Trading Metrics calculated at close of trading on 02-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,245 |
9,230 |
-15 |
-0.2% |
9,790 |
High |
9,320 |
9,345 |
25 |
0.3% |
9,815 |
Low |
9,050 |
9,155 |
105 |
1.2% |
9,050 |
Close |
9,215 |
9,205 |
-10 |
-0.1% |
9,205 |
Range |
270 |
190 |
-80 |
-29.6% |
765 |
ATR |
213 |
211 |
-2 |
-0.8% |
0 |
Volume |
10,778 |
16,476 |
5,698 |
52.9% |
61,297 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,805 |
9,695 |
9,310 |
|
R3 |
9,615 |
9,505 |
9,257 |
|
R2 |
9,425 |
9,425 |
9,240 |
|
R1 |
9,315 |
9,315 |
9,223 |
9,275 |
PP |
9,235 |
9,235 |
9,235 |
9,215 |
S1 |
9,125 |
9,125 |
9,188 |
9,085 |
S2 |
9,045 |
9,045 |
9,170 |
|
S3 |
8,855 |
8,935 |
9,153 |
|
S4 |
8,665 |
8,745 |
9,101 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,652 |
11,193 |
9,626 |
|
R3 |
10,887 |
10,428 |
9,416 |
|
R2 |
10,122 |
10,122 |
9,345 |
|
R1 |
9,663 |
9,663 |
9,275 |
9,510 |
PP |
9,357 |
9,357 |
9,357 |
9,280 |
S1 |
8,898 |
8,898 |
9,135 |
8,745 |
S2 |
8,592 |
8,592 |
9,065 |
|
S3 |
7,827 |
8,133 |
8,995 |
|
S4 |
7,062 |
7,368 |
8,784 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,815 |
9,050 |
765 |
8.3% |
255 |
2.8% |
20% |
False |
False |
12,259 |
10 |
10,305 |
9,050 |
1,255 |
13.6% |
235 |
2.6% |
12% |
False |
False |
10,916 |
20 |
10,305 |
9,050 |
1,255 |
13.6% |
211 |
2.3% |
12% |
False |
False |
10,001 |
40 |
10,680 |
9,050 |
1,630 |
17.7% |
161 |
1.7% |
10% |
False |
False |
5,025 |
60 |
11,365 |
9,050 |
2,315 |
25.1% |
115 |
1.2% |
7% |
False |
False |
3,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,153 |
2.618 |
9,843 |
1.618 |
9,653 |
1.000 |
9,535 |
0.618 |
9,463 |
HIGH |
9,345 |
0.618 |
9,273 |
0.500 |
9,250 |
0.382 |
9,228 |
LOW |
9,155 |
0.618 |
9,038 |
1.000 |
8,965 |
1.618 |
8,848 |
2.618 |
8,658 |
4.250 |
8,348 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,250 |
9,248 |
PP |
9,235 |
9,233 |
S1 |
9,220 |
9,219 |
|