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 |
9,100 |
9,340 |
240 |
2.6% |
9,790 |
High |
9,535 |
9,560 |
25 |
0.3% |
9,815 |
Low |
9,100 |
9,245 |
145 |
1.6% |
9,050 |
Close |
9,340 |
9,555 |
215 |
2.3% |
9,205 |
Range |
435 |
315 |
-120 |
-27.6% |
765 |
ATR |
227 |
234 |
6 |
2.8% |
0 |
Volume |
8,216 |
13,003 |
4,787 |
58.3% |
61,297 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,398 |
10,292 |
9,728 |
|
R3 |
10,083 |
9,977 |
9,642 |
|
R2 |
9,768 |
9,768 |
9,613 |
|
R1 |
9,662 |
9,662 |
9,584 |
9,715 |
PP |
9,453 |
9,453 |
9,453 |
9,480 |
S1 |
9,347 |
9,347 |
9,526 |
9,400 |
S2 |
9,138 |
9,138 |
9,497 |
|
S3 |
8,823 |
9,032 |
9,469 |
|
S4 |
8,508 |
8,717 |
9,382 |
|
|
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 |
9,560 |
9,050 |
510 |
5.3% |
284 |
3.0% |
99% |
True |
False |
12,628 |
10 |
10,040 |
9,050 |
990 |
10.4% |
267 |
2.8% |
51% |
False |
False |
11,501 |
20 |
10,305 |
9,050 |
1,255 |
13.1% |
229 |
2.4% |
40% |
False |
False |
10,619 |
40 |
10,680 |
9,050 |
1,630 |
17.1% |
170 |
1.8% |
31% |
False |
False |
5,555 |
60 |
11,365 |
9,050 |
2,315 |
24.2% |
128 |
1.3% |
22% |
False |
False |
3,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,899 |
2.618 |
10,385 |
1.618 |
10,070 |
1.000 |
9,875 |
0.618 |
9,755 |
HIGH |
9,560 |
0.618 |
9,440 |
0.500 |
9,403 |
0.382 |
9,365 |
LOW |
9,245 |
0.618 |
9,050 |
1.000 |
8,930 |
1.618 |
8,735 |
2.618 |
8,420 |
4.250 |
7,906 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,504 |
9,480 |
PP |
9,453 |
9,405 |
S1 |
9,403 |
9,330 |
|