Trading Metrics calculated at close of trading on 27-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,972 |
9,051 |
79 |
0.9% |
8,694 |
High |
9,065 |
9,114 |
49 |
0.5% |
9,065 |
Low |
8,947 |
8,990 |
43 |
0.5% |
8,667 |
Close |
9,058 |
9,070 |
12 |
0.1% |
9,058 |
Range |
118 |
124 |
6 |
5.1% |
398 |
ATR |
157 |
155 |
-2 |
-1.5% |
0 |
Volume |
141,006 |
101,823 |
-39,183 |
-27.8% |
641,726 |
|
Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,430 |
9,374 |
9,138 |
|
R3 |
9,306 |
9,250 |
9,104 |
|
R2 |
9,182 |
9,182 |
9,093 |
|
R1 |
9,126 |
9,126 |
9,081 |
9,154 |
PP |
9,058 |
9,058 |
9,058 |
9,072 |
S1 |
9,002 |
9,002 |
9,059 |
9,030 |
S2 |
8,934 |
8,934 |
9,047 |
|
S3 |
8,810 |
8,878 |
9,036 |
|
S4 |
8,686 |
8,754 |
9,002 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,124 |
9,989 |
9,277 |
|
R3 |
9,726 |
9,591 |
9,168 |
|
R2 |
9,328 |
9,328 |
9,131 |
|
R1 |
9,193 |
9,193 |
9,095 |
9,261 |
PP |
8,930 |
8,930 |
8,930 |
8,964 |
S1 |
8,795 |
8,795 |
9,022 |
8,863 |
S2 |
8,532 |
8,532 |
8,985 |
|
S3 |
8,134 |
8,397 |
8,949 |
|
S4 |
7,736 |
7,999 |
8,839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,114 |
8,762 |
352 |
3.9% |
139 |
1.5% |
88% |
True |
False |
128,141 |
10 |
9,114 |
8,231 |
883 |
9.7% |
148 |
1.6% |
95% |
True |
False |
124,649 |
20 |
9,114 |
8,018 |
1,096 |
12.1% |
155 |
1.7% |
96% |
True |
False |
125,402 |
40 |
9,114 |
8,018 |
1,096 |
12.1% |
156 |
1.7% |
96% |
True |
False |
98,287 |
60 |
9,114 |
7,999 |
1,115 |
12.3% |
164 |
1.8% |
96% |
True |
False |
65,571 |
80 |
9,114 |
7,614 |
1,500 |
16.5% |
174 |
1.9% |
97% |
True |
False |
49,196 |
100 |
9,114 |
6,415 |
2,699 |
29.8% |
179 |
2.0% |
98% |
True |
False |
39,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,641 |
2.618 |
9,439 |
1.618 |
9,315 |
1.000 |
9,238 |
0.618 |
9,191 |
HIGH |
9,114 |
0.618 |
9,067 |
0.500 |
9,052 |
0.382 |
9,037 |
LOW |
8,990 |
0.618 |
8,913 |
1.000 |
8,866 |
1.618 |
8,789 |
2.618 |
8,665 |
4.250 |
8,463 |
|
|
Fisher Pivots for day following 27-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
9,064 |
9,037 |
PP |
9,058 |
9,004 |
S1 |
9,052 |
8,971 |
|