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 |
1,022.25 |
1,015.00 |
-7.25 |
-0.7% |
1,074.25 |
High |
1,032.50 |
1,038.50 |
6.00 |
0.6% |
1,079.75 |
Low |
1,010.75 |
1,002.75 |
-8.00 |
-0.8% |
1,006.00 |
Close |
1,014.25 |
1,024.25 |
10.00 |
1.0% |
1,014.25 |
Range |
21.75 |
35.75 |
14.00 |
64.4% |
73.75 |
ATR |
24.38 |
25.19 |
0.81 |
3.3% |
0.00 |
Volume |
3,354,900 |
2,135,335 |
-1,219,565 |
-36.4% |
13,227,980 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.00 |
1,112.50 |
1,044.00 |
|
R3 |
1,093.25 |
1,076.75 |
1,034.00 |
|
R2 |
1,057.50 |
1,057.50 |
1,030.75 |
|
R1 |
1,041.00 |
1,041.00 |
1,027.50 |
1,049.25 |
PP |
1,021.75 |
1,021.75 |
1,021.75 |
1,026.00 |
S1 |
1,005.25 |
1,005.25 |
1,021.00 |
1,013.50 |
S2 |
986.00 |
986.00 |
1,017.75 |
|
S3 |
950.25 |
969.50 |
1,014.50 |
|
S4 |
914.50 |
933.75 |
1,004.50 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.50 |
1,208.25 |
1,054.75 |
|
R3 |
1,180.75 |
1,134.50 |
1,034.50 |
|
R2 |
1,107.00 |
1,107.00 |
1,027.75 |
|
R1 |
1,060.75 |
1,060.75 |
1,021.00 |
1,047.00 |
PP |
1,033.25 |
1,033.25 |
1,033.25 |
1,026.50 |
S1 |
987.00 |
987.00 |
1,007.50 |
973.25 |
S2 |
959.50 |
959.50 |
1,000.75 |
|
S3 |
885.75 |
913.25 |
994.00 |
|
S4 |
812.00 |
839.50 |
973.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,074.75 |
1,002.75 |
72.00 |
7.0% |
29.50 |
2.9% |
30% |
False |
True |
2,581,728 |
10 |
1,117.00 |
1,002.75 |
114.25 |
11.2% |
24.75 |
2.4% |
19% |
False |
True |
2,459,945 |
20 |
1,129.50 |
1,002.75 |
126.75 |
12.4% |
23.00 |
2.2% |
17% |
False |
True |
2,066,409 |
40 |
1,170.00 |
1,002.75 |
167.25 |
16.3% |
27.25 |
2.7% |
13% |
False |
True |
1,042,690 |
60 |
1,211.50 |
1,002.75 |
208.75 |
20.4% |
26.00 |
2.5% |
10% |
False |
True |
695,966 |
80 |
1,211.50 |
1,002.75 |
208.75 |
20.4% |
22.25 |
2.2% |
10% |
False |
True |
522,237 |
100 |
1,211.50 |
1,002.75 |
208.75 |
20.4% |
20.00 |
1.9% |
10% |
False |
True |
417,801 |
120 |
1,211.50 |
1,002.75 |
208.75 |
20.4% |
18.75 |
1.8% |
10% |
False |
True |
348,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,190.50 |
2.618 |
1,132.00 |
1.618 |
1,096.25 |
1.000 |
1,074.25 |
0.618 |
1,060.50 |
HIGH |
1,038.50 |
0.618 |
1,024.75 |
0.500 |
1,020.50 |
0.382 |
1,016.50 |
LOW |
1,002.75 |
0.618 |
980.75 |
1.000 |
967.00 |
1.618 |
945.00 |
2.618 |
909.25 |
4.250 |
850.75 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,023.00 |
1,023.00 |
PP |
1,021.75 |
1,021.75 |
S1 |
1,020.50 |
1,020.50 |
|