Trading Metrics calculated at close of trading on 02-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,397 |
8,446 |
49 |
0.6% |
8,461 |
High |
8,527 |
8,450 |
-77 |
-0.9% |
8,509 |
Low |
8,380 |
8,232 |
-148 |
-1.8% |
8,194 |
Close |
8,448 |
8,241 |
-207 |
-2.5% |
8,373 |
Range |
147 |
218 |
71 |
48.3% |
315 |
ATR |
162 |
166 |
4 |
2.5% |
0 |
Volume |
134,283 |
115,465 |
-18,818 |
-14.0% |
689,450 |
|
Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,962 |
8,819 |
8,361 |
|
R3 |
8,744 |
8,601 |
8,301 |
|
R2 |
8,526 |
8,526 |
8,281 |
|
R1 |
8,383 |
8,383 |
8,261 |
8,346 |
PP |
8,308 |
8,308 |
8,308 |
8,289 |
S1 |
8,165 |
8,165 |
8,221 |
8,128 |
S2 |
8,090 |
8,090 |
8,201 |
|
S3 |
7,872 |
7,947 |
8,181 |
|
S4 |
7,654 |
7,729 |
8,121 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,304 |
9,153 |
8,546 |
|
R3 |
8,989 |
8,838 |
8,460 |
|
R2 |
8,674 |
8,674 |
8,431 |
|
R1 |
8,523 |
8,523 |
8,402 |
8,441 |
PP |
8,359 |
8,359 |
8,359 |
8,318 |
S1 |
8,208 |
8,208 |
8,344 |
8,126 |
S2 |
8,044 |
8,044 |
8,315 |
|
S3 |
7,729 |
7,893 |
8,287 |
|
S4 |
7,414 |
7,578 |
8,200 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,527 |
8,232 |
295 |
3.6% |
157 |
1.9% |
3% |
False |
True |
125,527 |
10 |
8,566 |
8,194 |
372 |
4.5% |
165 |
2.0% |
13% |
False |
False |
127,442 |
20 |
8,828 |
8,194 |
634 |
7.7% |
158 |
1.9% |
7% |
False |
False |
93,868 |
40 |
8,828 |
8,122 |
706 |
8.6% |
170 |
2.1% |
17% |
False |
False |
47,095 |
60 |
8,828 |
7,614 |
1,214 |
14.7% |
177 |
2.1% |
52% |
False |
False |
31,419 |
80 |
8,828 |
6,805 |
2,023 |
24.5% |
183 |
2.2% |
71% |
False |
False |
23,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,377 |
2.618 |
9,021 |
1.618 |
8,803 |
1.000 |
8,668 |
0.618 |
8,585 |
HIGH |
8,450 |
0.618 |
8,367 |
0.500 |
8,341 |
0.382 |
8,315 |
LOW |
8,232 |
0.618 |
8,097 |
1.000 |
8,014 |
1.618 |
7,879 |
2.618 |
7,661 |
4.250 |
7,306 |
|
|
Fisher Pivots for day following 02-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,341 |
8,380 |
PP |
8,308 |
8,333 |
S1 |
8,274 |
8,287 |
|