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 |
4,110.0 |
4,100.0 |
-10.0 |
-0.2% |
4,171.0 |
High |
4,153.5 |
4,128.5 |
-25.0 |
-0.6% |
4,210.0 |
Low |
4,104.5 |
4,087.5 |
-17.0 |
-0.4% |
4,084.0 |
Close |
4,116.0 |
4,101.0 |
-15.0 |
-0.4% |
4,101.0 |
Range |
49.0 |
41.0 |
-8.0 |
-16.3% |
126.0 |
ATR |
85.6 |
82.4 |
-3.2 |
-3.7% |
0.0 |
Volume |
110,315 |
76,778 |
-33,537 |
-30.4% |
419,956 |
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,228.5 |
4,206.0 |
4,123.5 |
|
R3 |
4,187.5 |
4,165.0 |
4,112.5 |
|
R2 |
4,146.5 |
4,146.5 |
4,108.5 |
|
R1 |
4,124.0 |
4,124.0 |
4,105.0 |
4,135.0 |
PP |
4,105.5 |
4,105.5 |
4,105.5 |
4,111.5 |
S1 |
4,083.0 |
4,083.0 |
4,097.0 |
4,094.0 |
S2 |
4,064.5 |
4,064.5 |
4,093.5 |
|
S3 |
4,023.5 |
4,042.0 |
4,089.5 |
|
S4 |
3,982.5 |
4,001.0 |
4,078.5 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,509.5 |
4,431.5 |
4,170.5 |
|
R3 |
4,383.5 |
4,305.5 |
4,135.5 |
|
R2 |
4,257.5 |
4,257.5 |
4,124.0 |
|
R1 |
4,179.5 |
4,179.5 |
4,112.5 |
4,155.5 |
PP |
4,131.5 |
4,131.5 |
4,131.5 |
4,120.0 |
S1 |
4,053.5 |
4,053.5 |
4,089.5 |
4,029.5 |
S2 |
4,005.5 |
4,005.5 |
4,078.0 |
|
S3 |
3,879.5 |
3,927.5 |
4,066.5 |
|
S4 |
3,753.5 |
3,801.5 |
4,031.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,210.0 |
4,084.0 |
126.0 |
3.1% |
64.0 |
1.6% |
13% |
False |
False |
83,991 |
10 |
4,326.0 |
4,084.0 |
242.0 |
5.9% |
78.0 |
1.9% |
7% |
False |
False |
92,159 |
20 |
4,433.5 |
4,084.0 |
349.5 |
8.5% |
81.5 |
2.0% |
5% |
False |
False |
107,013 |
40 |
4,471.5 |
4,084.0 |
387.5 |
9.4% |
80.0 |
2.0% |
4% |
False |
False |
54,576 |
60 |
4,471.5 |
3,818.0 |
653.5 |
15.9% |
83.0 |
2.0% |
43% |
False |
False |
36,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,303.0 |
2.618 |
4,236.0 |
1.618 |
4,195.0 |
1.000 |
4,169.5 |
0.618 |
4,154.0 |
HIGH |
4,128.5 |
0.618 |
4,113.0 |
0.500 |
4,108.0 |
0.382 |
4,103.0 |
LOW |
4,087.5 |
0.618 |
4,062.0 |
1.000 |
4,046.5 |
1.618 |
4,021.0 |
2.618 |
3,980.0 |
4.250 |
3,913.0 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
4,108.0 |
4,123.0 |
PP |
4,105.5 |
4,116.0 |
S1 |
4,103.5 |
4,108.5 |
|