Trading Metrics calculated at close of trading on 08-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,194.0 |
1,202.9 |
8.9 |
0.7% |
1,255.8 |
High |
1,204.4 |
1,208.2 |
3.8 |
0.3% |
1,263.7 |
Low |
1,185.0 |
1,187.3 |
2.3 |
0.2% |
1,196.0 |
Close |
1,198.9 |
1,196.1 |
-2.8 |
-0.2% |
1,207.7 |
Range |
19.4 |
20.9 |
1.5 |
7.7% |
67.7 |
ATR |
22.0 |
21.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
148,108 |
126,917 |
-21,191 |
-14.3% |
754,666 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.9 |
1,248.9 |
1,207.6 |
|
R3 |
1,239.0 |
1,228.0 |
1,201.8 |
|
R2 |
1,218.1 |
1,218.1 |
1,199.9 |
|
R1 |
1,207.1 |
1,207.1 |
1,198.0 |
1,202.2 |
PP |
1,197.2 |
1,197.2 |
1,197.2 |
1,194.7 |
S1 |
1,186.2 |
1,186.2 |
1,194.2 |
1,181.3 |
S2 |
1,176.3 |
1,176.3 |
1,192.3 |
|
S3 |
1,155.4 |
1,165.3 |
1,190.4 |
|
S4 |
1,134.5 |
1,144.4 |
1,184.6 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.6 |
1,384.3 |
1,244.9 |
|
R3 |
1,357.9 |
1,316.6 |
1,226.3 |
|
R2 |
1,290.2 |
1,290.2 |
1,220.1 |
|
R1 |
1,248.9 |
1,248.9 |
1,213.9 |
1,235.7 |
PP |
1,222.5 |
1,222.5 |
1,222.5 |
1,215.9 |
S1 |
1,181.2 |
1,181.2 |
1,201.5 |
1,168.0 |
S2 |
1,154.8 |
1,154.8 |
1,195.3 |
|
S3 |
1,087.1 |
1,113.5 |
1,189.1 |
|
S4 |
1,019.4 |
1,045.8 |
1,170.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,244.8 |
1,185.0 |
59.8 |
5.0% |
26.0 |
2.2% |
19% |
False |
False |
152,641 |
10 |
1,263.7 |
1,185.0 |
78.7 |
6.6% |
22.9 |
1.9% |
14% |
False |
False |
141,817 |
20 |
1,266.5 |
1,185.0 |
81.5 |
6.8% |
21.0 |
1.8% |
14% |
False |
False |
128,032 |
40 |
1,266.5 |
1,168.0 |
98.5 |
8.2% |
21.5 |
1.8% |
29% |
False |
False |
102,619 |
60 |
1,266.5 |
1,125.9 |
140.6 |
11.8% |
20.6 |
1.7% |
50% |
False |
False |
70,808 |
80 |
1,266.5 |
1,087.8 |
178.7 |
14.9% |
19.1 |
1.6% |
61% |
False |
False |
53,477 |
100 |
1,266.5 |
1,087.8 |
178.7 |
14.9% |
18.8 |
1.6% |
61% |
False |
False |
43,170 |
120 |
1,266.5 |
1,050.0 |
216.5 |
18.1% |
18.5 |
1.5% |
67% |
False |
False |
36,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.0 |
2.618 |
1,262.9 |
1.618 |
1,242.0 |
1.000 |
1,229.1 |
0.618 |
1,221.1 |
HIGH |
1,208.2 |
0.618 |
1,200.2 |
0.500 |
1,197.8 |
0.382 |
1,195.3 |
LOW |
1,187.3 |
0.618 |
1,174.4 |
1.000 |
1,166.4 |
1.618 |
1,153.5 |
2.618 |
1,132.6 |
4.250 |
1,098.5 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,197.8 |
1,200.1 |
PP |
1,197.2 |
1,198.7 |
S1 |
1,196.7 |
1,197.4 |
|