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 |
9,678 |
9,976 |
298 |
3.1% |
10,104 |
High |
9,983 |
10,101 |
118 |
1.2% |
10,144 |
Low |
9,613 |
9,951 |
338 |
3.5% |
9,552 |
Close |
9,980 |
10,092 |
112 |
1.1% |
9,596 |
Range |
370 |
150 |
-220 |
-59.5% |
592 |
ATR |
218 |
213 |
-5 |
-2.2% |
0 |
Volume |
159,114 |
164,837 |
5,723 |
3.6% |
862,534 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,498 |
10,445 |
10,175 |
|
R3 |
10,348 |
10,295 |
10,133 |
|
R2 |
10,198 |
10,198 |
10,120 |
|
R1 |
10,145 |
10,145 |
10,106 |
10,172 |
PP |
10,048 |
10,048 |
10,048 |
10,061 |
S1 |
9,995 |
9,995 |
10,078 |
10,022 |
S2 |
9,898 |
9,898 |
10,065 |
|
S3 |
9,748 |
9,845 |
10,051 |
|
S4 |
9,598 |
9,695 |
10,010 |
|
|
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 |
10,101 |
9,506 |
595 |
5.9% |
238 |
2.4% |
98% |
True |
False |
172,662 |
10 |
10,268 |
9,506 |
762 |
7.6% |
216 |
2.1% |
77% |
False |
False |
166,478 |
20 |
10,536 |
9,506 |
1,030 |
10.2% |
194 |
1.9% |
57% |
False |
False |
144,922 |
40 |
10,859 |
9,506 |
1,353 |
13.4% |
222 |
2.2% |
43% |
False |
False |
72,796 |
60 |
11,144 |
9,506 |
1,638 |
16.2% |
217 |
2.1% |
36% |
False |
False |
48,566 |
80 |
11,144 |
9,506 |
1,638 |
16.2% |
181 |
1.8% |
36% |
False |
False |
36,431 |
100 |
11,144 |
9,506 |
1,638 |
16.2% |
148 |
1.5% |
36% |
False |
False |
29,146 |
120 |
11,144 |
9,506 |
1,638 |
16.2% |
129 |
1.3% |
36% |
False |
False |
24,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,739 |
2.618 |
10,494 |
1.618 |
10,344 |
1.000 |
10,251 |
0.618 |
10,194 |
HIGH |
10,101 |
0.618 |
10,044 |
0.500 |
10,026 |
0.382 |
10,008 |
LOW |
9,951 |
0.618 |
9,858 |
1.000 |
9,801 |
1.618 |
9,708 |
2.618 |
9,558 |
4.250 |
9,314 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,070 |
9,996 |
PP |
10,048 |
9,900 |
S1 |
10,026 |
9,804 |
|