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 |
3,745.0 |
3,665.0 |
-80.0 |
-2.1% |
3,864.0 |
High |
3,756.0 |
3,733.0 |
-23.0 |
-0.6% |
3,929.0 |
Low |
3,728.0 |
3,665.0 |
-63.0 |
-1.7% |
3,762.0 |
Close |
3,744.0 |
3,725.0 |
-19.0 |
-0.5% |
3,780.0 |
Range |
28.0 |
68.0 |
40.0 |
142.9% |
167.0 |
ATR |
62.8 |
63.9 |
1.2 |
1.8% |
0.0 |
Volume |
19,850 |
31,904 |
12,054 |
60.7% |
139,951 |
|
Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,911.7 |
3,886.3 |
3,762.4 |
|
R3 |
3,843.7 |
3,818.3 |
3,743.7 |
|
R2 |
3,775.7 |
3,775.7 |
3,737.5 |
|
R1 |
3,750.3 |
3,750.3 |
3,731.2 |
3,763.0 |
PP |
3,707.7 |
3,707.7 |
3,707.7 |
3,714.0 |
S1 |
3,682.3 |
3,682.3 |
3,718.8 |
3,695.0 |
S2 |
3,639.7 |
3,639.7 |
3,712.5 |
|
S3 |
3,571.7 |
3,614.3 |
3,706.3 |
|
S4 |
3,503.7 |
3,546.3 |
3,687.6 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,324.7 |
4,219.3 |
3,871.9 |
|
R3 |
4,157.7 |
4,052.3 |
3,825.9 |
|
R2 |
3,990.7 |
3,990.7 |
3,810.6 |
|
R1 |
3,885.3 |
3,885.3 |
3,795.3 |
3,854.5 |
PP |
3,823.7 |
3,823.7 |
3,823.7 |
3,808.3 |
S1 |
3,718.3 |
3,718.3 |
3,764.7 |
3,687.5 |
S2 |
3,656.7 |
3,656.7 |
3,749.4 |
|
S3 |
3,489.7 |
3,551.3 |
3,734.1 |
|
S4 |
3,322.7 |
3,384.3 |
3,688.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,883.0 |
3,665.0 |
218.0 |
5.9% |
41.8 |
1.1% |
28% |
False |
True |
24,449 |
10 |
3,929.0 |
3,665.0 |
264.0 |
7.1% |
46.0 |
1.2% |
23% |
False |
True |
26,033 |
20 |
4,064.0 |
3,665.0 |
399.0 |
10.7% |
48.4 |
1.3% |
15% |
False |
True |
31,990 |
40 |
4,064.0 |
3,665.0 |
399.0 |
10.7% |
43.2 |
1.2% |
15% |
False |
True |
16,202 |
60 |
4,064.0 |
3,638.0 |
426.0 |
11.4% |
37.1 |
1.0% |
20% |
False |
False |
10,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,022.0 |
2.618 |
3,911.0 |
1.618 |
3,843.0 |
1.000 |
3,801.0 |
0.618 |
3,775.0 |
HIGH |
3,733.0 |
0.618 |
3,707.0 |
0.500 |
3,699.0 |
0.382 |
3,691.0 |
LOW |
3,665.0 |
0.618 |
3,623.0 |
1.000 |
3,597.0 |
1.618 |
3,555.0 |
2.618 |
3,487.0 |
4.250 |
3,376.0 |
|
|
Fisher Pivots for day following 08-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
3,716.3 |
3,722.3 |
PP |
3,707.7 |
3,719.7 |
S1 |
3,699.0 |
3,717.0 |
|