Trading Metrics calculated at close of trading on 13-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
880.03 |
879.57 |
-0.46 |
-0.1% |
894.27 |
High |
883.57 |
901.05 |
17.48 |
2.0% |
898.72 |
Low |
872.81 |
875.32 |
2.51 |
0.3% |
869.32 |
Close |
879.13 |
901.05 |
21.92 |
2.5% |
879.13 |
Range |
10.76 |
25.73 |
14.97 |
139.1% |
29.40 |
ATR |
16.40 |
17.07 |
0.67 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
969.66 |
961.09 |
915.20 |
|
R3 |
943.93 |
935.36 |
908.13 |
|
R2 |
918.20 |
918.20 |
905.77 |
|
R1 |
909.63 |
909.63 |
903.41 |
913.92 |
PP |
892.47 |
892.47 |
892.47 |
894.62 |
S1 |
883.90 |
883.90 |
898.69 |
888.19 |
S2 |
866.74 |
866.74 |
896.33 |
|
S3 |
841.01 |
858.17 |
893.97 |
|
S4 |
815.28 |
832.44 |
886.90 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
970.59 |
954.26 |
895.30 |
|
R3 |
941.19 |
924.86 |
887.22 |
|
R2 |
911.79 |
911.79 |
884.52 |
|
R1 |
895.46 |
895.46 |
881.83 |
888.93 |
PP |
882.39 |
882.39 |
882.39 |
879.12 |
S1 |
866.06 |
866.06 |
876.44 |
859.53 |
S2 |
852.99 |
852.99 |
873.74 |
|
S3 |
823.59 |
836.66 |
871.05 |
|
S4 |
794.19 |
807.26 |
862.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
901.05 |
869.32 |
31.73 |
3.5% |
16.41 |
1.8% |
100% |
True |
False |
|
10 |
931.92 |
869.32 |
62.60 |
6.9% |
15.93 |
1.8% |
51% |
False |
False |
|
20 |
942.45 |
869.32 |
73.13 |
8.1% |
16.10 |
1.8% |
43% |
False |
False |
|
40 |
956.23 |
869.32 |
86.91 |
9.6% |
17.19 |
1.9% |
37% |
False |
False |
|
60 |
956.23 |
826.83 |
129.40 |
14.4% |
18.10 |
2.0% |
57% |
False |
False |
|
80 |
956.23 |
766.20 |
190.03 |
21.1% |
19.26 |
2.1% |
71% |
False |
False |
|
100 |
956.23 |
666.79 |
289.44 |
32.1% |
20.82 |
2.3% |
81% |
False |
False |
|
120 |
956.23 |
666.79 |
289.44 |
32.1% |
21.55 |
2.4% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,010.40 |
2.618 |
968.41 |
1.618 |
942.68 |
1.000 |
926.78 |
0.618 |
916.95 |
HIGH |
901.05 |
0.618 |
891.22 |
0.500 |
888.19 |
0.382 |
885.15 |
LOW |
875.32 |
0.618 |
859.42 |
1.000 |
849.59 |
1.618 |
833.69 |
2.618 |
807.96 |
4.250 |
765.97 |
|
|
Fisher Pivots for day following 13-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
896.76 |
896.34 |
PP |
892.47 |
891.64 |
S1 |
888.19 |
886.93 |
|