Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,058.75 |
1,066.75 |
8.00 |
0.8% |
1,015.00 |
High |
1,068.50 |
1,075.00 |
6.50 |
0.6% |
1,075.00 |
Low |
1,054.00 |
1,063.25 |
9.25 |
0.9% |
1,002.75 |
Close |
1,067.00 |
1,072.50 |
5.50 |
0.5% |
1,072.50 |
Range |
14.50 |
11.75 |
-2.75 |
-19.0% |
72.25 |
ATR |
25.64 |
24.65 |
-0.99 |
-3.9% |
0.00 |
Volume |
2,556,140 |
2,112,208 |
-443,932 |
-17.4% |
9,235,325 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,105.50 |
1,100.75 |
1,079.00 |
|
R3 |
1,093.75 |
1,089.00 |
1,075.75 |
|
R2 |
1,082.00 |
1,082.00 |
1,074.75 |
|
R1 |
1,077.25 |
1,077.25 |
1,073.50 |
1,079.50 |
PP |
1,070.25 |
1,070.25 |
1,070.25 |
1,071.50 |
S1 |
1,065.50 |
1,065.50 |
1,071.50 |
1,068.00 |
S2 |
1,058.50 |
1,058.50 |
1,070.25 |
|
S3 |
1,046.75 |
1,053.75 |
1,069.25 |
|
S4 |
1,035.00 |
1,042.00 |
1,066.00 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.75 |
1,242.00 |
1,112.25 |
|
R3 |
1,194.50 |
1,169.75 |
1,092.25 |
|
R2 |
1,122.25 |
1,122.25 |
1,085.75 |
|
R1 |
1,097.50 |
1,097.50 |
1,079.00 |
1,110.00 |
PP |
1,050.00 |
1,050.00 |
1,050.00 |
1,056.25 |
S1 |
1,025.25 |
1,025.25 |
1,066.00 |
1,037.50 |
S2 |
977.75 |
977.75 |
1,059.25 |
|
S3 |
905.50 |
953.00 |
1,052.75 |
|
S4 |
833.25 |
880.75 |
1,032.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,075.00 |
1,002.75 |
72.25 |
6.7% |
25.50 |
2.4% |
97% |
True |
False |
2,518,045 |
10 |
1,079.75 |
1,002.75 |
77.00 |
7.2% |
24.75 |
2.3% |
91% |
False |
False |
2,501,516 |
20 |
1,129.50 |
1,002.75 |
126.75 |
11.8% |
22.25 |
2.1% |
55% |
False |
False |
2,391,911 |
40 |
1,170.00 |
1,002.75 |
167.25 |
15.6% |
26.50 |
2.5% |
42% |
False |
False |
1,219,449 |
60 |
1,211.50 |
1,002.75 |
208.75 |
19.5% |
26.50 |
2.5% |
33% |
False |
False |
814,238 |
80 |
1,211.50 |
1,002.75 |
208.75 |
19.5% |
22.50 |
2.1% |
33% |
False |
False |
610,980 |
100 |
1,211.50 |
1,002.75 |
208.75 |
19.5% |
20.25 |
1.9% |
33% |
False |
False |
488,800 |
120 |
1,211.50 |
1,002.75 |
208.75 |
19.5% |
19.25 |
1.8% |
33% |
False |
False |
407,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,125.00 |
2.618 |
1,105.75 |
1.618 |
1,094.00 |
1.000 |
1,086.75 |
0.618 |
1,082.25 |
HIGH |
1,075.00 |
0.618 |
1,070.50 |
0.500 |
1,069.00 |
0.382 |
1,067.75 |
LOW |
1,063.25 |
0.618 |
1,056.00 |
1.000 |
1,051.50 |
1.618 |
1,044.25 |
2.618 |
1,032.50 |
4.250 |
1,013.25 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,071.50 |
1,063.50 |
PP |
1,070.25 |
1,054.50 |
S1 |
1,069.00 |
1,045.50 |
|