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 |
8,256 |
8,327 |
71 |
0.9% |
8,230 |
High |
8,334 |
8,576 |
242 |
2.9% |
8,296 |
Low |
8,231 |
8,327 |
96 |
1.2% |
8,035 |
Close |
8,304 |
8,543 |
239 |
2.9% |
8,085 |
Range |
103 |
249 |
146 |
141.7% |
261 |
ATR |
159 |
167 |
8 |
5.1% |
0 |
Volume |
122,887 |
126,141 |
3,254 |
2.6% |
691,466 |
|
Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,229 |
9,135 |
8,680 |
|
R3 |
8,980 |
8,886 |
8,612 |
|
R2 |
8,731 |
8,731 |
8,589 |
|
R1 |
8,637 |
8,637 |
8,566 |
8,684 |
PP |
8,482 |
8,482 |
8,482 |
8,506 |
S1 |
8,388 |
8,388 |
8,520 |
8,435 |
S2 |
8,233 |
8,233 |
8,497 |
|
S3 |
7,984 |
8,139 |
8,475 |
|
S4 |
7,735 |
7,890 |
8,406 |
|
|
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 |
8,576 |
8,018 |
558 |
6.5% |
161 |
1.9% |
94% |
True |
False |
128,421 |
10 |
8,576 |
8,018 |
558 |
6.5% |
165 |
1.9% |
94% |
True |
False |
130,253 |
20 |
8,576 |
8,018 |
558 |
6.5% |
158 |
1.9% |
94% |
True |
False |
129,986 |
40 |
8,828 |
8,018 |
810 |
9.5% |
165 |
1.9% |
65% |
False |
False |
73,391 |
60 |
8,828 |
7,677 |
1,151 |
13.5% |
171 |
2.0% |
75% |
False |
False |
48,958 |
80 |
8,828 |
7,338 |
1,490 |
17.4% |
184 |
2.2% |
81% |
False |
False |
36,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,634 |
2.618 |
9,228 |
1.618 |
8,979 |
1.000 |
8,825 |
0.618 |
8,730 |
HIGH |
8,576 |
0.618 |
8,481 |
0.500 |
8,452 |
0.382 |
8,422 |
LOW |
8,327 |
0.618 |
8,173 |
1.000 |
8,078 |
1.618 |
7,924 |
2.618 |
7,675 |
4.250 |
7,269 |
|
|
Fisher Pivots for day following 15-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,513 |
8,461 |
PP |
8,482 |
8,379 |
S1 |
8,452 |
8,297 |
|