Trading Metrics calculated at close of trading on 01-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,380 |
9,245 |
-135 |
-1.4% |
10,170 |
High |
9,445 |
9,320 |
-125 |
-1.3% |
10,305 |
Low |
9,235 |
9,050 |
-185 |
-2.0% |
9,700 |
Close |
9,245 |
9,215 |
-30 |
-0.3% |
9,790 |
Range |
210 |
270 |
60 |
28.6% |
605 |
ATR |
209 |
213 |
4 |
2.1% |
0 |
Volume |
14,669 |
10,778 |
-3,891 |
-26.5% |
47,865 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,005 |
9,880 |
9,364 |
|
R3 |
9,735 |
9,610 |
9,289 |
|
R2 |
9,465 |
9,465 |
9,265 |
|
R1 |
9,340 |
9,340 |
9,240 |
9,268 |
PP |
9,195 |
9,195 |
9,195 |
9,159 |
S1 |
9,070 |
9,070 |
9,190 |
8,998 |
S2 |
8,925 |
8,925 |
9,166 |
|
S3 |
8,655 |
8,800 |
9,141 |
|
S4 |
8,385 |
8,530 |
9,067 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,747 |
11,373 |
10,123 |
|
R3 |
11,142 |
10,768 |
9,957 |
|
R2 |
10,537 |
10,537 |
9,901 |
|
R1 |
10,163 |
10,163 |
9,846 |
10,048 |
PP |
9,932 |
9,932 |
9,932 |
9,874 |
S1 |
9,558 |
9,558 |
9,735 |
9,443 |
S2 |
9,327 |
9,327 |
9,679 |
|
S3 |
8,722 |
8,953 |
9,624 |
|
S4 |
8,117 |
8,348 |
9,457 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,835 |
9,050 |
785 |
8.5% |
244 |
2.6% |
21% |
False |
True |
11,206 |
10 |
10,305 |
9,050 |
1,255 |
13.6% |
223 |
2.4% |
13% |
False |
True |
10,276 |
20 |
10,305 |
9,050 |
1,255 |
13.6% |
222 |
2.4% |
13% |
False |
True |
9,184 |
40 |
10,680 |
9,050 |
1,630 |
17.7% |
166 |
1.8% |
10% |
False |
True |
4,613 |
60 |
11,365 |
9,050 |
2,315 |
25.1% |
112 |
1.2% |
7% |
False |
True |
3,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,468 |
2.618 |
10,027 |
1.618 |
9,757 |
1.000 |
9,590 |
0.618 |
9,487 |
HIGH |
9,320 |
0.618 |
9,217 |
0.500 |
9,185 |
0.382 |
9,153 |
LOW |
9,050 |
0.618 |
8,883 |
1.000 |
8,780 |
1.618 |
8,613 |
2.618 |
8,343 |
4.250 |
7,903 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,205 |
9,418 |
PP |
9,195 |
9,350 |
S1 |
9,185 |
9,283 |
|