Trading Metrics calculated at close of trading on 06-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,503.00 |
8,279.30 |
-223.70 |
-2.6% |
8,440.13 |
High |
8,503.23 |
8,327.97 |
-175.26 |
-2.1% |
8,580.47 |
Low |
8,280.74 |
8,205.99 |
-74.75 |
-0.9% |
8,280.74 |
Close |
8,280.74 |
8,324.87 |
44.13 |
0.5% |
8,280.74 |
Range |
222.49 |
121.98 |
-100.51 |
-45.2% |
299.73 |
ATR |
153.74 |
151.47 |
-2.27 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,652.22 |
8,610.52 |
8,391.96 |
|
R3 |
8,530.24 |
8,488.54 |
8,358.41 |
|
R2 |
8,408.26 |
8,408.26 |
8,347.23 |
|
R1 |
8,366.56 |
8,366.56 |
8,336.05 |
8,387.41 |
PP |
8,286.28 |
8,286.28 |
8,286.28 |
8,296.70 |
S1 |
8,244.58 |
8,244.58 |
8,313.69 |
8,265.43 |
S2 |
8,164.30 |
8,164.30 |
8,302.51 |
|
S3 |
8,042.32 |
8,122.60 |
8,291.33 |
|
S4 |
7,920.34 |
8,000.62 |
8,257.78 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,279.84 |
9,080.02 |
8,445.59 |
|
R3 |
8,980.11 |
8,780.29 |
8,363.17 |
|
R2 |
8,680.38 |
8,680.38 |
8,335.69 |
|
R1 |
8,480.56 |
8,480.56 |
8,308.22 |
8,430.61 |
PP |
8,380.65 |
8,380.65 |
8,380.65 |
8,355.67 |
S1 |
8,180.83 |
8,180.83 |
8,253.26 |
8,130.88 |
S2 |
8,080.92 |
8,080.92 |
8,225.79 |
|
S3 |
7,781.19 |
7,881.10 |
8,198.31 |
|
S4 |
7,481.46 |
7,581.37 |
8,115.89 |
|
|
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 |
8,205.99 |
374.48 |
4.5% |
149.61 |
1.8% |
32% |
False |
True |
|
10 |
8,580.47 |
8,205.99 |
374.48 |
4.5% |
150.38 |
1.8% |
32% |
False |
True |
|
20 |
8,877.93 |
8,205.99 |
671.94 |
8.1% |
145.01 |
1.7% |
18% |
False |
True |
|
40 |
8,877.93 |
8,205.99 |
671.94 |
8.1% |
155.72 |
1.9% |
18% |
False |
True |
|
60 |
8,877.93 |
7,791.95 |
1,085.98 |
13.0% |
162.15 |
1.9% |
49% |
False |
False |
|
80 |
8,877.93 |
6,872.25 |
2,005.68 |
24.1% |
179.89 |
2.2% |
72% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.9% |
189.97 |
2.3% |
77% |
False |
False |
|
120 |
8,877.93 |
6,469.95 |
2,407.98 |
28.9% |
198.55 |
2.4% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,846.39 |
2.618 |
8,647.31 |
1.618 |
8,525.33 |
1.000 |
8,449.95 |
0.618 |
8,403.35 |
HIGH |
8,327.97 |
0.618 |
8,281.37 |
0.500 |
8,266.98 |
0.382 |
8,252.59 |
LOW |
8,205.99 |
0.618 |
8,130.61 |
1.000 |
8,084.01 |
1.618 |
8,008.63 |
2.618 |
7,886.65 |
4.250 |
7,687.58 |
|
|
Fisher Pivots for day following 06-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,305.57 |
8,393.23 |
PP |
8,286.28 |
8,370.44 |
S1 |
8,266.98 |
8,347.66 |
|