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 |
1,407.00 |
1,413.75 |
6.75 |
0.5% |
1,442.75 |
High |
1,421.25 |
1,426.50 |
5.25 |
0.4% |
1,446.75 |
Low |
1,406.50 |
1,402.75 |
-3.75 |
-0.3% |
1,392.50 |
Close |
1,413.50 |
1,416.00 |
2.50 |
0.2% |
1,416.00 |
Range |
14.75 |
23.75 |
9.00 |
61.0% |
54.25 |
ATR |
30.24 |
29.78 |
-0.46 |
-1.5% |
0.00 |
Volume |
326,368 |
223,831 |
-102,537 |
-31.4% |
1,351,437 |
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,486.25 |
1,475.00 |
1,429.00 |
|
R3 |
1,462.50 |
1,451.25 |
1,422.50 |
|
R2 |
1,438.75 |
1,438.75 |
1,420.25 |
|
R1 |
1,427.50 |
1,427.50 |
1,418.25 |
1,433.00 |
PP |
1,415.00 |
1,415.00 |
1,415.00 |
1,418.00 |
S1 |
1,403.75 |
1,403.75 |
1,413.75 |
1,409.50 |
S2 |
1,391.25 |
1,391.25 |
1,411.75 |
|
S3 |
1,367.50 |
1,380.00 |
1,409.50 |
|
S4 |
1,343.75 |
1,356.25 |
1,403.00 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,581.25 |
1,552.75 |
1,445.75 |
|
R3 |
1,527.00 |
1,498.50 |
1,431.00 |
|
R2 |
1,472.75 |
1,472.75 |
1,426.00 |
|
R1 |
1,444.25 |
1,444.25 |
1,421.00 |
1,431.50 |
PP |
1,418.50 |
1,418.50 |
1,418.50 |
1,412.00 |
S1 |
1,390.00 |
1,390.00 |
1,411.00 |
1,377.00 |
S2 |
1,364.25 |
1,364.25 |
1,406.00 |
|
S3 |
1,310.00 |
1,335.75 |
1,401.00 |
|
S4 |
1,255.75 |
1,281.50 |
1,386.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,446.75 |
1,392.50 |
54.25 |
3.8% |
25.75 |
1.8% |
43% |
False |
False |
270,287 |
10 |
1,496.25 |
1,392.50 |
103.75 |
7.3% |
26.00 |
1.8% |
23% |
False |
False |
255,091 |
20 |
1,496.50 |
1,392.50 |
104.00 |
7.3% |
29.50 |
2.1% |
23% |
False |
False |
275,966 |
40 |
1,516.00 |
1,336.75 |
179.25 |
12.7% |
31.75 |
2.3% |
44% |
False |
False |
139,019 |
60 |
1,516.00 |
1,299.75 |
216.25 |
15.3% |
33.00 |
2.3% |
54% |
False |
False |
92,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,527.50 |
2.618 |
1,488.75 |
1.618 |
1,465.00 |
1.000 |
1,450.25 |
0.618 |
1,441.25 |
HIGH |
1,426.50 |
0.618 |
1,417.50 |
0.500 |
1,414.50 |
0.382 |
1,411.75 |
LOW |
1,402.75 |
0.618 |
1,388.00 |
1.000 |
1,379.00 |
1.618 |
1,364.25 |
2.618 |
1,340.50 |
4.250 |
1,301.75 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1,415.50 |
1,413.75 |
PP |
1,415.00 |
1,411.75 |
S1 |
1,414.50 |
1,409.50 |
|