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 |
9,594 |
9,678 |
84 |
0.9% |
10,104 |
High |
9,796 |
9,983 |
187 |
1.9% |
10,144 |
Low |
9,506 |
9,613 |
107 |
1.1% |
9,552 |
Close |
9,682 |
9,980 |
298 |
3.1% |
9,596 |
Range |
290 |
370 |
80 |
27.6% |
592 |
ATR |
206 |
218 |
12 |
5.7% |
0 |
Volume |
152,916 |
159,114 |
6,198 |
4.1% |
862,534 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,969 |
10,844 |
10,184 |
|
R3 |
10,599 |
10,474 |
10,082 |
|
R2 |
10,229 |
10,229 |
10,048 |
|
R1 |
10,104 |
10,104 |
10,014 |
10,167 |
PP |
9,859 |
9,859 |
9,859 |
9,890 |
S1 |
9,734 |
9,734 |
9,946 |
9,797 |
S2 |
9,489 |
9,489 |
9,912 |
|
S3 |
9,119 |
9,364 |
9,878 |
|
S4 |
8,749 |
8,994 |
9,777 |
|
|
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 |
9,983 |
9,506 |
477 |
4.8% |
243 |
2.4% |
99% |
True |
False |
179,932 |
10 |
10,309 |
9,506 |
803 |
8.0% |
215 |
2.2% |
59% |
False |
False |
165,916 |
20 |
10,536 |
9,506 |
1,030 |
10.3% |
196 |
2.0% |
46% |
False |
False |
136,852 |
40 |
10,859 |
9,506 |
1,353 |
13.6% |
223 |
2.2% |
35% |
False |
False |
68,680 |
60 |
11,144 |
9,506 |
1,638 |
16.4% |
216 |
2.2% |
29% |
False |
False |
45,820 |
80 |
11,144 |
9,506 |
1,638 |
16.4% |
179 |
1.8% |
29% |
False |
False |
34,371 |
100 |
11,144 |
9,506 |
1,638 |
16.4% |
146 |
1.5% |
29% |
False |
False |
27,498 |
120 |
11,144 |
9,506 |
1,638 |
16.4% |
127 |
1.3% |
29% |
False |
False |
22,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,556 |
2.618 |
10,952 |
1.618 |
10,582 |
1.000 |
10,353 |
0.618 |
10,212 |
HIGH |
9,983 |
0.618 |
9,842 |
0.500 |
9,798 |
0.382 |
9,754 |
LOW |
9,613 |
0.618 |
9,384 |
1.000 |
9,243 |
1.618 |
9,014 |
2.618 |
8,644 |
4.250 |
8,041 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,919 |
9,902 |
PP |
9,859 |
9,823 |
S1 |
9,798 |
9,745 |
|