Trading Metrics calculated at close of trading on 23-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,874 |
8,837 |
-37 |
-0.4% |
8,086 |
High |
8,907 |
9,055 |
148 |
1.7% |
8,708 |
Low |
8,810 |
8,828 |
18 |
0.2% |
8,018 |
Close |
8,833 |
8,991 |
158 |
1.8% |
8,697 |
Range |
97 |
227 |
130 |
134.0% |
690 |
ATR |
155 |
160 |
5 |
3.3% |
0 |
Volume |
133,986 |
139,473 |
5,487 |
4.1% |
615,241 |
|
Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,639 |
9,542 |
9,116 |
|
R3 |
9,412 |
9,315 |
9,054 |
|
R2 |
9,185 |
9,185 |
9,033 |
|
R1 |
9,088 |
9,088 |
9,012 |
9,137 |
PP |
8,958 |
8,958 |
8,958 |
8,982 |
S1 |
8,861 |
8,861 |
8,970 |
8,910 |
S2 |
8,731 |
8,731 |
8,950 |
|
S3 |
8,504 |
8,634 |
8,929 |
|
S4 |
8,277 |
8,407 |
8,866 |
|
|
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 |
9,055 |
8,611 |
444 |
4.9% |
139 |
1.5% |
86% |
True |
False |
124,891 |
10 |
9,055 |
8,018 |
1,037 |
11.5% |
159 |
1.8% |
94% |
True |
False |
123,203 |
20 |
9,055 |
8,018 |
1,037 |
11.5% |
159 |
1.8% |
94% |
True |
False |
128,514 |
40 |
9,055 |
8,018 |
1,037 |
11.5% |
160 |
1.8% |
94% |
True |
False |
92,231 |
60 |
9,055 |
7,900 |
1,155 |
12.8% |
167 |
1.9% |
94% |
True |
False |
61,528 |
80 |
9,055 |
7,383 |
1,672 |
18.6% |
177 |
2.0% |
96% |
True |
False |
46,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,020 |
2.618 |
9,649 |
1.618 |
9,422 |
1.000 |
9,282 |
0.618 |
9,195 |
HIGH |
9,055 |
0.618 |
8,968 |
0.500 |
8,942 |
0.382 |
8,915 |
LOW |
8,828 |
0.618 |
8,688 |
1.000 |
8,601 |
1.618 |
8,461 |
2.618 |
8,234 |
4.250 |
7,863 |
|
|
Fisher Pivots for day following 23-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,975 |
8,964 |
PP |
8,958 |
8,936 |
S1 |
8,942 |
8,909 |
|