Trading Metrics calculated at close of trading on 22-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,800 |
8,874 |
74 |
0.8% |
8,086 |
High |
8,890 |
8,907 |
17 |
0.2% |
8,708 |
Low |
8,762 |
8,810 |
48 |
0.5% |
8,018 |
Close |
8,886 |
8,833 |
-53 |
-0.6% |
8,697 |
Range |
128 |
97 |
-31 |
-24.2% |
690 |
ATR |
159 |
155 |
-4 |
-2.8% |
0 |
Volume |
124,418 |
133,986 |
9,568 |
7.7% |
615,241 |
|
Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,141 |
9,084 |
8,886 |
|
R3 |
9,044 |
8,987 |
8,860 |
|
R2 |
8,947 |
8,947 |
8,851 |
|
R1 |
8,890 |
8,890 |
8,842 |
8,870 |
PP |
8,850 |
8,850 |
8,850 |
8,840 |
S1 |
8,793 |
8,793 |
8,824 |
8,773 |
S2 |
8,753 |
8,753 |
8,815 |
|
S3 |
8,656 |
8,696 |
8,806 |
|
S4 |
8,559 |
8,599 |
8,780 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,544 |
10,311 |
9,077 |
|
R3 |
9,854 |
9,621 |
8,887 |
|
R2 |
9,164 |
9,164 |
8,824 |
|
R1 |
8,931 |
8,931 |
8,760 |
9,048 |
PP |
8,474 |
8,474 |
8,474 |
8,533 |
S1 |
8,241 |
8,241 |
8,634 |
8,358 |
S2 |
7,784 |
7,784 |
8,571 |
|
S3 |
7,094 |
7,551 |
8,507 |
|
S4 |
6,404 |
6,861 |
8,318 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,907 |
8,503 |
404 |
4.6% |
131 |
1.5% |
82% |
True |
False |
123,033 |
10 |
8,907 |
8,018 |
889 |
10.1% |
146 |
1.7% |
92% |
True |
False |
125,727 |
20 |
8,907 |
8,018 |
889 |
10.1% |
157 |
1.8% |
92% |
True |
False |
128,370 |
40 |
8,907 |
8,018 |
889 |
10.1% |
159 |
1.8% |
92% |
True |
False |
88,752 |
60 |
8,907 |
7,814 |
1,093 |
12.4% |
166 |
1.9% |
93% |
True |
False |
59,205 |
80 |
8,907 |
7,338 |
1,569 |
17.8% |
178 |
2.0% |
95% |
True |
False |
44,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,319 |
2.618 |
9,161 |
1.618 |
9,064 |
1.000 |
9,004 |
0.618 |
8,967 |
HIGH |
8,907 |
0.618 |
8,870 |
0.500 |
8,859 |
0.382 |
8,847 |
LOW |
8,810 |
0.618 |
8,750 |
1.000 |
8,713 |
1.618 |
8,653 |
2.618 |
8,556 |
4.250 |
8,398 |
|
|
Fisher Pivots for day following 22-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,859 |
8,818 |
PP |
8,850 |
8,802 |
S1 |
8,842 |
8,787 |
|