Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,570 |
9,605 |
35 |
0.4% |
9,100 |
High |
9,655 |
9,665 |
10 |
0.1% |
9,665 |
Low |
9,510 |
9,535 |
25 |
0.3% |
9,100 |
Close |
9,635 |
9,640 |
5 |
0.1% |
9,640 |
Range |
145 |
130 |
-15 |
-10.3% |
565 |
ATR |
227 |
220 |
-7 |
-3.1% |
0 |
Volume |
10,806 |
8,456 |
-2,350 |
-21.7% |
40,481 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,003 |
9,952 |
9,712 |
|
R3 |
9,873 |
9,822 |
9,676 |
|
R2 |
9,743 |
9,743 |
9,664 |
|
R1 |
9,692 |
9,692 |
9,652 |
9,718 |
PP |
9,613 |
9,613 |
9,613 |
9,626 |
S1 |
9,562 |
9,562 |
9,628 |
9,588 |
S2 |
9,483 |
9,483 |
9,616 |
|
S3 |
9,353 |
9,432 |
9,604 |
|
S4 |
9,223 |
9,302 |
9,569 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,163 |
10,967 |
9,951 |
|
R3 |
10,598 |
10,402 |
9,796 |
|
R2 |
10,033 |
10,033 |
9,744 |
|
R1 |
9,837 |
9,837 |
9,692 |
9,935 |
PP |
9,468 |
9,468 |
9,468 |
9,518 |
S1 |
9,272 |
9,272 |
9,588 |
9,370 |
S2 |
8,903 |
8,903 |
9,537 |
|
S3 |
8,338 |
8,707 |
9,485 |
|
S4 |
7,773 |
8,142 |
9,329 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,665 |
9,100 |
565 |
5.9% |
243 |
2.5% |
96% |
True |
False |
11,391 |
10 |
9,835 |
9,050 |
785 |
8.1% |
244 |
2.5% |
75% |
False |
False |
11,298 |
20 |
10,305 |
9,050 |
1,255 |
13.0% |
217 |
2.3% |
47% |
False |
False |
10,298 |
40 |
10,610 |
9,050 |
1,560 |
16.2% |
177 |
1.8% |
38% |
False |
False |
6,037 |
60 |
11,365 |
9,050 |
2,315 |
24.0% |
131 |
1.4% |
25% |
False |
False |
4,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,218 |
2.618 |
10,005 |
1.618 |
9,875 |
1.000 |
9,795 |
0.618 |
9,745 |
HIGH |
9,665 |
0.618 |
9,615 |
0.500 |
9,600 |
0.382 |
9,585 |
LOW |
9,535 |
0.618 |
9,455 |
1.000 |
9,405 |
1.618 |
9,325 |
2.618 |
9,195 |
4.250 |
8,983 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,627 |
9,578 |
PP |
9,613 |
9,517 |
S1 |
9,600 |
9,455 |
|