Trading Metrics calculated at close of trading on 02-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1,477.50 |
1,478.50 |
1.00 |
0.1% |
1,463.75 |
High |
1,496.25 |
1,479.25 |
-17.00 |
-1.1% |
1,482.00 |
Low |
1,474.25 |
1,441.25 |
-33.00 |
-2.2% |
1,412.00 |
Close |
1,478.75 |
1,445.25 |
-33.50 |
-2.3% |
1,476.75 |
Range |
22.00 |
38.00 |
16.00 |
72.7% |
70.00 |
ATR |
31.18 |
31.67 |
0.49 |
1.6% |
0.00 |
Volume |
242,467 |
224,432 |
-18,035 |
-7.4% |
1,427,603 |
|
Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,569.25 |
1,545.25 |
1,466.25 |
|
R3 |
1,531.25 |
1,507.25 |
1,455.75 |
|
R2 |
1,493.25 |
1,493.25 |
1,452.25 |
|
R1 |
1,469.25 |
1,469.25 |
1,448.75 |
1,462.25 |
PP |
1,455.25 |
1,455.25 |
1,455.25 |
1,451.75 |
S1 |
1,431.25 |
1,431.25 |
1,441.75 |
1,424.25 |
S2 |
1,417.25 |
1,417.25 |
1,438.25 |
|
S3 |
1,379.25 |
1,393.25 |
1,434.75 |
|
S4 |
1,341.25 |
1,355.25 |
1,424.25 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,667.00 |
1,641.75 |
1,515.25 |
|
R3 |
1,597.00 |
1,571.75 |
1,496.00 |
|
R2 |
1,527.00 |
1,527.00 |
1,489.50 |
|
R1 |
1,501.75 |
1,501.75 |
1,483.25 |
1,514.50 |
PP |
1,457.00 |
1,457.00 |
1,457.00 |
1,463.25 |
S1 |
1,431.75 |
1,431.75 |
1,470.25 |
1,444.50 |
S2 |
1,387.00 |
1,387.00 |
1,464.00 |
|
S3 |
1,317.00 |
1,361.75 |
1,457.50 |
|
S4 |
1,247.00 |
1,291.75 |
1,438.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,496.25 |
1,441.25 |
55.00 |
3.8% |
26.00 |
1.8% |
7% |
False |
True |
239,895 |
10 |
1,496.25 |
1,412.00 |
84.25 |
5.8% |
31.25 |
2.2% |
39% |
False |
False |
263,047 |
20 |
1,516.00 |
1,412.00 |
104.00 |
7.2% |
30.75 |
2.1% |
32% |
False |
False |
210,138 |
40 |
1,516.00 |
1,336.75 |
179.25 |
12.4% |
34.50 |
2.4% |
61% |
False |
False |
105,250 |
60 |
1,516.00 |
1,269.00 |
247.00 |
17.1% |
33.25 |
2.3% |
71% |
False |
False |
70,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,640.75 |
2.618 |
1,578.75 |
1.618 |
1,540.75 |
1.000 |
1,517.25 |
0.618 |
1,502.75 |
HIGH |
1,479.25 |
0.618 |
1,464.75 |
0.500 |
1,460.25 |
0.382 |
1,455.75 |
LOW |
1,441.25 |
0.618 |
1,417.75 |
1.000 |
1,403.25 |
1.618 |
1,379.75 |
2.618 |
1,341.75 |
4.250 |
1,279.75 |
|
|
Fisher Pivots for day following 02-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1,460.25 |
1,468.75 |
PP |
1,455.25 |
1,461.00 |
S1 |
1,450.25 |
1,453.00 |
|