Trading Metrics calculated at close of trading on 07-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4,668.5 |
4,669.5 |
1.0 |
0.0% |
4,748.0 |
High |
4,693.5 |
4,705.5 |
12.0 |
0.3% |
4,931.5 |
Low |
4,609.5 |
4,573.0 |
-36.5 |
-0.8% |
4,705.0 |
Close |
4,662.0 |
4,596.0 |
-66.0 |
-1.4% |
4,731.5 |
Range |
84.0 |
132.5 |
48.5 |
57.7% |
226.5 |
ATR |
127.0 |
127.4 |
0.4 |
0.3% |
0.0 |
Volume |
138,156 |
140,892 |
2,736 |
2.0% |
553,532 |
|
Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,022.3 |
4,941.7 |
4,668.9 |
|
R3 |
4,889.8 |
4,809.2 |
4,632.4 |
|
R2 |
4,757.3 |
4,757.3 |
4,620.3 |
|
R1 |
4,676.7 |
4,676.7 |
4,608.1 |
4,650.8 |
PP |
4,624.8 |
4,624.8 |
4,624.8 |
4,611.9 |
S1 |
4,544.2 |
4,544.2 |
4,583.9 |
4,518.3 |
S2 |
4,492.3 |
4,492.3 |
4,571.7 |
|
S3 |
4,359.8 |
4,411.7 |
4,559.6 |
|
S4 |
4,227.3 |
4,279.2 |
4,523.1 |
|
|
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 |
4,573.0 |
358.5 |
7.8% |
127.0 |
2.8% |
6% |
False |
True |
140,124 |
10 |
4,931.5 |
4,573.0 |
358.5 |
7.8% |
126.9 |
2.8% |
6% |
False |
True |
138,725 |
20 |
5,140.0 |
4,573.0 |
567.0 |
12.3% |
117.7 |
2.6% |
4% |
False |
True |
93,209 |
40 |
5,178.0 |
4,573.0 |
605.0 |
13.2% |
118.2 |
2.6% |
4% |
False |
True |
47,170 |
60 |
5,178.0 |
4,404.0 |
774.0 |
16.8% |
117.8 |
2.6% |
25% |
False |
False |
31,589 |
80 |
5,178.0 |
3,820.5 |
1,357.5 |
29.5% |
120.5 |
2.6% |
57% |
False |
False |
24,237 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
34.0% |
123.6 |
2.7% |
63% |
False |
False |
19,495 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
34.0% |
126.4 |
2.7% |
63% |
False |
False |
16,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,268.6 |
2.618 |
5,052.4 |
1.618 |
4,919.9 |
1.000 |
4,838.0 |
0.618 |
4,787.4 |
HIGH |
4,705.5 |
0.618 |
4,654.9 |
0.500 |
4,639.3 |
0.382 |
4,623.6 |
LOW |
4,573.0 |
0.618 |
4,491.1 |
1.000 |
4,440.5 |
1.618 |
4,358.6 |
2.618 |
4,226.1 |
4.250 |
4,009.9 |
|
|
Fisher Pivots for day following 07-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4,639.3 |
4,727.3 |
PP |
4,624.8 |
4,683.5 |
S1 |
4,610.4 |
4,639.8 |
|