Trading Metrics calculated at close of trading on 06-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,446 |
8,230 |
-216 |
-2.6% |
8,371 |
High |
8,450 |
8,283 |
-167 |
-2.0% |
8,527 |
Low |
8,232 |
8,142 |
-90 |
-1.1% |
8,232 |
Close |
8,241 |
8,277 |
36 |
0.4% |
8,241 |
Range |
218 |
141 |
-77 |
-35.3% |
295 |
ATR |
166 |
164 |
-2 |
-1.1% |
0 |
Volume |
115,465 |
134,523 |
19,058 |
16.5% |
457,788 |
|
Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,657 |
8,608 |
8,355 |
|
R3 |
8,516 |
8,467 |
8,316 |
|
R2 |
8,375 |
8,375 |
8,303 |
|
R1 |
8,326 |
8,326 |
8,290 |
8,351 |
PP |
8,234 |
8,234 |
8,234 |
8,246 |
S1 |
8,185 |
8,185 |
8,264 |
8,210 |
S2 |
8,093 |
8,093 |
8,251 |
|
S3 |
7,952 |
8,044 |
8,238 |
|
S4 |
7,811 |
7,903 |
8,200 |
|
|
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 |
8,142 |
385 |
4.7% |
167 |
2.0% |
35% |
False |
True |
118,462 |
10 |
8,527 |
8,142 |
385 |
4.7% |
166 |
2.0% |
35% |
False |
True |
128,176 |
20 |
8,828 |
8,142 |
686 |
8.3% |
156 |
1.9% |
20% |
False |
True |
100,535 |
40 |
8,828 |
8,122 |
706 |
8.5% |
168 |
2.0% |
22% |
False |
False |
50,455 |
60 |
8,828 |
7,665 |
1,163 |
14.1% |
176 |
2.1% |
53% |
False |
False |
33,661 |
80 |
8,828 |
6,805 |
2,023 |
24.4% |
184 |
2.2% |
73% |
False |
False |
25,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,882 |
2.618 |
8,652 |
1.618 |
8,511 |
1.000 |
8,424 |
0.618 |
8,370 |
HIGH |
8,283 |
0.618 |
8,229 |
0.500 |
8,213 |
0.382 |
8,196 |
LOW |
8,142 |
0.618 |
8,055 |
1.000 |
8,001 |
1.618 |
7,914 |
2.618 |
7,773 |
4.250 |
7,543 |
|
|
Fisher Pivots for day following 06-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,256 |
8,335 |
PP |
8,234 |
8,315 |
S1 |
8,213 |
8,296 |
|