 |
8,780.54 |
9,027.07 |
|
S3 |
8,550.26 |
8,694.63 |
9,005.96 |
|
S4 |
8,319.98 |
8,464.35 |
8,942.64 |
|
|
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 |
9,096.72 |
8,674.41 |
422.31 |
4.7% |
124.88 |
1.4% |
94% |
True |
False |
|
10 |
9,096.72 |
8,093.31 |
1,003.41 |
11.1% |
141.17 |
1.6% |
97% |
True |
False |
|
20 |
9,096.72 |
8,087.19 |
1,009.53 |
11.1% |
142.29 |
1.6% |
97% |
True |
False |
|
40 |
9,096.72 |
8,087.19 |
1,009.53 |
11.1% |
144.81 |
1.6% |
97% |
True |
False |
|
60 |
9,096.72 |
8,017.91 |
1,078.81 |
11.9% |
153.50 |
1.7% |
97% |
True |
False |
|
80 |
9,096.72 |
7,483.87 |
1,612.85 |
17.8% |
162.09 |
1.8% |
98% |
True |
False |
|
100 |
9,096.72 |
6,469.95 |
2,626.77 |
29.0% |
179.28 |
2.0% |
99% |
True |
False |
|
120 |
9,096.72 |
6,469.95 |
2,626.77 |
29.0% |
186.93 |
2.1% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,075.41 |
2.618 |
9,699.59 |
1.618 |
9,469.31 |
1.000 |
9,327.00 |
0.618 |
9,239.03 |
HIGH |
9,096.72 |
0.618 |
9,008.75 |
0.500 |
8,981.58 |
0.382 |
8,954.41 |
LOW |
8,866.44 |
0.618 |
8,724.13 |
1.000 |
8,636.16 |
1.618 |
8,493.85 |
2.618 |
8,263.57 |
4.250 |
7,887.75 |
|
|
Fisher Pivots for day following 23-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
9,040.05 |
9,030.86 |
PP |
9,010.82 |
8,992.43 |
S1 |
8,981.58 |
8,954.00 |
|