Trading Metrics calculated at close of trading on 08-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,340 |
9,570 |
230 |
2.5% |
9,790 |
High |
9,560 |
9,655 |
95 |
1.0% |
9,815 |
Low |
9,245 |
9,510 |
265 |
2.9% |
9,050 |
Close |
9,555 |
9,635 |
80 |
0.8% |
9,205 |
Range |
315 |
145 |
-170 |
-54.0% |
765 |
ATR |
234 |
227 |
-6 |
-2.7% |
0 |
Volume |
13,003 |
10,806 |
-2,197 |
-16.9% |
61,297 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,035 |
9,980 |
9,715 |
|
R3 |
9,890 |
9,835 |
9,675 |
|
R2 |
9,745 |
9,745 |
9,662 |
|
R1 |
9,690 |
9,690 |
9,648 |
9,718 |
PP |
9,600 |
9,600 |
9,600 |
9,614 |
S1 |
9,545 |
9,545 |
9,622 |
9,573 |
S2 |
9,455 |
9,455 |
9,609 |
|
S3 |
9,310 |
9,400 |
9,595 |
|
S4 |
9,165 |
9,255 |
9,555 |
|
|
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 |
9,655 |
9,050 |
605 |
6.3% |
271 |
2.8% |
97% |
True |
False |
11,855 |
10 |
10,040 |
9,050 |
990 |
10.3% |
262 |
2.7% |
59% |
False |
False |
11,424 |
20 |
10,305 |
9,050 |
1,255 |
13.0% |
224 |
2.3% |
47% |
False |
False |
10,681 |
40 |
10,610 |
9,050 |
1,560 |
16.2% |
173 |
1.8% |
38% |
False |
False |
5,825 |
60 |
11,365 |
9,050 |
2,315 |
24.0% |
129 |
1.3% |
25% |
False |
False |
3,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,271 |
2.618 |
10,035 |
1.618 |
9,890 |
1.000 |
9,800 |
0.618 |
9,745 |
HIGH |
9,655 |
0.618 |
9,600 |
0.500 |
9,583 |
0.382 |
9,566 |
LOW |
9,510 |
0.618 |
9,421 |
1.000 |
9,365 |
1.618 |
9,276 |
2.618 |
9,131 |
4.250 |
8,894 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,618 |
9,549 |
PP |
9,600 |
9,463 |
S1 |
9,583 |
9,378 |
|