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 |
8,119 |
8,134 |
15 |
0.2% |
8,230 |
High |
8,190 |
8,134 |
-56 |
-0.7% |
8,296 |
Low |
8,092 |
8,041 |
-51 |
-0.6% |
8,035 |
Close |
8,134 |
8,085 |
-49 |
-0.6% |
8,085 |
Range |
98 |
93 |
-5 |
-5.1% |
261 |
ATR |
160 |
155 |
-5 |
-3.0% |
0 |
Volume |
164,710 |
116,077 |
-48,633 |
-29.5% |
691,466 |
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,366 |
8,318 |
8,136 |
|
R3 |
8,273 |
8,225 |
8,111 |
|
R2 |
8,180 |
8,180 |
8,102 |
|
R1 |
8,132 |
8,132 |
8,094 |
8,110 |
PP |
8,087 |
8,087 |
8,087 |
8,075 |
S1 |
8,039 |
8,039 |
8,077 |
8,017 |
S2 |
7,994 |
7,994 |
8,068 |
|
S3 |
7,901 |
7,946 |
8,060 |
|
S4 |
7,808 |
7,853 |
8,034 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,922 |
8,764 |
8,229 |
|
R3 |
8,661 |
8,503 |
8,157 |
|
R2 |
8,400 |
8,400 |
8,133 |
|
R1 |
8,242 |
8,242 |
8,109 |
8,191 |
PP |
8,139 |
8,139 |
8,139 |
8,113 |
S1 |
7,981 |
7,981 |
8,061 |
7,930 |
S2 |
7,878 |
7,878 |
8,037 |
|
S3 |
7,617 |
7,720 |
8,013 |
|
S4 |
7,356 |
7,459 |
7,942 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,296 |
8,035 |
261 |
3.2% |
135 |
1.7% |
19% |
False |
False |
138,293 |
10 |
8,527 |
8,035 |
492 |
6.1% |
146 |
1.8% |
10% |
False |
False |
131,910 |
20 |
8,757 |
8,035 |
722 |
8.9% |
151 |
1.9% |
7% |
False |
False |
127,656 |
40 |
8,828 |
8,035 |
793 |
9.8% |
164 |
2.0% |
6% |
False |
False |
64,368 |
60 |
8,828 |
7,677 |
1,151 |
14.2% |
171 |
2.1% |
35% |
False |
False |
42,939 |
80 |
8,828 |
7,180 |
1,648 |
20.4% |
182 |
2.3% |
55% |
False |
False |
32,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,529 |
2.618 |
8,378 |
1.618 |
8,285 |
1.000 |
8,227 |
0.618 |
8,192 |
HIGH |
8,134 |
0.618 |
8,099 |
0.500 |
8,088 |
0.382 |
8,077 |
LOW |
8,041 |
0.618 |
7,984 |
1.000 |
7,948 |
1.618 |
7,891 |
2.618 |
7,798 |
4.250 |
7,646 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,088 |
8,113 |
PP |
8,087 |
8,103 |
S1 |
8,086 |
8,094 |
|