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 |
8,230 |
8,278 |
48 |
0.6% |
8,371 |
High |
8,283 |
8,296 |
13 |
0.2% |
8,527 |
Low |
8,142 |
8,086 |
-56 |
-0.7% |
8,232 |
Close |
8,277 |
8,131 |
-146 |
-1.8% |
8,241 |
Range |
141 |
210 |
69 |
48.9% |
295 |
ATR |
164 |
168 |
3 |
2.0% |
0 |
Volume |
134,523 |
131,777 |
-2,746 |
-2.0% |
457,788 |
|
Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,801 |
8,676 |
8,247 |
|
R3 |
8,591 |
8,466 |
8,189 |
|
R2 |
8,381 |
8,381 |
8,170 |
|
R1 |
8,256 |
8,256 |
8,150 |
8,214 |
PP |
8,171 |
8,171 |
8,171 |
8,150 |
S1 |
8,046 |
8,046 |
8,112 |
8,004 |
S2 |
7,961 |
7,961 |
8,093 |
|
S3 |
7,751 |
7,836 |
8,073 |
|
S4 |
7,541 |
7,626 |
8,016 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,218 |
9,025 |
8,403 |
|
R3 |
8,923 |
8,730 |
8,322 |
|
R2 |
8,628 |
8,628 |
8,295 |
|
R1 |
8,435 |
8,435 |
8,268 |
8,384 |
PP |
8,333 |
8,333 |
8,333 |
8,308 |
S1 |
8,140 |
8,140 |
8,214 |
8,089 |
S2 |
8,038 |
8,038 |
8,187 |
|
S3 |
7,743 |
7,845 |
8,160 |
|
S4 |
7,448 |
7,550 |
8,079 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,527 |
8,086 |
441 |
5.4% |
178 |
2.2% |
10% |
False |
True |
122,569 |
10 |
8,527 |
8,086 |
441 |
5.4% |
164 |
2.0% |
10% |
False |
True |
130,387 |
20 |
8,828 |
8,086 |
742 |
9.1% |
157 |
1.9% |
6% |
False |
True |
107,031 |
40 |
8,828 |
8,086 |
742 |
9.1% |
168 |
2.1% |
6% |
False |
True |
53,748 |
60 |
8,828 |
7,677 |
1,151 |
14.2% |
174 |
2.1% |
39% |
False |
False |
35,856 |
80 |
8,828 |
7,039 |
1,789 |
22.0% |
183 |
2.3% |
61% |
False |
False |
26,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,189 |
2.618 |
8,846 |
1.618 |
8,636 |
1.000 |
8,506 |
0.618 |
8,426 |
HIGH |
8,296 |
0.618 |
8,216 |
0.500 |
8,191 |
0.382 |
8,166 |
LOW |
8,086 |
0.618 |
7,956 |
1.000 |
7,876 |
1.618 |
7,746 |
2.618 |
7,536 |
4.250 |
7,194 |
|
|
Fisher Pivots for day following 07-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,191 |
8,268 |
PP |
8,171 |
8,222 |
S1 |
8,151 |
8,177 |
|