Trading Metrics calculated at close of trading on 15-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,331.37 |
8,363.95 |
32.58 |
0.4% |
8,279.30 |
High |
8,361.23 |
8,628.23 |
267.00 |
3.2% |
8,327.97 |
Low |
8,285.20 |
8,363.95 |
78.75 |
1.0% |
8,087.19 |
Close |
8,359.49 |
8,616.21 |
256.72 |
3.1% |
8,146.52 |
Range |
76.03 |
264.28 |
188.25 |
247.6% |
240.78 |
ATR |
141.73 |
150.80 |
9.07 |
6.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,328.97 |
9,236.87 |
8,761.56 |
|
R3 |
9,064.69 |
8,972.59 |
8,688.89 |
|
R2 |
8,800.41 |
8,800.41 |
8,664.66 |
|
R1 |
8,708.31 |
8,708.31 |
8,640.44 |
8,754.36 |
PP |
8,536.13 |
8,536.13 |
8,536.13 |
8,559.16 |
S1 |
8,444.03 |
8,444.03 |
8,591.98 |
8,490.08 |
S2 |
8,271.85 |
8,271.85 |
8,567.76 |
|
S3 |
8,007.57 |
8,179.75 |
8,543.53 |
|
S4 |
7,743.29 |
7,915.47 |
8,470.86 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,909.57 |
8,768.82 |
8,278.95 |
|
R3 |
8,668.79 |
8,528.04 |
8,212.73 |
|
R2 |
8,428.01 |
8,428.01 |
8,190.66 |
|
R1 |
8,287.26 |
8,287.26 |
8,168.59 |
8,237.25 |
PP |
8,187.23 |
8,187.23 |
8,187.23 |
8,162.22 |
S1 |
8,046.48 |
8,046.48 |
8,124.45 |
7,996.47 |
S2 |
7,946.45 |
7,946.45 |
8,102.38 |
|
S3 |
7,705.67 |
7,805.70 |
8,080.31 |
|
S4 |
7,464.89 |
7,564.92 |
8,014.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,628.23 |
8,093.31 |
534.92 |
6.2% |
143.09 |
1.7% |
98% |
True |
False |
|
10 |
8,628.23 |
8,087.19 |
541.04 |
6.3% |
149.71 |
1.7% |
98% |
True |
False |
|
20 |
8,628.23 |
8,087.19 |
541.04 |
6.3% |
143.02 |
1.7% |
98% |
True |
False |
|
40 |
8,877.93 |
8,087.19 |
790.74 |
9.2% |
151.30 |
1.8% |
67% |
False |
False |
|
60 |
8,877.93 |
7,791.95 |
1,085.98 |
12.6% |
157.13 |
1.8% |
76% |
False |
False |
|
80 |
8,877.93 |
7,278.78 |
1,599.15 |
18.6% |
173.17 |
2.0% |
84% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
27.9% |
186.91 |
2.2% |
89% |
False |
False |
|
120 |
8,877.93 |
6,469.95 |
2,407.98 |
27.9% |
191.21 |
2.2% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,751.42 |
2.618 |
9,320.12 |
1.618 |
9,055.84 |
1.000 |
8,892.51 |
0.618 |
8,791.56 |
HIGH |
8,628.23 |
0.618 |
8,527.28 |
0.500 |
8,496.09 |
0.382 |
8,464.90 |
LOW |
8,363.95 |
0.618 |
8,200.62 |
1.000 |
8,099.67 |
1.618 |
7,936.34 |
2.618 |
7,672.06 |
4.250 |
7,240.76 |
|
|
Fisher Pivots for day following 15-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,576.17 |
8,537.25 |
PP |
8,536.13 |
8,458.29 |
S1 |
8,496.09 |
8,379.33 |
|