Trading Metrics calculated at close of trading on 10-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,179.01 |
8,182.49 |
3.48 |
0.0% |
8,279.30 |
High |
8,228.67 |
8,183.85 |
-44.82 |
-0.5% |
8,327.97 |
Low |
8,145.31 |
8,093.31 |
-52.00 |
-0.6% |
8,087.19 |
Close |
8,183.17 |
8,146.52 |
-36.65 |
-0.4% |
8,146.52 |
Range |
83.36 |
90.54 |
7.18 |
8.6% |
240.78 |
ATR |
146.60 |
142.59 |
-4.00 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,412.85 |
8,370.22 |
8,196.32 |
|
R3 |
8,322.31 |
8,279.68 |
8,171.42 |
|
R2 |
8,231.77 |
8,231.77 |
8,163.12 |
|
R1 |
8,189.14 |
8,189.14 |
8,154.82 |
8,165.19 |
PP |
8,141.23 |
8,141.23 |
8,141.23 |
8,129.25 |
S1 |
8,098.60 |
8,098.60 |
8,138.22 |
8,074.65 |
S2 |
8,050.69 |
8,050.69 |
8,129.92 |
|
S3 |
7,960.15 |
8,008.06 |
8,121.62 |
|
S4 |
7,869.61 |
7,917.52 |
8,096.72 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,909.57 |
8,768.82 |
8,278.95 |
|
R3 |
8,668.79 |
8,528.04 |
8,212.73 |
|
R2 |
8,428.01 |
8,428.01 |
8,190.66 |
|
R1 |
8,287.26 |
8,287.26 |
8,168.59 |
8,237.25 |
PP |
8,187.23 |
8,187.23 |
8,187.23 |
8,162.22 |
S1 |
8,046.48 |
8,046.48 |
8,124.45 |
7,996.47 |
S2 |
7,946.45 |
7,946.45 |
8,102.38 |
|
S3 |
7,705.67 |
7,805.70 |
8,080.31 |
|
S4 |
7,464.89 |
7,564.92 |
8,014.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,327.97 |
8,087.19 |
240.78 |
3.0% |
120.03 |
1.5% |
25% |
False |
False |
|
10 |
8,580.47 |
8,087.19 |
493.28 |
6.1% |
129.36 |
1.6% |
12% |
False |
False |
|
20 |
8,805.53 |
8,087.19 |
718.34 |
8.8% |
138.63 |
1.7% |
8% |
False |
False |
|
40 |
8,877.93 |
8,087.19 |
790.74 |
9.7% |
150.49 |
1.8% |
8% |
False |
False |
|
60 |
8,877.93 |
7,791.95 |
1,085.98 |
13.3% |
158.07 |
1.9% |
33% |
False |
False |
|
80 |
8,877.93 |
7,257.27 |
1,620.66 |
19.9% |
175.11 |
2.1% |
55% |
False |
False |
|
100 |
8,877.93 |
6,469.95 |
2,407.98 |
29.6% |
186.74 |
2.3% |
70% |
False |
False |
|
120 |
8,877.93 |
6,469.95 |
2,407.98 |
29.6% |
194.42 |
2.4% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,568.65 |
2.618 |
8,420.88 |
1.618 |
8,330.34 |
1.000 |
8,274.39 |
0.618 |
8,239.80 |
HIGH |
8,183.85 |
0.618 |
8,149.26 |
0.500 |
8,138.58 |
0.382 |
8,127.90 |
LOW |
8,093.31 |
0.618 |
8,037.36 |
1.000 |
8,002.77 |
1.618 |
7,946.82 |
2.618 |
7,856.28 |
4.250 |
7,708.52 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,143.87 |
8,157.93 |
PP |
8,141.23 |
8,154.13 |
S1 |
8,138.58 |
8,150.32 |
|