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 |
9,230 |
9,100 |
-130 |
-1.4% |
9,790 |
High |
9,345 |
9,535 |
190 |
2.0% |
9,815 |
Low |
9,155 |
9,100 |
-55 |
-0.6% |
9,050 |
Close |
9,205 |
9,340 |
135 |
1.5% |
9,205 |
Range |
190 |
435 |
245 |
128.9% |
765 |
ATR |
211 |
227 |
16 |
7.6% |
0 |
Volume |
16,476 |
8,216 |
-8,260 |
-50.1% |
61,297 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,630 |
10,420 |
9,579 |
|
R3 |
10,195 |
9,985 |
9,460 |
|
R2 |
9,760 |
9,760 |
9,420 |
|
R1 |
9,550 |
9,550 |
9,380 |
9,655 |
PP |
9,325 |
9,325 |
9,325 |
9,378 |
S1 |
9,115 |
9,115 |
9,300 |
9,220 |
S2 |
8,890 |
8,890 |
9,260 |
|
S3 |
8,455 |
8,680 |
9,221 |
|
S4 |
8,020 |
8,245 |
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 |
9,785 |
9,050 |
735 |
7.9% |
314 |
3.4% |
39% |
False |
False |
11,991 |
10 |
10,225 |
9,050 |
1,175 |
12.6% |
263 |
2.8% |
25% |
False |
False |
11,064 |
20 |
10,305 |
9,050 |
1,255 |
13.4% |
222 |
2.4% |
23% |
False |
False |
10,395 |
40 |
10,680 |
9,050 |
1,630 |
17.5% |
162 |
1.7% |
18% |
False |
False |
5,230 |
60 |
11,365 |
9,050 |
2,315 |
24.8% |
122 |
1.3% |
13% |
False |
False |
3,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,384 |
2.618 |
10,674 |
1.618 |
10,239 |
1.000 |
9,970 |
0.618 |
9,804 |
HIGH |
9,535 |
0.618 |
9,369 |
0.500 |
9,318 |
0.382 |
9,266 |
LOW |
9,100 |
0.618 |
8,831 |
1.000 |
8,665 |
1.618 |
8,396 |
2.618 |
7,961 |
4.250 |
7,251 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,333 |
9,324 |
PP |
9,325 |
9,308 |
S1 |
9,318 |
9,293 |
|