Trading Metrics calculated at close of trading on 31-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
9,072.84 |
9,154.61 |
81.77 |
0.9% |
9,093.09 |
High |
9,246.43 |
9,218.77 |
-27.66 |
-0.3% |
9,246.43 |
Low |
9,072.61 |
9,133.45 |
60.84 |
0.7% |
9,007.47 |
Close |
9,154.46 |
9,171.61 |
17.15 |
0.2% |
9,171.61 |
Range |
173.82 |
85.32 |
-88.50 |
-50.9% |
238.96 |
ATR |
135.01 |
131.46 |
-3.55 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,430.57 |
9,386.41 |
9,218.54 |
|
R3 |
9,345.25 |
9,301.09 |
9,195.07 |
|
R2 |
9,259.93 |
9,259.93 |
9,187.25 |
|
R1 |
9,215.77 |
9,215.77 |
9,179.43 |
9,237.85 |
PP |
9,174.61 |
9,174.61 |
9,174.61 |
9,185.65 |
S1 |
9,130.45 |
9,130.45 |
9,163.79 |
9,152.53 |
S2 |
9,089.29 |
9,089.29 |
9,155.97 |
|
S3 |
9,003.97 |
9,045.13 |
9,148.15 |
|
S4 |
8,918.65 |
8,959.81 |
9,124.68 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,858.72 |
9,754.12 |
9,303.04 |
|
R3 |
9,619.76 |
9,515.16 |
9,237.32 |
|
R2 |
9,380.80 |
9,380.80 |
9,215.42 |
|
R1 |
9,276.20 |
9,276.20 |
9,193.51 |
9,328.50 |
PP |
9,141.84 |
9,141.84 |
9,141.84 |
9,167.99 |
S1 |
9,037.24 |
9,037.24 |
9,149.71 |
9,089.54 |
S2 |
8,902.88 |
8,902.88 |
9,127.80 |
|
S3 |
8,663.92 |
8,798.28 |
9,105.90 |
|
S4 |
8,424.96 |
8,559.32 |
9,040.18 |
|
|
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 |
9,007.47 |
238.96 |
2.6% |
109.22 |
1.2% |
69% |
False |
False |
|
10 |
9,246.43 |
8,745.90 |
500.53 |
5.5% |
118.41 |
1.3% |
85% |
False |
False |
|
20 |
9,246.43 |
8,087.19 |
1,159.24 |
12.6% |
128.04 |
1.4% |
94% |
False |
False |
|
40 |
9,246.43 |
8,087.19 |
1,159.24 |
12.6% |
136.95 |
1.5% |
94% |
False |
False |
|
60 |
9,246.43 |
8,087.19 |
1,159.24 |
12.6% |
148.11 |
1.6% |
94% |
False |
False |
|
80 |
9,246.43 |
7,750.85 |
1,495.58 |
16.3% |
153.81 |
1.7% |
95% |
False |
False |
|
100 |
9,246.43 |
6,867.55 |
2,378.88 |
25.9% |
169.77 |
1.9% |
97% |
False |
False |
|
120 |
9,246.43 |
6,469.95 |
2,776.48 |
30.3% |
182.14 |
2.0% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,581.38 |
2.618 |
9,442.14 |
1.618 |
9,356.82 |
1.000 |
9,304.09 |
0.618 |
9,271.50 |
HIGH |
9,218.77 |
0.618 |
9,186.18 |
0.500 |
9,176.11 |
0.382 |
9,166.04 |
LOW |
9,133.45 |
0.618 |
9,080.72 |
1.000 |
9,048.13 |
1.618 |
8,995.40 |
2.618 |
8,910.08 |
4.250 |
8,770.84 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
9,176.11 |
9,157.84 |
PP |
9,174.61 |
9,144.08 |
S1 |
9,173.11 |
9,130.31 |
|