Trading Metrics calculated at close of trading on 30-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
9,092.34 |
9,072.84 |
-19.50 |
-0.2% |
8,746.05 |
High |
9,094.83 |
9,246.43 |
151.60 |
1.7% |
9,100.88 |
Low |
9,014.19 |
9,072.61 |
58.42 |
0.6% |
8,745.90 |
Close |
9,070.72 |
9,154.46 |
83.74 |
0.9% |
9,093.24 |
Range |
80.64 |
173.82 |
93.18 |
115.6% |
354.98 |
ATR |
131.88 |
135.01 |
3.13 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,679.29 |
9,590.70 |
9,250.06 |
|
R3 |
9,505.47 |
9,416.88 |
9,202.26 |
|
R2 |
9,331.65 |
9,331.65 |
9,186.33 |
|
R1 |
9,243.06 |
9,243.06 |
9,170.39 |
9,287.36 |
PP |
9,157.83 |
9,157.83 |
9,157.83 |
9,179.98 |
S1 |
9,069.24 |
9,069.24 |
9,138.53 |
9,113.54 |
S2 |
8,984.01 |
8,984.01 |
9,122.59 |
|
S3 |
8,810.19 |
8,895.42 |
9,106.66 |
|
S4 |
8,636.37 |
8,721.60 |
9,058.86 |
|
|
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 |
9,246.43 |
9,007.39 |
239.04 |
2.6% |
110.85 |
1.2% |
62% |
True |
False |
|
10 |
9,246.43 |
8,674.41 |
572.02 |
6.2% |
117.87 |
1.3% |
84% |
True |
False |
|
20 |
9,246.43 |
8,087.19 |
1,159.24 |
12.7% |
134.90 |
1.5% |
92% |
True |
False |
|
40 |
9,246.43 |
8,087.19 |
1,159.24 |
12.7% |
137.73 |
1.5% |
92% |
True |
False |
|
60 |
9,246.43 |
8,087.19 |
1,159.24 |
12.7% |
148.62 |
1.6% |
92% |
True |
False |
|
80 |
9,246.43 |
7,750.85 |
1,495.58 |
16.3% |
155.33 |
1.7% |
94% |
True |
False |
|
100 |
9,246.43 |
6,546.61 |
2,699.82 |
29.5% |
172.72 |
1.9% |
97% |
True |
False |
|
120 |
9,246.43 |
6,469.95 |
2,776.48 |
30.3% |
182.42 |
2.0% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,985.17 |
2.618 |
9,701.49 |
1.618 |
9,527.67 |
1.000 |
9,420.25 |
0.618 |
9,353.85 |
HIGH |
9,246.43 |
0.618 |
9,180.03 |
0.500 |
9,159.52 |
0.382 |
9,139.01 |
LOW |
9,072.61 |
0.618 |
8,965.19 |
1.000 |
8,898.79 |
1.618 |
8,791.37 |
2.618 |
8,617.55 |
4.250 |
8,333.88 |
|
|
Fisher Pivots for day following 30-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
9,159.52 |
9,145.29 |
PP |
9,157.83 |
9,136.12 |
S1 |
9,156.15 |
9,126.95 |
|