Trading Metrics calculated at close of trading on 01-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,528.93 |
8,447.53 |
-81.40 |
-1.0% |
8,538.52 |
High |
8,560.44 |
8,580.47 |
20.03 |
0.2% |
8,538.83 |
Low |
8,393.95 |
8,447.53 |
53.58 |
0.6% |
8,259.43 |
Close |
8,447.00 |
8,504.06 |
57.06 |
0.7% |
8,438.39 |
Range |
166.49 |
132.94 |
-33.55 |
-20.2% |
279.40 |
ATR |
149.53 |
148.39 |
-1.15 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,909.51 |
8,839.72 |
8,577.18 |
|
R3 |
8,776.57 |
8,706.78 |
8,540.62 |
|
R2 |
8,643.63 |
8,643.63 |
8,528.43 |
|
R1 |
8,573.84 |
8,573.84 |
8,516.25 |
8,608.74 |
PP |
8,510.69 |
8,510.69 |
8,510.69 |
8,528.13 |
S1 |
8,440.90 |
8,440.90 |
8,491.87 |
8,475.80 |
S2 |
8,377.75 |
8,377.75 |
8,479.69 |
|
S3 |
8,244.81 |
8,307.96 |
8,467.50 |
|
S4 |
8,111.87 |
8,175.02 |
8,430.94 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,250.42 |
9,123.80 |
8,592.06 |
|
R3 |
8,971.02 |
8,844.40 |
8,515.23 |
|
R2 |
8,691.62 |
8,691.62 |
8,489.61 |
|
R1 |
8,565.00 |
8,565.00 |
8,464.00 |
8,488.61 |
PP |
8,412.22 |
8,412.22 |
8,412.22 |
8,374.02 |
S1 |
8,285.60 |
8,285.60 |
8,412.78 |
8,209.21 |
S2 |
8,132.82 |
8,132.82 |
8,387.17 |
|
S3 |
7,853.42 |
8,006.20 |
8,361.56 |
|
S4 |
7,574.02 |
7,726.80 |
8,284.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,580.47 |
8,259.43 |
321.04 |
3.8% |
140.40 |
1.7% |
76% |
True |
False |
|
10 |
8,616.59 |
8,259.43 |
357.16 |
4.2% |
139.46 |
1.6% |
68% |
False |
False |
|
20 |
8,877.93 |
8,259.43 |
618.50 |
7.3% |
140.57 |
1.7% |
40% |
False |
False |
|
40 |
8,877.93 |
8,221.01 |
656.92 |
7.7% |
155.47 |
1.8% |
43% |
False |
False |
|
60 |
8,877.93 |
7,750.85 |
1,127.08 |
13.3% |
162.13 |
1.9% |
67% |
False |
False |
|
80 |
8,877.93 |
6,546.61 |
2,331.32 |
27.4% |
182.17 |
2.1% |
84% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.3% |
191.92 |
2.3% |
84% |
False |
False |
|
120 |
8,877.93 |
6,469.95 |
2,407.98 |
28.3% |
198.80 |
2.3% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,145.47 |
2.618 |
8,928.51 |
1.618 |
8,795.57 |
1.000 |
8,713.41 |
0.618 |
8,662.63 |
HIGH |
8,580.47 |
0.618 |
8,529.69 |
0.500 |
8,514.00 |
0.382 |
8,498.31 |
LOW |
8,447.53 |
0.618 |
8,365.37 |
1.000 |
8,314.59 |
1.618 |
8,232.43 |
2.618 |
8,099.49 |
4.250 |
7,882.54 |
|
|
Fisher Pivots for day following 01-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,514.00 |
8,498.44 |
PP |
8,510.69 |
8,492.83 |
S1 |
8,507.37 |
8,487.21 |
|