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 |
4,862.0 |
4,668.5 |
-193.5 |
-4.0% |
4,748.0 |
High |
4,881.5 |
4,693.5 |
-188.0 |
-3.9% |
4,931.5 |
Low |
4,705.0 |
4,609.5 |
-95.5 |
-2.0% |
4,705.0 |
Close |
4,731.5 |
4,662.0 |
-69.5 |
-1.5% |
4,731.5 |
Range |
176.5 |
84.0 |
-92.5 |
-52.4% |
226.5 |
ATR |
127.4 |
127.0 |
-0.4 |
-0.3% |
0.0 |
Volume |
154,776 |
138,156 |
-16,620 |
-10.7% |
553,532 |
|
Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,907.0 |
4,868.5 |
4,708.2 |
|
R3 |
4,823.0 |
4,784.5 |
4,685.1 |
|
R2 |
4,739.0 |
4,739.0 |
4,677.4 |
|
R1 |
4,700.5 |
4,700.5 |
4,669.7 |
4,677.8 |
PP |
4,655.0 |
4,655.0 |
4,655.0 |
4,643.6 |
S1 |
4,616.5 |
4,616.5 |
4,654.3 |
4,593.8 |
S2 |
4,571.0 |
4,571.0 |
4,646.6 |
|
S3 |
4,487.0 |
4,532.5 |
4,638.9 |
|
S4 |
4,403.0 |
4,448.5 |
4,615.8 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,468.8 |
5,326.7 |
4,856.1 |
|
R3 |
5,242.3 |
5,100.2 |
4,793.8 |
|
R2 |
5,015.8 |
5,015.8 |
4,773.0 |
|
R1 |
4,873.7 |
4,873.7 |
4,752.3 |
4,831.5 |
PP |
4,789.3 |
4,789.3 |
4,789.3 |
4,768.3 |
S1 |
4,647.2 |
4,647.2 |
4,710.7 |
4,605.0 |
S2 |
4,562.8 |
4,562.8 |
4,690.0 |
|
S3 |
4,336.3 |
4,420.7 |
4,669.2 |
|
S4 |
4,109.8 |
4,194.2 |
4,606.9 |
|
|
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 |
4,609.5 |
322.0 |
6.9% |
133.4 |
2.9% |
16% |
False |
True |
138,337 |
10 |
4,931.5 |
4,609.5 |
322.0 |
6.9% |
132.0 |
2.8% |
16% |
False |
True |
138,338 |
20 |
5,140.0 |
4,609.5 |
530.5 |
11.4% |
115.6 |
2.5% |
10% |
False |
True |
86,270 |
40 |
5,178.0 |
4,609.5 |
568.5 |
12.2% |
117.1 |
2.5% |
9% |
False |
True |
43,661 |
60 |
5,178.0 |
4,248.5 |
929.5 |
19.9% |
118.1 |
2.5% |
44% |
False |
False |
29,244 |
80 |
5,178.0 |
3,820.5 |
1,357.5 |
29.1% |
120.8 |
2.6% |
62% |
False |
False |
22,484 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
33.6% |
122.8 |
2.6% |
67% |
False |
False |
18,087 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
33.6% |
127.5 |
2.7% |
67% |
False |
False |
15,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,050.5 |
2.618 |
4,913.4 |
1.618 |
4,829.4 |
1.000 |
4,777.5 |
0.618 |
4,745.4 |
HIGH |
4,693.5 |
0.618 |
4,661.4 |
0.500 |
4,651.5 |
0.382 |
4,641.6 |
LOW |
4,609.5 |
0.618 |
4,557.6 |
1.000 |
4,525.5 |
1.618 |
4,473.6 |
2.618 |
4,389.6 |
4.250 |
4,252.5 |
|
|
Fisher Pivots for day following 06-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4,658.5 |
4,770.5 |
PP |
4,655.0 |
4,734.3 |
S1 |
4,651.5 |
4,698.2 |
|