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 |
9,702 |
9,660 |
-42 |
-0.4% |
10,104 |
High |
9,738 |
9,753 |
15 |
0.2% |
10,144 |
Low |
9,561 |
9,552 |
-9 |
-0.1% |
9,552 |
Close |
9,662 |
9,596 |
-66 |
-0.7% |
9,596 |
Range |
177 |
201 |
24 |
13.6% |
592 |
ATR |
200 |
200 |
0 |
0.0% |
0 |
Volume |
166,321 |
220,123 |
53,802 |
32.3% |
862,534 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,237 |
10,117 |
9,707 |
|
R3 |
10,036 |
9,916 |
9,651 |
|
R2 |
9,835 |
9,835 |
9,633 |
|
R1 |
9,715 |
9,715 |
9,615 |
9,675 |
PP |
9,634 |
9,634 |
9,634 |
9,613 |
S1 |
9,514 |
9,514 |
9,578 |
9,474 |
S2 |
9,433 |
9,433 |
9,559 |
|
S3 |
9,232 |
9,313 |
9,541 |
|
S4 |
9,031 |
9,112 |
9,486 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,540 |
11,160 |
9,922 |
|
R3 |
10,948 |
10,568 |
9,759 |
|
R2 |
10,356 |
10,356 |
9,705 |
|
R1 |
9,976 |
9,976 |
9,650 |
9,870 |
PP |
9,764 |
9,764 |
9,764 |
9,711 |
S1 |
9,384 |
9,384 |
9,542 |
9,278 |
S2 |
9,172 |
9,172 |
9,488 |
|
S3 |
8,580 |
8,792 |
9,433 |
|
S4 |
7,988 |
8,200 |
9,271 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,144 |
9,552 |
592 |
6.2% |
205 |
2.1% |
7% |
False |
True |
172,506 |
10 |
10,536 |
9,552 |
984 |
10.3% |
192 |
2.0% |
4% |
False |
True |
160,413 |
20 |
10,536 |
9,552 |
984 |
10.3% |
186 |
1.9% |
4% |
False |
True |
121,423 |
40 |
10,859 |
9,552 |
1,307 |
13.6% |
224 |
2.3% |
3% |
False |
True |
60,897 |
60 |
11,144 |
9,552 |
1,592 |
16.6% |
207 |
2.2% |
3% |
False |
True |
40,620 |
80 |
11,144 |
9,552 |
1,592 |
16.6% |
171 |
1.8% |
3% |
False |
True |
30,471 |
100 |
11,144 |
9,552 |
1,592 |
16.6% |
142 |
1.5% |
3% |
False |
True |
24,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,607 |
2.618 |
10,279 |
1.618 |
10,078 |
1.000 |
9,954 |
0.618 |
9,877 |
HIGH |
9,753 |
0.618 |
9,676 |
0.500 |
9,653 |
0.382 |
9,629 |
LOW |
9,552 |
0.618 |
9,428 |
1.000 |
9,351 |
1.618 |
9,227 |
2.618 |
9,026 |
4.250 |
8,698 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,653 |
9,711 |
PP |
9,634 |
9,672 |
S1 |
9,615 |
9,634 |
|