Trading Metrics calculated at close of trading on 29-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
9,106.92 |
9,092.34 |
-14.58 |
-0.2% |
8,746.05 |
High |
9,124.91 |
9,094.83 |
-30.08 |
-0.3% |
9,100.88 |
Low |
9,007.47 |
9,014.19 |
6.72 |
0.1% |
8,745.90 |
Close |
9,096.72 |
9,070.72 |
-26.00 |
-0.3% |
9,093.24 |
Range |
117.44 |
80.64 |
-36.80 |
-31.3% |
354.98 |
ATR |
135.67 |
131.88 |
-3.80 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,301.83 |
9,266.92 |
9,115.07 |
|
R3 |
9,221.19 |
9,186.28 |
9,092.90 |
|
R2 |
9,140.55 |
9,140.55 |
9,085.50 |
|
R1 |
9,105.64 |
9,105.64 |
9,078.11 |
9,082.78 |
PP |
9,059.91 |
9,059.91 |
9,059.91 |
9,048.48 |
S1 |
9,025.00 |
9,025.00 |
9,063.33 |
9,002.14 |
S2 |
8,979.27 |
8,979.27 |
9,055.94 |
|
S3 |
8,898.63 |
8,944.36 |
9,048.54 |
|
S4 |
8,817.99 |
8,863.72 |
9,026.37 |
|
|
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 |
8,866.44 |
258.47 |
2.8% |
122.15 |
1.3% |
79% |
False |
False |
|
10 |
9,124.91 |
8,584.40 |
540.51 |
6.0% |
116.00 |
1.3% |
90% |
False |
False |
|
20 |
9,124.91 |
8,087.19 |
1,037.72 |
11.4% |
132.86 |
1.5% |
95% |
False |
False |
|
40 |
9,124.91 |
8,087.19 |
1,037.72 |
11.4% |
136.94 |
1.5% |
95% |
False |
False |
|
60 |
9,124.91 |
8,087.19 |
1,037.72 |
11.4% |
147.31 |
1.6% |
95% |
False |
False |
|
80 |
9,124.91 |
7,750.85 |
1,374.06 |
15.1% |
155.08 |
1.7% |
96% |
False |
False |
|
100 |
9,124.91 |
6,516.86 |
2,608.05 |
28.8% |
172.91 |
1.9% |
98% |
False |
False |
|
120 |
9,124.91 |
6,469.95 |
2,654.96 |
29.3% |
183.14 |
2.0% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,437.55 |
2.618 |
9,305.95 |
1.618 |
9,225.31 |
1.000 |
9,175.47 |
0.618 |
9,144.67 |
HIGH |
9,094.83 |
0.618 |
9,064.03 |
0.500 |
9,054.51 |
0.382 |
9,044.99 |
LOW |
9,014.19 |
0.618 |
8,964.35 |
1.000 |
8,933.55 |
1.618 |
8,883.71 |
2.618 |
8,803.07 |
4.250 |
8,671.47 |
|
|
Fisher Pivots for day following 29-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
9,065.32 |
9,069.21 |
PP |
9,059.91 |
9,067.70 |
S1 |
9,054.51 |
9,066.19 |
|