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 |
1,722.00 |
1,734.75 |
12.75 |
0.7% |
1,839.00 |
High |
1,762.50 |
1,789.50 |
27.00 |
1.5% |
1,851.50 |
Low |
1,705.75 |
1,721.75 |
16.00 |
0.9% |
1,698.00 |
Close |
1,734.50 |
1,789.50 |
55.00 |
3.2% |
1,721.25 |
Range |
56.75 |
67.75 |
11.00 |
19.4% |
153.50 |
ATR |
46.53 |
48.05 |
1.52 |
3.3% |
0.00 |
Volume |
317,947 |
359,579 |
41,632 |
13.1% |
1,958,672 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.25 |
1,947.50 |
1,826.75 |
|
R3 |
1,902.50 |
1,879.75 |
1,808.25 |
|
R2 |
1,834.75 |
1,834.75 |
1,802.00 |
|
R1 |
1,812.00 |
1,812.00 |
1,795.75 |
1,823.50 |
PP |
1,767.00 |
1,767.00 |
1,767.00 |
1,772.50 |
S1 |
1,744.25 |
1,744.25 |
1,783.25 |
1,755.50 |
S2 |
1,699.25 |
1,699.25 |
1,777.00 |
|
S3 |
1,631.50 |
1,676.50 |
1,770.75 |
|
S4 |
1,563.75 |
1,608.75 |
1,752.25 |
|
|
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 |
1,789.50 |
1,698.00 |
91.50 |
5.1% |
50.50 |
2.8% |
100% |
True |
False |
406,377 |
10 |
1,890.00 |
1,698.00 |
192.00 |
10.7% |
47.25 |
2.6% |
48% |
False |
False |
363,323 |
20 |
1,941.00 |
1,698.00 |
243.00 |
13.6% |
44.25 |
2.5% |
38% |
False |
False |
305,048 |
40 |
1,980.00 |
1,698.00 |
282.00 |
15.8% |
49.50 |
2.8% |
32% |
False |
False |
152,944 |
60 |
2,056.00 |
1,698.00 |
358.00 |
20.0% |
49.50 |
2.8% |
26% |
False |
False |
102,049 |
80 |
2,056.00 |
1,698.00 |
358.00 |
20.0% |
41.75 |
2.3% |
26% |
False |
False |
76,549 |
100 |
2,056.00 |
1,698.00 |
358.00 |
20.0% |
33.75 |
1.9% |
26% |
False |
False |
61,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,077.50 |
2.618 |
1,966.75 |
1.618 |
1,899.00 |
1.000 |
1,857.25 |
0.618 |
1,831.25 |
HIGH |
1,789.50 |
0.618 |
1,763.50 |
0.500 |
1,755.50 |
0.382 |
1,747.75 |
LOW |
1,721.75 |
0.618 |
1,680.00 |
1.000 |
1,654.00 |
1.618 |
1,612.25 |
2.618 |
1,544.50 |
4.250 |
1,433.75 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,778.25 |
1,775.50 |
PP |
1,767.00 |
1,761.50 |
S1 |
1,755.50 |
1,747.50 |
|