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 |
1,736.25 |
1,728.75 |
-7.50 |
-0.4% |
1,839.00 |
High |
1,745.75 |
1,745.75 |
0.00 |
0.0% |
1,851.50 |
Low |
1,698.00 |
1,710.25 |
12.25 |
0.7% |
1,698.00 |
Close |
1,728.00 |
1,721.25 |
-6.75 |
-0.4% |
1,721.25 |
Range |
47.75 |
35.50 |
-12.25 |
-25.7% |
153.50 |
ATR |
46.53 |
45.75 |
-0.79 |
-1.7% |
0.00 |
Volume |
370,543 |
505,854 |
135,311 |
36.5% |
1,958,672 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,832.25 |
1,812.25 |
1,740.75 |
|
R3 |
1,796.75 |
1,776.75 |
1,731.00 |
|
R2 |
1,761.25 |
1,761.25 |
1,727.75 |
|
R1 |
1,741.25 |
1,741.25 |
1,724.50 |
1,733.50 |
PP |
1,725.75 |
1,725.75 |
1,725.75 |
1,722.00 |
S1 |
1,705.75 |
1,705.75 |
1,718.00 |
1,698.00 |
S2 |
1,690.25 |
1,690.25 |
1,714.75 |
|
S3 |
1,654.75 |
1,670.25 |
1,711.50 |
|
S4 |
1,619.25 |
1,634.75 |
1,701.75 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,217.50 |
2,122.75 |
1,805.75 |
|
R3 |
2,064.00 |
1,969.25 |
1,763.50 |
|
R2 |
1,910.50 |
1,910.50 |
1,749.50 |
|
R1 |
1,815.75 |
1,815.75 |
1,735.25 |
1,786.50 |
PP |
1,757.00 |
1,757.00 |
1,757.00 |
1,742.25 |
S1 |
1,662.25 |
1,662.25 |
1,707.25 |
1,633.00 |
S2 |
1,603.50 |
1,603.50 |
1,693.00 |
|
S3 |
1,450.00 |
1,508.75 |
1,679.00 |
|
S4 |
1,296.50 |
1,355.25 |
1,636.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,851.50 |
1,698.00 |
153.50 |
8.9% |
50.00 |
2.9% |
15% |
False |
False |
391,734 |
10 |
1,941.00 |
1,698.00 |
243.00 |
14.1% |
44.75 |
2.6% |
10% |
False |
False |
353,068 |
20 |
1,941.00 |
1,698.00 |
243.00 |
14.1% |
42.75 |
2.5% |
10% |
False |
False |
271,525 |
40 |
1,980.00 |
1,698.00 |
282.00 |
16.4% |
51.25 |
3.0% |
8% |
False |
False |
136,032 |
60 |
2,056.00 |
1,698.00 |
358.00 |
20.8% |
47.75 |
2.8% |
6% |
False |
False |
90,760 |
80 |
2,056.00 |
1,698.00 |
358.00 |
20.8% |
40.25 |
2.3% |
6% |
False |
False |
68,080 |
100 |
2,056.00 |
1,698.00 |
358.00 |
20.8% |
32.75 |
1.9% |
6% |
False |
False |
54,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,896.50 |
2.618 |
1,838.75 |
1.618 |
1,803.25 |
1.000 |
1,781.25 |
0.618 |
1,767.75 |
HIGH |
1,745.75 |
0.618 |
1,732.25 |
0.500 |
1,728.00 |
0.382 |
1,723.75 |
LOW |
1,710.25 |
0.618 |
1,688.25 |
1.000 |
1,674.75 |
1.618 |
1,652.75 |
2.618 |
1,617.25 |
4.250 |
1,559.50 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,728.00 |
1,737.75 |
PP |
1,725.75 |
1,732.25 |
S1 |
1,723.50 |
1,726.75 |
|