Trading Metrics calculated at close of trading on 08-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4,669.5 |
4,575.0 |
-94.5 |
-2.0% |
4,748.0 |
High |
4,705.5 |
4,633.0 |
-72.5 |
-1.5% |
4,931.5 |
Low |
4,573.0 |
4,553.5 |
-19.5 |
-0.4% |
4,705.0 |
Close |
4,596.0 |
4,565.5 |
-30.5 |
-0.7% |
4,731.5 |
Range |
132.5 |
79.5 |
-53.0 |
-40.0% |
226.5 |
ATR |
127.4 |
124.0 |
-3.4 |
-2.7% |
0.0 |
Volume |
140,892 |
158,132 |
17,240 |
12.2% |
553,532 |
|
Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,822.5 |
4,773.5 |
4,609.2 |
|
R3 |
4,743.0 |
4,694.0 |
4,587.4 |
|
R2 |
4,663.5 |
4,663.5 |
4,580.1 |
|
R1 |
4,614.5 |
4,614.5 |
4,572.8 |
4,599.3 |
PP |
4,584.0 |
4,584.0 |
4,584.0 |
4,576.4 |
S1 |
4,535.0 |
4,535.0 |
4,558.2 |
4,519.8 |
S2 |
4,504.5 |
4,504.5 |
4,550.9 |
|
S3 |
4,425.0 |
4,455.5 |
4,543.6 |
|
S4 |
4,345.5 |
4,376.0 |
4,521.8 |
|
|
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 |
4,553.5 |
378.0 |
8.3% |
119.4 |
2.6% |
3% |
False |
True |
145,594 |
10 |
4,931.5 |
4,553.5 |
378.0 |
8.3% |
126.5 |
2.8% |
3% |
False |
True |
139,803 |
20 |
5,140.0 |
4,553.5 |
586.5 |
12.8% |
117.4 |
2.6% |
2% |
False |
True |
100,905 |
40 |
5,178.0 |
4,553.5 |
624.5 |
13.7% |
117.6 |
2.6% |
2% |
False |
True |
51,105 |
60 |
5,178.0 |
4,413.0 |
765.0 |
16.8% |
117.2 |
2.6% |
20% |
False |
False |
34,208 |
80 |
5,178.0 |
3,958.5 |
1,219.5 |
26.7% |
119.0 |
2.6% |
50% |
False |
False |
26,192 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
34.3% |
122.9 |
2.7% |
61% |
False |
False |
21,073 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
34.3% |
125.9 |
2.8% |
61% |
False |
False |
17,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,970.9 |
2.618 |
4,841.1 |
1.618 |
4,761.6 |
1.000 |
4,712.5 |
0.618 |
4,682.1 |
HIGH |
4,633.0 |
0.618 |
4,602.6 |
0.500 |
4,593.3 |
0.382 |
4,583.9 |
LOW |
4,553.5 |
0.618 |
4,504.4 |
1.000 |
4,474.0 |
1.618 |
4,424.9 |
2.618 |
4,345.4 |
4.250 |
4,215.6 |
|
|
Fisher Pivots for day following 08-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4,593.3 |
4,629.5 |
PP |
4,584.0 |
4,608.2 |
S1 |
4,574.8 |
4,586.8 |
|