Trading Metrics calculated at close of trading on 17-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,612.66 |
8,711.89 |
99.23 |
1.2% |
8,146.82 |
High |
8,739.55 |
8,754.29 |
14.74 |
0.2% |
8,754.29 |
Low |
8,584.40 |
8,674.41 |
90.01 |
1.0% |
8,130.42 |
Close |
8,711.82 |
8,743.94 |
32.12 |
0.4% |
8,743.94 |
Range |
155.15 |
79.88 |
-75.27 |
-48.5% |
623.87 |
ATR |
151.11 |
146.02 |
-5.09 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,963.85 |
8,933.78 |
8,787.87 |
|
R3 |
8,883.97 |
8,853.90 |
8,765.91 |
|
R2 |
8,804.09 |
8,804.09 |
8,758.58 |
|
R1 |
8,774.02 |
8,774.02 |
8,751.26 |
8,789.06 |
PP |
8,724.21 |
8,724.21 |
8,724.21 |
8,731.73 |
S1 |
8,694.14 |
8,694.14 |
8,736.62 |
8,709.18 |
S2 |
8,644.33 |
8,644.33 |
8,729.30 |
|
S3 |
8,564.45 |
8,614.26 |
8,721.97 |
|
S4 |
8,484.57 |
8,534.38 |
8,700.01 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,414.49 |
10,203.09 |
9,087.07 |
|
R3 |
9,790.62 |
9,579.22 |
8,915.50 |
|
R2 |
9,166.75 |
9,166.75 |
8,858.32 |
|
R1 |
8,955.35 |
8,955.35 |
8,801.13 |
9,061.05 |
PP |
8,542.88 |
8,542.88 |
8,542.88 |
8,595.74 |
S1 |
8,331.48 |
8,331.48 |
8,686.75 |
8,437.18 |
S2 |
7,919.01 |
7,919.01 |
8,629.56 |
|
S3 |
7,295.14 |
7,707.61 |
8,572.38 |
|
S4 |
6,671.27 |
7,083.74 |
8,400.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,754.29 |
8,130.42 |
623.87 |
7.1% |
155.32 |
1.8% |
98% |
True |
False |
|
10 |
8,754.29 |
8,087.19 |
667.10 |
7.6% |
137.67 |
1.6% |
98% |
True |
False |
|
20 |
8,754.29 |
8,087.19 |
667.10 |
7.6% |
143.92 |
1.6% |
98% |
True |
False |
|
40 |
8,877.93 |
8,087.19 |
790.74 |
9.0% |
150.65 |
1.7% |
83% |
False |
False |
|
60 |
8,877.93 |
7,804.21 |
1,073.72 |
12.3% |
154.98 |
1.8% |
88% |
False |
False |
|
80 |
8,877.93 |
7,437.59 |
1,440.34 |
16.5% |
167.97 |
1.9% |
91% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
27.5% |
183.26 |
2.1% |
94% |
False |
False |
|
120 |
8,877.93 |
6,469.95 |
2,407.98 |
27.5% |
189.40 |
2.2% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,093.78 |
2.618 |
8,963.42 |
1.618 |
8,883.54 |
1.000 |
8,834.17 |
0.618 |
8,803.66 |
HIGH |
8,754.29 |
0.618 |
8,723.78 |
0.500 |
8,714.35 |
0.382 |
8,704.92 |
LOW |
8,674.41 |
0.618 |
8,625.04 |
1.000 |
8,594.53 |
1.618 |
8,545.16 |
2.618 |
8,465.28 |
4.250 |
8,334.92 |
|
|
Fisher Pivots for day following 17-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,734.08 |
8,682.33 |
PP |
8,724.21 |
8,620.73 |
S1 |
8,714.35 |
8,559.12 |
|