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 |
8,278 |
8,131 |
-147 |
-1.8% |
8,371 |
High |
8,296 |
8,166 |
-130 |
-1.6% |
8,527 |
Low |
8,086 |
8,035 |
-51 |
-0.6% |
8,232 |
Close |
8,131 |
8,116 |
-15 |
-0.2% |
8,241 |
Range |
210 |
131 |
-79 |
-37.6% |
295 |
ATR |
168 |
165 |
-3 |
-1.6% |
0 |
Volume |
131,777 |
144,379 |
12,602 |
9.6% |
457,788 |
|
Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,499 |
8,438 |
8,188 |
|
R3 |
8,368 |
8,307 |
8,152 |
|
R2 |
8,237 |
8,237 |
8,140 |
|
R1 |
8,176 |
8,176 |
8,128 |
8,141 |
PP |
8,106 |
8,106 |
8,106 |
8,088 |
S1 |
8,045 |
8,045 |
8,104 |
8,010 |
S2 |
7,975 |
7,975 |
8,092 |
|
S3 |
7,844 |
7,914 |
8,080 |
|
S4 |
7,713 |
7,783 |
8,044 |
|
|
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 |
8,035 |
492 |
6.1% |
170 |
2.1% |
16% |
False |
True |
132,085 |
10 |
8,527 |
8,035 |
492 |
6.1% |
167 |
2.1% |
16% |
False |
True |
131,014 |
20 |
8,828 |
8,035 |
793 |
9.8% |
160 |
2.0% |
10% |
False |
True |
114,143 |
40 |
8,828 |
8,035 |
793 |
9.8% |
169 |
2.1% |
10% |
False |
True |
57,354 |
60 |
8,828 |
7,677 |
1,151 |
14.2% |
174 |
2.1% |
38% |
False |
False |
38,262 |
80 |
8,828 |
7,112 |
1,716 |
21.1% |
184 |
2.3% |
59% |
False |
False |
28,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,723 |
2.618 |
8,509 |
1.618 |
8,378 |
1.000 |
8,297 |
0.618 |
8,247 |
HIGH |
8,166 |
0.618 |
8,116 |
0.500 |
8,101 |
0.382 |
8,085 |
LOW |
8,035 |
0.618 |
7,954 |
1.000 |
7,904 |
1.618 |
7,823 |
2.618 |
7,692 |
4.250 |
7,478 |
|
|
Fisher Pivots for day following 08-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,111 |
8,166 |
PP |
8,106 |
8,149 |
S1 |
8,101 |
8,133 |
|