Trading Metrics calculated at close of trading on 06-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,027.65 |
1,028.09 |
0.44 |
0.0% |
1,077.50 |
High |
1,032.95 |
1,042.50 |
9.55 |
0.9% |
1,082.60 |
Low |
1,015.93 |
1,018.35 |
2.42 |
0.2% |
1,010.91 |
Close |
1,022.58 |
1,028.06 |
5.48 |
0.5% |
1,022.58 |
Range |
17.02 |
24.15 |
7.13 |
41.9% |
71.69 |
ATR |
21.47 |
21.66 |
0.19 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,102.09 |
1,089.22 |
1,041.34 |
|
R3 |
1,077.94 |
1,065.07 |
1,034.70 |
|
R2 |
1,053.79 |
1,053.79 |
1,032.49 |
|
R1 |
1,040.92 |
1,040.92 |
1,030.27 |
1,035.28 |
PP |
1,029.64 |
1,029.64 |
1,029.64 |
1,026.82 |
S1 |
1,016.77 |
1,016.77 |
1,025.85 |
1,011.13 |
S2 |
1,005.49 |
1,005.49 |
1,023.63 |
|
S3 |
981.34 |
992.62 |
1,021.42 |
|
S4 |
957.19 |
968.47 |
1,014.78 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,253.77 |
1,209.86 |
1,062.01 |
|
R3 |
1,182.08 |
1,138.17 |
1,042.29 |
|
R2 |
1,110.39 |
1,110.39 |
1,035.72 |
|
R1 |
1,066.48 |
1,066.48 |
1,029.15 |
1,052.59 |
PP |
1,038.70 |
1,038.70 |
1,038.70 |
1,031.75 |
S1 |
994.79 |
994.79 |
1,016.01 |
980.90 |
S2 |
967.01 |
967.01 |
1,009.44 |
|
S3 |
895.32 |
923.10 |
1,002.87 |
|
S4 |
823.63 |
851.41 |
983.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,071.10 |
1,010.91 |
60.19 |
5.9% |
23.90 |
2.3% |
28% |
False |
False |
|
10 |
1,118.50 |
1,010.91 |
107.59 |
10.5% |
20.43 |
2.0% |
16% |
False |
False |
|
20 |
1,131.23 |
1,010.91 |
120.32 |
11.7% |
19.49 |
1.9% |
14% |
False |
False |
|
40 |
1,173.57 |
1,010.91 |
162.66 |
15.8% |
23.01 |
2.2% |
11% |
False |
False |
|
60 |
1,219.80 |
1,010.91 |
208.89 |
20.3% |
22.33 |
2.2% |
8% |
False |
False |
|
80 |
1,219.80 |
1,010.91 |
208.89 |
20.3% |
19.30 |
1.9% |
8% |
False |
False |
|
100 |
1,219.80 |
1,010.91 |
208.89 |
20.3% |
17.67 |
1.7% |
8% |
False |
False |
|
120 |
1,219.80 |
1,010.91 |
208.89 |
20.3% |
17.70 |
1.7% |
8% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,145.14 |
2.618 |
1,105.72 |
1.618 |
1,081.57 |
1.000 |
1,066.65 |
0.618 |
1,057.42 |
HIGH |
1,042.50 |
0.618 |
1,033.27 |
0.500 |
1,030.43 |
0.382 |
1,027.58 |
LOW |
1,018.35 |
0.618 |
1,003.43 |
1.000 |
994.20 |
1.618 |
979.28 |
2.618 |
955.13 |
4.250 |
915.71 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,030.43 |
1,027.61 |
PP |
1,029.64 |
1,027.16 |
S1 |
1,028.85 |
1,026.71 |
|