Trading Metrics calculated at close of trading on 02-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,447.53 |
8,503.00 |
55.47 |
0.7% |
8,538.52 |
High |
8,580.47 |
8,503.23 |
-77.24 |
-0.9% |
8,538.83 |
Low |
8,447.53 |
8,280.74 |
-166.79 |
-2.0% |
8,259.43 |
Close |
8,504.06 |
8,280.74 |
-223.32 |
-2.6% |
8,438.39 |
Range |
132.94 |
222.49 |
89.55 |
67.4% |
279.40 |
ATR |
148.39 |
153.74 |
5.35 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,022.37 |
8,874.05 |
8,403.11 |
|
R3 |
8,799.88 |
8,651.56 |
8,341.92 |
|
R2 |
8,577.39 |
8,577.39 |
8,321.53 |
|
R1 |
8,429.07 |
8,429.07 |
8,301.13 |
8,391.99 |
PP |
8,354.90 |
8,354.90 |
8,354.90 |
8,336.36 |
S1 |
8,206.58 |
8,206.58 |
8,260.35 |
8,169.50 |
S2 |
8,132.41 |
8,132.41 |
8,239.95 |
|
S3 |
7,909.92 |
7,984.09 |
8,219.56 |
|
S4 |
7,687.43 |
7,761.60 |
8,158.37 |
|
|
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 |
8,280.74 |
299.73 |
3.6% |
138.69 |
1.7% |
0% |
False |
True |
|
10 |
8,616.59 |
8,259.43 |
357.16 |
4.3% |
150.17 |
1.8% |
6% |
False |
False |
|
20 |
8,877.93 |
8,259.43 |
618.50 |
7.5% |
145.86 |
1.8% |
3% |
False |
False |
|
40 |
8,877.93 |
8,221.01 |
656.92 |
7.9% |
158.15 |
1.9% |
9% |
False |
False |
|
60 |
8,877.93 |
7,750.85 |
1,127.08 |
13.6% |
162.39 |
2.0% |
47% |
False |
False |
|
80 |
8,877.93 |
6,867.55 |
2,010.38 |
24.3% |
180.20 |
2.2% |
70% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
29.1% |
192.96 |
2.3% |
75% |
False |
False |
|
120 |
8,877.93 |
6,469.95 |
2,407.98 |
29.1% |
199.05 |
2.4% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,448.81 |
2.618 |
9,085.71 |
1.618 |
8,863.22 |
1.000 |
8,725.72 |
0.618 |
8,640.73 |
HIGH |
8,503.23 |
0.618 |
8,418.24 |
0.500 |
8,391.99 |
0.382 |
8,365.73 |
LOW |
8,280.74 |
0.618 |
8,143.24 |
1.000 |
8,058.25 |
1.618 |
7,920.75 |
2.618 |
7,698.26 |
4.250 |
7,335.16 |
|
|
Fisher Pivots for day following 02-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,391.99 |
8,430.61 |
PP |
8,354.90 |
8,380.65 |
S1 |
8,317.82 |
8,330.70 |
|