Trading Metrics calculated at close of trading on 07-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,015.00 |
1,024.00 |
9.00 |
0.9% |
1,074.25 |
High |
1,038.50 |
1,059.75 |
21.25 |
2.0% |
1,079.75 |
Low |
1,002.75 |
1,016.25 |
13.50 |
1.3% |
1,006.00 |
Close |
1,024.25 |
1,059.25 |
35.00 |
3.4% |
1,014.25 |
Range |
35.75 |
43.50 |
7.75 |
21.7% |
73.75 |
ATR |
25.19 |
26.50 |
1.31 |
5.2% |
0.00 |
Volume |
2,135,335 |
2,431,642 |
296,307 |
13.9% |
13,227,980 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,175.50 |
1,161.00 |
1,083.25 |
|
R3 |
1,132.00 |
1,117.50 |
1,071.25 |
|
R2 |
1,088.50 |
1,088.50 |
1,067.25 |
|
R1 |
1,074.00 |
1,074.00 |
1,063.25 |
1,081.25 |
PP |
1,045.00 |
1,045.00 |
1,045.00 |
1,048.75 |
S1 |
1,030.50 |
1,030.50 |
1,055.25 |
1,037.75 |
S2 |
1,001.50 |
1,001.50 |
1,051.25 |
|
S3 |
958.00 |
987.00 |
1,047.25 |
|
S4 |
914.50 |
943.50 |
1,035.25 |
|
|
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 |
1,059.75 |
1,002.75 |
57.00 |
5.4% |
29.25 |
2.8% |
99% |
True |
False |
2,730,677 |
10 |
1,097.75 |
1,002.75 |
95.00 |
9.0% |
26.25 |
2.5% |
59% |
False |
False |
2,486,901 |
20 |
1,129.50 |
1,002.75 |
126.75 |
12.0% |
24.00 |
2.3% |
45% |
False |
False |
2,183,687 |
40 |
1,170.00 |
1,002.75 |
167.25 |
15.8% |
27.25 |
2.6% |
34% |
False |
False |
1,103,170 |
60 |
1,211.50 |
1,002.75 |
208.75 |
19.7% |
26.50 |
2.5% |
27% |
False |
False |
736,448 |
80 |
1,211.50 |
1,002.75 |
208.75 |
19.7% |
22.50 |
2.1% |
27% |
False |
False |
552,629 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.7% |
20.25 |
1.9% |
27% |
False |
False |
442,117 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.7% |
19.00 |
1.8% |
27% |
False |
False |
368,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,244.50 |
2.618 |
1,173.75 |
1.618 |
1,130.25 |
1.000 |
1,103.25 |
0.618 |
1,086.75 |
HIGH |
1,059.75 |
0.618 |
1,043.25 |
0.500 |
1,038.00 |
0.382 |
1,032.75 |
LOW |
1,016.25 |
0.618 |
989.25 |
1.000 |
972.75 |
1.618 |
945.75 |
2.618 |
902.25 |
4.250 |
831.50 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,052.25 |
1,050.00 |
PP |
1,045.00 |
1,040.50 |
S1 |
1,038.00 |
1,031.25 |
|