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 |
1,728.75 |
1,722.00 |
-6.75 |
-0.4% |
1,839.00 |
High |
1,745.75 |
1,762.50 |
16.75 |
1.0% |
1,851.50 |
Low |
1,710.25 |
1,705.75 |
-4.50 |
-0.3% |
1,698.00 |
Close |
1,721.25 |
1,734.50 |
13.25 |
0.8% |
1,721.25 |
Range |
35.50 |
56.75 |
21.25 |
59.9% |
153.50 |
ATR |
45.75 |
46.53 |
0.79 |
1.7% |
0.00 |
Volume |
505,854 |
317,947 |
-187,907 |
-37.1% |
1,958,672 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.50 |
1,876.25 |
1,765.75 |
|
R3 |
1,847.75 |
1,819.50 |
1,750.00 |
|
R2 |
1,791.00 |
1,791.00 |
1,745.00 |
|
R1 |
1,762.75 |
1,762.75 |
1,739.75 |
1,777.00 |
PP |
1,734.25 |
1,734.25 |
1,734.25 |
1,741.25 |
S1 |
1,706.00 |
1,706.00 |
1,729.25 |
1,720.00 |
S2 |
1,677.50 |
1,677.50 |
1,724.00 |
|
S3 |
1,620.75 |
1,649.25 |
1,719.00 |
|
S4 |
1,564.00 |
1,592.50 |
1,703.25 |
|
|
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 |
1,839.50 |
1,698.00 |
141.50 |
8.2% |
55.25 |
3.2% |
26% |
False |
False |
390,607 |
10 |
1,916.75 |
1,698.00 |
218.75 |
12.6% |
44.50 |
2.6% |
17% |
False |
False |
360,169 |
20 |
1,941.00 |
1,698.00 |
243.00 |
14.0% |
43.25 |
2.5% |
15% |
False |
False |
287,342 |
40 |
1,980.00 |
1,698.00 |
282.00 |
16.3% |
50.00 |
2.9% |
13% |
False |
False |
143,966 |
60 |
2,056.00 |
1,698.00 |
358.00 |
20.6% |
48.50 |
2.8% |
10% |
False |
False |
96,058 |
80 |
2,056.00 |
1,698.00 |
358.00 |
20.6% |
41.00 |
2.4% |
10% |
False |
False |
72,055 |
100 |
2,056.00 |
1,698.00 |
358.00 |
20.6% |
33.00 |
1.9% |
10% |
False |
False |
57,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,003.75 |
2.618 |
1,911.00 |
1.618 |
1,854.25 |
1.000 |
1,819.25 |
0.618 |
1,797.50 |
HIGH |
1,762.50 |
0.618 |
1,740.75 |
0.500 |
1,734.00 |
0.382 |
1,727.50 |
LOW |
1,705.75 |
0.618 |
1,670.75 |
1.000 |
1,649.00 |
1.618 |
1,614.00 |
2.618 |
1,557.25 |
4.250 |
1,464.50 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,734.50 |
1,733.00 |
PP |
1,734.25 |
1,731.75 |
S1 |
1,734.00 |
1,730.25 |
|