Trading Metrics calculated at close of trading on 28-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
9,093.09 |
9,106.92 |
13.83 |
0.2% |
8,746.05 |
High |
9,123.40 |
9,124.91 |
1.51 |
0.0% |
9,100.88 |
Low |
9,034.52 |
9,007.47 |
-27.05 |
-0.3% |
8,745.90 |
Close |
9,108.51 |
9,096.72 |
-11.79 |
-0.1% |
9,093.24 |
Range |
88.88 |
117.44 |
28.56 |
32.1% |
354.98 |
ATR |
137.08 |
135.67 |
-1.40 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,428.69 |
9,380.14 |
9,161.31 |
|
R3 |
9,311.25 |
9,262.70 |
9,129.02 |
|
R2 |
9,193.81 |
9,193.81 |
9,118.25 |
|
R1 |
9,145.26 |
9,145.26 |
9,107.49 |
9,110.82 |
PP |
9,076.37 |
9,076.37 |
9,076.37 |
9,059.14 |
S1 |
9,027.82 |
9,027.82 |
9,085.95 |
8,993.38 |
S2 |
8,958.93 |
8,958.93 |
9,075.19 |
|
S3 |
8,841.49 |
8,910.38 |
9,064.42 |
|
S4 |
8,724.05 |
8,792.94 |
9,032.13 |
|
|
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 |
9,124.91 |
8,860.32 |
264.59 |
2.9% |
123.91 |
1.4% |
89% |
True |
False |
|
10 |
9,124.91 |
8,363.95 |
760.96 |
8.4% |
134.36 |
1.5% |
96% |
True |
False |
|
20 |
9,124.91 |
8,087.19 |
1,037.72 |
11.4% |
137.15 |
1.5% |
97% |
True |
False |
|
40 |
9,124.91 |
8,087.19 |
1,037.72 |
11.4% |
137.26 |
1.5% |
97% |
True |
False |
|
60 |
9,124.91 |
8,087.19 |
1,037.72 |
11.4% |
149.65 |
1.6% |
97% |
True |
False |
|
80 |
9,124.91 |
7,750.85 |
1,374.06 |
15.1% |
155.60 |
1.7% |
98% |
True |
False |
|
100 |
9,124.91 |
6,469.95 |
2,654.96 |
29.2% |
174.95 |
1.9% |
99% |
True |
False |
|
120 |
9,124.91 |
6,469.95 |
2,654.96 |
29.2% |
184.66 |
2.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,624.03 |
2.618 |
9,432.37 |
1.618 |
9,314.93 |
1.000 |
9,242.35 |
0.618 |
9,197.49 |
HIGH |
9,124.91 |
0.618 |
9,080.05 |
0.500 |
9,066.19 |
0.382 |
9,052.33 |
LOW |
9,007.47 |
0.618 |
8,934.89 |
1.000 |
8,890.03 |
1.618 |
8,817.45 |
2.618 |
8,700.01 |
4.250 |
8,508.35 |
|
|
Fisher Pivots for day following 28-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
9,086.54 |
9,086.53 |
PP |
9,076.37 |
9,076.34 |
S1 |
9,066.19 |
9,066.15 |
|