Trading Metrics calculated at close of trading on 01-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,801 |
9,702 |
-99 |
-1.0% |
10,426 |
High |
9,869 |
9,738 |
-131 |
-1.3% |
10,536 |
Low |
9,691 |
9,561 |
-130 |
-1.3% |
10,020 |
Close |
9,716 |
9,662 |
-54 |
-0.6% |
10,104 |
Range |
178 |
177 |
-1 |
-0.6% |
516 |
ATR |
201 |
200 |
-2 |
-0.9% |
0 |
Volume |
201,186 |
166,321 |
-34,865 |
-17.3% |
741,600 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,185 |
10,100 |
9,759 |
|
R3 |
10,008 |
9,923 |
9,711 |
|
R2 |
9,831 |
9,831 |
9,695 |
|
R1 |
9,746 |
9,746 |
9,678 |
9,700 |
PP |
9,654 |
9,654 |
9,654 |
9,631 |
S1 |
9,569 |
9,569 |
9,646 |
9,523 |
S2 |
9,477 |
9,477 |
9,630 |
|
S3 |
9,300 |
9,392 |
9,613 |
|
S4 |
9,123 |
9,215 |
9,565 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,768 |
11,452 |
10,388 |
|
R3 |
11,252 |
10,936 |
10,246 |
|
R2 |
10,736 |
10,736 |
10,199 |
|
R1 |
10,420 |
10,420 |
10,151 |
10,320 |
PP |
10,220 |
10,220 |
10,220 |
10,170 |
S1 |
9,904 |
9,904 |
10,057 |
9,804 |
S2 |
9,704 |
9,704 |
10,010 |
|
S3 |
9,188 |
9,388 |
9,962 |
|
S4 |
8,672 |
8,872 |
9,820 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,144 |
9,561 |
583 |
6.0% |
189 |
2.0% |
17% |
False |
True |
162,557 |
10 |
10,536 |
9,561 |
975 |
10.1% |
179 |
1.9% |
10% |
False |
True |
155,209 |
20 |
10,536 |
9,561 |
975 |
10.1% |
196 |
2.0% |
10% |
False |
True |
110,456 |
40 |
10,859 |
9,561 |
1,298 |
13.4% |
244 |
2.5% |
8% |
False |
True |
55,397 |
60 |
11,144 |
9,561 |
1,583 |
16.4% |
205 |
2.1% |
6% |
False |
True |
36,953 |
80 |
11,144 |
9,561 |
1,583 |
16.4% |
168 |
1.7% |
6% |
False |
True |
27,719 |
100 |
11,144 |
9,561 |
1,583 |
16.4% |
140 |
1.5% |
6% |
False |
True |
22,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,490 |
2.618 |
10,202 |
1.618 |
10,025 |
1.000 |
9,915 |
0.618 |
9,848 |
HIGH |
9,738 |
0.618 |
9,671 |
0.500 |
9,650 |
0.382 |
9,629 |
LOW |
9,561 |
0.618 |
9,452 |
1.000 |
9,384 |
1.618 |
9,275 |
2.618 |
9,098 |
4.250 |
8,809 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,658 |
9,840 |
PP |
9,654 |
9,780 |
S1 |
9,650 |
9,721 |
|