Trading Metrics calculated at close of trading on 28-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
9,051 |
9,065 |
14 |
0.2% |
8,694 |
High |
9,114 |
9,088 |
-26 |
-0.3% |
9,065 |
Low |
8,990 |
8,962 |
-28 |
-0.3% |
8,667 |
Close |
9,070 |
9,050 |
-20 |
-0.2% |
9,058 |
Range |
124 |
126 |
2 |
1.6% |
398 |
ATR |
155 |
153 |
-2 |
-1.3% |
0 |
Volume |
101,823 |
117,994 |
16,171 |
15.9% |
641,726 |
|
Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,411 |
9,357 |
9,119 |
|
R3 |
9,285 |
9,231 |
9,085 |
|
R2 |
9,159 |
9,159 |
9,073 |
|
R1 |
9,105 |
9,105 |
9,062 |
9,069 |
PP |
9,033 |
9,033 |
9,033 |
9,016 |
S1 |
8,979 |
8,979 |
9,039 |
8,943 |
S2 |
8,907 |
8,907 |
9,027 |
|
S3 |
8,781 |
8,853 |
9,015 |
|
S4 |
8,655 |
8,727 |
8,981 |
|
|
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 |
8,810 |
304 |
3.4% |
139 |
1.5% |
79% |
False |
False |
126,856 |
10 |
9,114 |
8,327 |
787 |
8.7% |
150 |
1.7% |
92% |
False |
False |
124,160 |
20 |
9,114 |
8,018 |
1,096 |
12.1% |
154 |
1.7% |
94% |
False |
False |
125,739 |
40 |
9,114 |
8,018 |
1,096 |
12.1% |
152 |
1.7% |
94% |
False |
False |
101,218 |
60 |
9,114 |
8,018 |
1,096 |
12.1% |
163 |
1.8% |
94% |
False |
False |
67,537 |
80 |
9,114 |
7,614 |
1,500 |
16.6% |
172 |
1.9% |
96% |
False |
False |
50,670 |
100 |
9,114 |
6,415 |
2,699 |
29.8% |
177 |
2.0% |
98% |
False |
False |
40,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,624 |
2.618 |
9,418 |
1.618 |
9,292 |
1.000 |
9,214 |
0.618 |
9,166 |
HIGH |
9,088 |
0.618 |
9,040 |
0.500 |
9,025 |
0.382 |
9,010 |
LOW |
8,962 |
0.618 |
8,884 |
1.000 |
8,836 |
1.618 |
8,758 |
2.618 |
8,632 |
4.250 |
8,427 |
|
|
Fisher Pivots for day following 28-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
9,042 |
9,044 |
PP |
9,033 |
9,037 |
S1 |
9,025 |
9,031 |
|