Trading Metrics calculated at close of trading on 01-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4,884.5 |
4,819.5 |
-65.0 |
-1.3% |
4,850.0 |
High |
4,908.0 |
4,931.5 |
23.5 |
0.5% |
4,869.5 |
Low |
4,790.5 |
4,807.0 |
16.5 |
0.3% |
4,673.0 |
Close |
4,819.5 |
4,895.5 |
76.0 |
1.6% |
4,778.0 |
Range |
117.5 |
124.5 |
7.0 |
6.0% |
196.5 |
ATR |
122.4 |
122.6 |
0.1 |
0.1% |
0.0 |
Volume |
130,781 |
136,016 |
5,235 |
4.0% |
691,701 |
|
Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,251.5 |
5,198.0 |
4,964.0 |
|
R3 |
5,127.0 |
5,073.5 |
4,929.7 |
|
R2 |
5,002.5 |
5,002.5 |
4,918.3 |
|
R1 |
4,949.0 |
4,949.0 |
4,906.9 |
4,975.8 |
PP |
4,878.0 |
4,878.0 |
4,878.0 |
4,891.4 |
S1 |
4,824.5 |
4,824.5 |
4,884.1 |
4,851.3 |
S2 |
4,753.5 |
4,753.5 |
4,872.7 |
|
S3 |
4,629.0 |
4,700.0 |
4,861.3 |
|
S4 |
4,504.5 |
4,575.5 |
4,827.0 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,363.0 |
5,267.0 |
4,886.1 |
|
R3 |
5,166.5 |
5,070.5 |
4,832.0 |
|
R2 |
4,970.0 |
4,970.0 |
4,814.0 |
|
R1 |
4,874.0 |
4,874.0 |
4,796.0 |
4,823.8 |
PP |
4,773.5 |
4,773.5 |
4,773.5 |
4,748.4 |
S1 |
4,677.5 |
4,677.5 |
4,760.0 |
4,627.3 |
S2 |
4,577.0 |
4,577.0 |
4,742.0 |
|
S3 |
4,380.5 |
4,481.0 |
4,724.0 |
|
S4 |
4,184.0 |
4,284.5 |
4,669.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,931.5 |
4,721.0 |
210.5 |
4.3% |
129.6 |
2.6% |
83% |
True |
False |
132,513 |
10 |
4,931.5 |
4,673.0 |
258.5 |
5.3% |
121.3 |
2.5% |
86% |
True |
False |
127,394 |
20 |
5,168.5 |
4,673.0 |
495.5 |
10.1% |
111.9 |
2.3% |
45% |
False |
False |
71,882 |
40 |
5,178.0 |
4,662.5 |
515.5 |
10.5% |
117.8 |
2.4% |
45% |
False |
False |
36,372 |
60 |
5,178.0 |
4,248.5 |
929.5 |
19.0% |
117.9 |
2.4% |
70% |
False |
False |
24,374 |
80 |
5,178.0 |
3,613.5 |
1,564.5 |
32.0% |
121.6 |
2.5% |
82% |
False |
False |
18,846 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
32.0% |
122.9 |
2.5% |
82% |
False |
False |
15,161 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
32.0% |
126.7 |
2.6% |
82% |
False |
False |
12,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,460.6 |
2.618 |
5,257.4 |
1.618 |
5,132.9 |
1.000 |
5,056.0 |
0.618 |
5,008.4 |
HIGH |
4,931.5 |
0.618 |
4,883.9 |
0.500 |
4,869.3 |
0.382 |
4,854.6 |
LOW |
4,807.0 |
0.618 |
4,730.1 |
1.000 |
4,682.5 |
1.618 |
4,605.6 |
2.618 |
4,481.1 |
4.250 |
4,277.9 |
|
|
Fisher Pivots for day following 01-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4,886.8 |
4,875.8 |
PP |
4,878.0 |
4,856.0 |
S1 |
4,869.3 |
4,836.3 |
|