Trading Metrics calculated at close of trading on 09-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,157.02 |
8,179.01 |
21.99 |
0.3% |
8,440.13 |
High |
8,219.52 |
8,228.67 |
9.15 |
0.1% |
8,580.47 |
Low |
8,087.19 |
8,145.31 |
58.12 |
0.7% |
8,280.74 |
Close |
8,178.41 |
8,183.17 |
4.76 |
0.1% |
8,280.74 |
Range |
132.33 |
83.36 |
-48.97 |
-37.0% |
299.73 |
ATR |
151.46 |
146.60 |
-4.86 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,435.80 |
8,392.84 |
8,229.02 |
|
R3 |
8,352.44 |
8,309.48 |
8,206.09 |
|
R2 |
8,269.08 |
8,269.08 |
8,198.45 |
|
R1 |
8,226.12 |
8,226.12 |
8,190.81 |
8,247.60 |
PP |
8,185.72 |
8,185.72 |
8,185.72 |
8,196.46 |
S1 |
8,142.76 |
8,142.76 |
8,175.53 |
8,164.24 |
S2 |
8,102.36 |
8,102.36 |
8,167.89 |
|
S3 |
8,019.00 |
8,059.40 |
8,160.25 |
|
S4 |
7,935.64 |
7,976.04 |
8,137.32 |
|
|
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 |
8,503.23 |
8,087.19 |
416.04 |
5.1% |
146.42 |
1.8% |
23% |
False |
False |
|
10 |
8,580.47 |
8,087.19 |
493.28 |
6.0% |
143.41 |
1.8% |
19% |
False |
False |
|
20 |
8,877.93 |
8,087.19 |
790.74 |
9.7% |
141.19 |
1.7% |
12% |
False |
False |
|
40 |
8,877.93 |
8,087.19 |
790.74 |
9.7% |
153.22 |
1.9% |
12% |
False |
False |
|
60 |
8,877.93 |
7,791.95 |
1,085.98 |
13.3% |
159.41 |
1.9% |
36% |
False |
False |
|
80 |
8,877.93 |
7,172.05 |
1,705.88 |
20.8% |
176.79 |
2.2% |
59% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
29.4% |
188.78 |
2.3% |
71% |
False |
False |
|
120 |
8,877.93 |
6,469.95 |
2,407.98 |
29.4% |
195.60 |
2.4% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,582.95 |
2.618 |
8,446.91 |
1.618 |
8,363.55 |
1.000 |
8,312.03 |
0.618 |
8,280.19 |
HIGH |
8,228.67 |
0.618 |
8,196.83 |
0.500 |
8,186.99 |
0.382 |
8,177.15 |
LOW |
8,145.31 |
0.618 |
8,093.79 |
1.000 |
8,061.95 |
1.618 |
8,010.43 |
2.618 |
7,927.07 |
4.250 |
7,791.03 |
|
|
Fisher Pivots for day following 09-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,186.99 |
8,206.75 |
PP |
8,185.72 |
8,198.89 |
S1 |
8,184.44 |
8,191.03 |
|