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 |
1,734.75 |
1,788.50 |
53.75 |
3.1% |
1,839.00 |
High |
1,789.50 |
1,803.25 |
13.75 |
0.8% |
1,851.50 |
Low |
1,721.75 |
1,774.50 |
52.75 |
3.1% |
1,698.00 |
Close |
1,789.50 |
1,798.00 |
8.50 |
0.5% |
1,721.25 |
Range |
67.75 |
28.75 |
-39.00 |
-57.6% |
153.50 |
ATR |
48.05 |
46.67 |
-1.38 |
-2.9% |
0.00 |
Volume |
359,579 |
304,126 |
-55,453 |
-15.4% |
1,958,672 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,878.25 |
1,866.75 |
1,813.75 |
|
R3 |
1,849.50 |
1,838.00 |
1,806.00 |
|
R2 |
1,820.75 |
1,820.75 |
1,803.25 |
|
R1 |
1,809.25 |
1,809.25 |
1,800.75 |
1,815.00 |
PP |
1,792.00 |
1,792.00 |
1,792.00 |
1,794.75 |
S1 |
1,780.50 |
1,780.50 |
1,795.25 |
1,786.25 |
S2 |
1,763.25 |
1,763.25 |
1,792.75 |
|
S3 |
1,734.50 |
1,751.75 |
1,790.00 |
|
S4 |
1,705.75 |
1,723.00 |
1,782.25 |
|
|
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 |
1,803.25 |
1,698.00 |
105.25 |
5.9% |
47.25 |
2.6% |
95% |
True |
False |
371,609 |
10 |
1,875.25 |
1,698.00 |
177.25 |
9.9% |
47.00 |
2.6% |
56% |
False |
False |
360,198 |
20 |
1,941.00 |
1,698.00 |
243.00 |
13.5% |
43.25 |
2.4% |
41% |
False |
False |
319,793 |
40 |
1,980.00 |
1,698.00 |
282.00 |
15.7% |
49.00 |
2.7% |
35% |
False |
False |
160,541 |
60 |
2,056.00 |
1,698.00 |
358.00 |
19.9% |
49.50 |
2.8% |
28% |
False |
False |
107,116 |
80 |
2,056.00 |
1,698.00 |
358.00 |
19.9% |
42.00 |
2.3% |
28% |
False |
False |
80,351 |
100 |
2,056.00 |
1,698.00 |
358.00 |
19.9% |
34.00 |
1.9% |
28% |
False |
False |
64,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,925.50 |
2.618 |
1,878.50 |
1.618 |
1,849.75 |
1.000 |
1,832.00 |
0.618 |
1,821.00 |
HIGH |
1,803.25 |
0.618 |
1,792.25 |
0.500 |
1,789.00 |
0.382 |
1,785.50 |
LOW |
1,774.50 |
0.618 |
1,756.75 |
1.000 |
1,745.75 |
1.618 |
1,728.00 |
2.618 |
1,699.25 |
4.250 |
1,652.25 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,795.00 |
1,783.50 |
PP |
1,792.00 |
1,769.00 |
S1 |
1,789.00 |
1,754.50 |
|