Trading Metrics calculated at close of trading on 27-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
9,066.11 |
9,093.09 |
26.98 |
0.3% |
8,746.05 |
High |
9,100.88 |
9,123.40 |
22.52 |
0.2% |
9,100.88 |
Low |
9,007.39 |
9,034.52 |
27.13 |
0.3% |
8,745.90 |
Close |
9,093.24 |
9,108.51 |
15.27 |
0.2% |
9,093.24 |
Range |
93.49 |
88.88 |
-4.61 |
-4.9% |
354.98 |
ATR |
140.78 |
137.08 |
-3.71 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,355.45 |
9,320.86 |
9,157.39 |
|
R3 |
9,266.57 |
9,231.98 |
9,132.95 |
|
R2 |
9,177.69 |
9,177.69 |
9,124.80 |
|
R1 |
9,143.10 |
9,143.10 |
9,116.66 |
9,160.40 |
PP |
9,088.81 |
9,088.81 |
9,088.81 |
9,097.46 |
S1 |
9,054.22 |
9,054.22 |
9,100.36 |
9,071.52 |
S2 |
8,999.93 |
8,999.93 |
9,092.22 |
|
S3 |
8,911.05 |
8,965.34 |
9,084.07 |
|
S4 |
8,822.17 |
8,876.46 |
9,059.63 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,044.95 |
9,924.07 |
9,288.48 |
|
R3 |
9,689.97 |
9,569.09 |
9,190.86 |
|
R2 |
9,334.99 |
9,334.99 |
9,158.32 |
|
R1 |
9,214.11 |
9,214.11 |
9,125.78 |
9,274.55 |
PP |
8,980.01 |
8,980.01 |
8,980.01 |
9,010.23 |
S1 |
8,859.13 |
8,859.13 |
9,060.70 |
8,919.57 |
S2 |
8,625.03 |
8,625.03 |
9,028.16 |
|
S3 |
8,270.05 |
8,504.15 |
8,995.62 |
|
S4 |
7,915.07 |
8,149.17 |
8,898.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,123.40 |
8,811.27 |
312.13 |
3.4% |
123.60 |
1.4% |
95% |
True |
False |
|
10 |
9,123.40 |
8,285.20 |
838.20 |
9.2% |
130.22 |
1.4% |
98% |
True |
False |
|
20 |
9,123.40 |
8,087.19 |
1,036.21 |
11.4% |
136.48 |
1.5% |
99% |
True |
False |
|
40 |
9,123.40 |
8,087.19 |
1,036.21 |
11.4% |
140.81 |
1.5% |
99% |
True |
False |
|
60 |
9,123.40 |
8,087.19 |
1,036.21 |
11.4% |
149.70 |
1.6% |
99% |
True |
False |
|
80 |
9,123.40 |
7,750.85 |
1,372.55 |
15.1% |
158.03 |
1.7% |
99% |
True |
False |
|
100 |
9,123.40 |
6,469.95 |
2,653.45 |
29.1% |
177.08 |
1.9% |
99% |
True |
False |
|
120 |
9,123.40 |
6,469.95 |
2,653.45 |
29.1% |
185.62 |
2.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,501.14 |
2.618 |
9,356.09 |
1.618 |
9,267.21 |
1.000 |
9,212.28 |
0.618 |
9,178.33 |
HIGH |
9,123.40 |
0.618 |
9,089.45 |
0.500 |
9,078.96 |
0.382 |
9,068.47 |
LOW |
9,034.52 |
0.618 |
8,979.59 |
1.000 |
8,945.64 |
1.618 |
8,890.71 |
2.618 |
8,801.83 |
4.250 |
8,656.78 |
|
|
Fisher Pivots for day following 27-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
9,098.66 |
9,070.65 |
PP |
9,088.81 |
9,032.78 |
S1 |
9,078.96 |
8,994.92 |
|