Trading Metrics calculated at close of trading on 16-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,327 |
8,536 |
209 |
2.5% |
8,230 |
High |
8,576 |
8,691 |
115 |
1.3% |
8,296 |
Low |
8,327 |
8,503 |
176 |
2.1% |
8,035 |
Close |
8,543 |
8,669 |
126 |
1.5% |
8,085 |
Range |
249 |
188 |
-61 |
-24.5% |
261 |
ATR |
167 |
168 |
2 |
0.9% |
0 |
Volume |
126,141 |
130,184 |
4,043 |
3.2% |
691,466 |
|
Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,185 |
9,115 |
8,773 |
|
R3 |
8,997 |
8,927 |
8,721 |
|
R2 |
8,809 |
8,809 |
8,704 |
|
R1 |
8,739 |
8,739 |
8,686 |
8,774 |
PP |
8,621 |
8,621 |
8,621 |
8,639 |
S1 |
8,551 |
8,551 |
8,652 |
8,586 |
S2 |
8,433 |
8,433 |
8,635 |
|
S3 |
8,245 |
8,363 |
8,617 |
|
S4 |
8,057 |
8,175 |
8,566 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,922 |
8,764 |
8,229 |
|
R3 |
8,661 |
8,503 |
8,157 |
|
R2 |
8,400 |
8,400 |
8,133 |
|
R1 |
8,242 |
8,242 |
8,109 |
8,191 |
PP |
8,139 |
8,139 |
8,139 |
8,113 |
S1 |
7,981 |
7,981 |
8,061 |
7,930 |
S2 |
7,878 |
7,878 |
8,037 |
|
S3 |
7,617 |
7,720 |
8,013 |
|
S4 |
7,356 |
7,459 |
7,942 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,691 |
8,018 |
673 |
7.8% |
179 |
2.1% |
97% |
True |
False |
121,516 |
10 |
8,691 |
8,018 |
673 |
7.8% |
169 |
2.0% |
97% |
True |
False |
129,843 |
20 |
8,691 |
8,018 |
673 |
7.8% |
163 |
1.9% |
97% |
True |
False |
130,214 |
40 |
8,828 |
8,018 |
810 |
9.3% |
167 |
1.9% |
80% |
False |
False |
76,642 |
60 |
8,828 |
7,704 |
1,124 |
13.0% |
171 |
2.0% |
86% |
False |
False |
51,125 |
80 |
8,828 |
7,338 |
1,490 |
17.2% |
182 |
2.1% |
89% |
False |
False |
38,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,490 |
2.618 |
9,183 |
1.618 |
8,995 |
1.000 |
8,879 |
0.618 |
8,807 |
HIGH |
8,691 |
0.618 |
8,619 |
0.500 |
8,597 |
0.382 |
8,575 |
LOW |
8,503 |
0.618 |
8,387 |
1.000 |
8,315 |
1.618 |
8,199 |
2.618 |
8,011 |
4.250 |
7,704 |
|
|
Fisher Pivots for day following 16-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,645 |
8,600 |
PP |
8,621 |
8,530 |
S1 |
8,597 |
8,461 |
|