Trading Metrics calculated at close of trading on 10-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
4,590.5 |
4,602.0 |
11.5 |
0.3% |
4,668.5 |
High |
4,671.5 |
4,646.5 |
-25.0 |
-0.5% |
4,705.5 |
Low |
4,588.5 |
4,568.0 |
-20.5 |
-0.4% |
4,553.5 |
Close |
4,622.0 |
4,574.5 |
-47.5 |
-1.0% |
4,574.5 |
Range |
83.0 |
78.5 |
-4.5 |
-5.4% |
152.0 |
ATR |
122.7 |
119.6 |
-3.2 |
-2.6% |
0.0 |
Volume |
131,190 |
118,471 |
-12,719 |
-9.7% |
686,841 |
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,831.8 |
4,781.7 |
4,617.7 |
|
R3 |
4,753.3 |
4,703.2 |
4,596.1 |
|
R2 |
4,674.8 |
4,674.8 |
4,588.9 |
|
R1 |
4,624.7 |
4,624.7 |
4,581.7 |
4,610.5 |
PP |
4,596.3 |
4,596.3 |
4,596.3 |
4,589.3 |
S1 |
4,546.2 |
4,546.2 |
4,567.3 |
4,532.0 |
S2 |
4,517.8 |
4,517.8 |
4,560.1 |
|
S3 |
4,439.3 |
4,467.7 |
4,552.9 |
|
S4 |
4,360.8 |
4,389.2 |
4,531.3 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,067.2 |
4,972.8 |
4,658.1 |
|
R3 |
4,915.2 |
4,820.8 |
4,616.3 |
|
R2 |
4,763.2 |
4,763.2 |
4,602.4 |
|
R1 |
4,668.8 |
4,668.8 |
4,588.4 |
4,640.0 |
PP |
4,611.2 |
4,611.2 |
4,611.2 |
4,596.8 |
S1 |
4,516.8 |
4,516.8 |
4,560.6 |
4,488.0 |
S2 |
4,459.2 |
4,459.2 |
4,546.6 |
|
S3 |
4,307.2 |
4,364.8 |
4,532.7 |
|
S4 |
4,155.2 |
4,212.8 |
4,490.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,705.5 |
4,553.5 |
152.0 |
3.3% |
91.5 |
2.0% |
14% |
False |
False |
137,368 |
10 |
4,931.5 |
4,553.5 |
378.0 |
8.3% |
115.7 |
2.5% |
6% |
False |
False |
135,147 |
20 |
5,112.5 |
4,553.5 |
559.0 |
12.2% |
115.1 |
2.5% |
4% |
False |
False |
112,958 |
40 |
5,178.0 |
4,553.5 |
624.5 |
13.7% |
113.9 |
2.5% |
3% |
False |
False |
57,304 |
60 |
5,178.0 |
4,413.0 |
765.0 |
16.7% |
116.3 |
2.5% |
21% |
False |
False |
38,340 |
80 |
5,178.0 |
3,965.0 |
1,213.0 |
26.5% |
118.5 |
2.6% |
50% |
False |
False |
29,257 |
100 |
5,178.0 |
3,613.5 |
1,564.5 |
34.2% |
123.1 |
2.7% |
61% |
False |
False |
23,567 |
120 |
5,178.0 |
3,613.5 |
1,564.5 |
34.2% |
124.4 |
2.7% |
61% |
False |
False |
19,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,980.1 |
2.618 |
4,852.0 |
1.618 |
4,773.5 |
1.000 |
4,725.0 |
0.618 |
4,695.0 |
HIGH |
4,646.5 |
0.618 |
4,616.5 |
0.500 |
4,607.3 |
0.382 |
4,598.0 |
LOW |
4,568.0 |
0.618 |
4,519.5 |
1.000 |
4,489.5 |
1.618 |
4,441.0 |
2.618 |
4,362.5 |
4.250 |
4,234.4 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4,607.3 |
4,612.5 |
PP |
4,596.3 |
4,599.8 |
S1 |
4,585.4 |
4,587.2 |
|