Trading Metrics calculated at close of trading on 08-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,324.95 |
8,157.02 |
-167.93 |
-2.0% |
8,440.13 |
High |
8,326.31 |
8,219.52 |
-106.79 |
-1.3% |
8,580.47 |
Low |
8,154.38 |
8,087.19 |
-67.19 |
-0.8% |
8,280.74 |
Close |
8,163.60 |
8,178.41 |
14.81 |
0.2% |
8,280.74 |
Range |
171.93 |
132.33 |
-39.60 |
-23.0% |
299.73 |
ATR |
152.93 |
151.46 |
-1.47 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,558.70 |
8,500.88 |
8,251.19 |
|
R3 |
8,426.37 |
8,368.55 |
8,214.80 |
|
R2 |
8,294.04 |
8,294.04 |
8,202.67 |
|
R1 |
8,236.22 |
8,236.22 |
8,190.54 |
8,265.13 |
PP |
8,161.71 |
8,161.71 |
8,161.71 |
8,176.16 |
S1 |
8,103.89 |
8,103.89 |
8,166.28 |
8,132.80 |
S2 |
8,029.38 |
8,029.38 |
8,154.15 |
|
S3 |
7,897.05 |
7,971.56 |
8,142.02 |
|
S4 |
7,764.72 |
7,839.23 |
8,105.63 |
|
|
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 |
8,087.19 |
493.28 |
6.0% |
156.33 |
1.9% |
18% |
False |
True |
|
10 |
8,580.47 |
8,087.19 |
493.28 |
6.0% |
151.93 |
1.9% |
18% |
False |
True |
|
20 |
8,877.93 |
8,087.19 |
790.74 |
9.7% |
146.77 |
1.8% |
12% |
False |
True |
|
40 |
8,877.93 |
8,087.19 |
790.74 |
9.7% |
154.93 |
1.9% |
12% |
False |
True |
|
60 |
8,877.93 |
7,791.95 |
1,085.98 |
13.3% |
160.60 |
2.0% |
36% |
False |
False |
|
80 |
8,877.93 |
7,172.05 |
1,705.88 |
20.9% |
178.07 |
2.2% |
59% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
29.4% |
189.25 |
2.3% |
71% |
False |
False |
|
120 |
8,877.93 |
6,469.95 |
2,407.98 |
29.4% |
197.33 |
2.4% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,781.92 |
2.618 |
8,565.96 |
1.618 |
8,433.63 |
1.000 |
8,351.85 |
0.618 |
8,301.30 |
HIGH |
8,219.52 |
0.618 |
8,168.97 |
0.500 |
8,153.36 |
0.382 |
8,137.74 |
LOW |
8,087.19 |
0.618 |
8,005.41 |
1.000 |
7,954.86 |
1.618 |
7,873.08 |
2.618 |
7,740.75 |
4.250 |
7,524.79 |
|
|
Fisher Pivots for day following 08-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,170.06 |
8,207.58 |
PP |
8,161.71 |
8,197.86 |
S1 |
8,153.36 |
8,188.13 |
|