Trading Metrics calculated at close of trading on 06-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
921.24 |
894.27 |
-26.97 |
-2.9% |
919.86 |
High |
921.24 |
898.72 |
-22.52 |
-2.4% |
931.92 |
Low |
896.42 |
886.36 |
-10.06 |
-1.1% |
896.42 |
Close |
896.42 |
898.72 |
2.30 |
0.3% |
896.42 |
Range |
24.82 |
12.36 |
-12.46 |
-50.2% |
35.50 |
ATR |
17.68 |
17.30 |
-0.38 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
931.68 |
927.56 |
905.52 |
|
R3 |
919.32 |
915.20 |
902.12 |
|
R2 |
906.96 |
906.96 |
900.99 |
|
R1 |
902.84 |
902.84 |
899.85 |
904.90 |
PP |
894.60 |
894.60 |
894.60 |
895.63 |
S1 |
890.48 |
890.48 |
897.59 |
892.54 |
S2 |
882.24 |
882.24 |
896.45 |
|
S3 |
869.88 |
878.12 |
895.32 |
|
S4 |
857.52 |
865.76 |
891.92 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,014.75 |
991.09 |
915.95 |
|
R3 |
979.25 |
955.59 |
906.18 |
|
R2 |
943.75 |
943.75 |
902.93 |
|
R1 |
920.09 |
920.09 |
899.67 |
914.17 |
PP |
908.25 |
908.25 |
908.25 |
905.30 |
S1 |
884.59 |
884.59 |
893.17 |
878.67 |
S2 |
872.75 |
872.75 |
889.91 |
|
S3 |
837.25 |
849.09 |
886.66 |
|
S4 |
801.75 |
813.59 |
876.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
931.92 |
886.36 |
45.56 |
5.1% |
15.45 |
1.7% |
27% |
False |
True |
|
10 |
931.92 |
886.36 |
45.56 |
5.1% |
16.08 |
1.8% |
27% |
False |
True |
|
20 |
956.23 |
886.36 |
69.87 |
7.8% |
16.01 |
1.8% |
18% |
False |
True |
|
40 |
956.23 |
878.94 |
77.29 |
8.6% |
17.47 |
1.9% |
26% |
False |
False |
|
60 |
956.23 |
826.83 |
129.40 |
14.4% |
18.46 |
2.1% |
56% |
False |
False |
|
80 |
956.23 |
714.76 |
241.47 |
26.9% |
19.99 |
2.2% |
76% |
False |
False |
|
100 |
956.23 |
666.79 |
289.44 |
32.2% |
21.03 |
2.3% |
80% |
False |
False |
|
120 |
956.23 |
666.79 |
289.44 |
32.2% |
22.13 |
2.5% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
951.25 |
2.618 |
931.08 |
1.618 |
918.72 |
1.000 |
911.08 |
0.618 |
906.36 |
HIGH |
898.72 |
0.618 |
894.00 |
0.500 |
892.54 |
0.382 |
891.08 |
LOW |
886.36 |
0.618 |
878.72 |
1.000 |
874.00 |
1.618 |
866.36 |
2.618 |
854.00 |
4.250 |
833.83 |
|
|
Fisher Pivots for day following 06-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
896.66 |
909.14 |
PP |
894.60 |
905.67 |
S1 |
892.54 |
902.19 |
|