Trading Metrics calculated at close of trading on 09-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,131 |
8,119 |
-12 |
-0.1% |
8,371 |
High |
8,166 |
8,190 |
24 |
0.3% |
8,527 |
Low |
8,035 |
8,092 |
57 |
0.7% |
8,232 |
Close |
8,116 |
8,134 |
18 |
0.2% |
8,241 |
Range |
131 |
98 |
-33 |
-25.2% |
295 |
ATR |
165 |
160 |
-5 |
-2.9% |
0 |
Volume |
144,379 |
164,710 |
20,331 |
14.1% |
457,788 |
|
Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,433 |
8,381 |
8,188 |
|
R3 |
8,335 |
8,283 |
8,161 |
|
R2 |
8,237 |
8,237 |
8,152 |
|
R1 |
8,185 |
8,185 |
8,143 |
8,211 |
PP |
8,139 |
8,139 |
8,139 |
8,152 |
S1 |
8,087 |
8,087 |
8,125 |
8,113 |
S2 |
8,041 |
8,041 |
8,116 |
|
S3 |
7,943 |
7,989 |
8,107 |
|
S4 |
7,845 |
7,891 |
8,080 |
|
|
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 |
8,450 |
8,035 |
415 |
5.1% |
160 |
2.0% |
24% |
False |
False |
138,170 |
10 |
8,527 |
8,035 |
492 |
6.0% |
160 |
2.0% |
20% |
False |
False |
133,825 |
20 |
8,828 |
8,035 |
793 |
9.7% |
154 |
1.9% |
12% |
False |
False |
122,188 |
40 |
8,828 |
8,035 |
793 |
9.7% |
167 |
2.1% |
12% |
False |
False |
61,469 |
60 |
8,828 |
7,677 |
1,151 |
14.2% |
172 |
2.1% |
40% |
False |
False |
41,005 |
80 |
8,828 |
7,112 |
1,716 |
21.1% |
183 |
2.3% |
60% |
False |
False |
30,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,607 |
2.618 |
8,447 |
1.618 |
8,349 |
1.000 |
8,288 |
0.618 |
8,251 |
HIGH |
8,190 |
0.618 |
8,153 |
0.500 |
8,141 |
0.382 |
8,130 |
LOW |
8,092 |
0.618 |
8,032 |
1.000 |
7,994 |
1.618 |
7,934 |
2.618 |
7,836 |
4.250 |
7,676 |
|
|
Fisher Pivots for day following 09-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
8,141 |
8,166 |
PP |
8,139 |
8,155 |
S1 |
8,136 |
8,145 |
|