Trading Metrics calculated at close of trading on 07-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,279.30 |
8,324.95 |
45.65 |
0.6% |
8,440.13 |
High |
8,327.97 |
8,326.31 |
-1.66 |
0.0% |
8,580.47 |
Low |
8,205.99 |
8,154.38 |
-51.61 |
-0.6% |
8,280.74 |
Close |
8,324.87 |
8,163.60 |
-161.27 |
-1.9% |
8,280.74 |
Range |
121.98 |
171.93 |
49.95 |
40.9% |
299.73 |
ATR |
151.47 |
152.93 |
1.46 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,730.55 |
8,619.01 |
8,258.16 |
|
R3 |
8,558.62 |
8,447.08 |
8,210.88 |
|
R2 |
8,386.69 |
8,386.69 |
8,195.12 |
|
R1 |
8,275.15 |
8,275.15 |
8,179.36 |
8,244.96 |
PP |
8,214.76 |
8,214.76 |
8,214.76 |
8,199.67 |
S1 |
8,103.22 |
8,103.22 |
8,147.84 |
8,073.03 |
S2 |
8,042.83 |
8,042.83 |
8,132.08 |
|
S3 |
7,870.90 |
7,931.29 |
8,116.32 |
|
S4 |
7,698.97 |
7,759.36 |
8,069.04 |
|
|
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 |
8,154.38 |
426.09 |
5.2% |
163.17 |
2.0% |
2% |
False |
True |
|
10 |
8,580.47 |
8,154.38 |
426.09 |
5.2% |
147.14 |
1.8% |
2% |
False |
True |
|
20 |
8,877.93 |
8,154.38 |
723.55 |
8.9% |
144.06 |
1.8% |
1% |
False |
True |
|
40 |
8,877.93 |
8,154.38 |
723.55 |
8.9% |
155.59 |
1.9% |
1% |
False |
True |
|
60 |
8,877.93 |
7,791.95 |
1,085.98 |
13.3% |
160.89 |
2.0% |
34% |
False |
False |
|
80 |
8,877.93 |
7,105.86 |
1,772.07 |
21.7% |
178.13 |
2.2% |
60% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
29.5% |
190.38 |
2.3% |
70% |
False |
False |
|
120 |
8,877.93 |
6,469.95 |
2,407.98 |
29.5% |
198.77 |
2.4% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,057.01 |
2.618 |
8,776.42 |
1.618 |
8,604.49 |
1.000 |
8,498.24 |
0.618 |
8,432.56 |
HIGH |
8,326.31 |
0.618 |
8,260.63 |
0.500 |
8,240.35 |
0.382 |
8,220.06 |
LOW |
8,154.38 |
0.618 |
8,048.13 |
1.000 |
7,982.45 |
1.618 |
7,876.20 |
2.618 |
7,704.27 |
4.250 |
7,423.68 |
|
|
Fisher Pivots for day following 07-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,240.35 |
8,328.81 |
PP |
8,214.76 |
8,273.74 |
S1 |
8,189.18 |
8,218.67 |
|