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 |
5,883.0 |
5,890.5 |
7.5 |
0.1% |
6,100.0 |
High |
5,962.0 |
5,947.0 |
-15.0 |
-0.3% |
6,177.0 |
Low |
5,833.0 |
5,805.0 |
-28.0 |
-0.5% |
5,805.0 |
Close |
5,868.5 |
5,841.5 |
-27.0 |
-0.5% |
5,841.5 |
Range |
129.0 |
142.0 |
13.0 |
10.1% |
372.0 |
ATR |
132.3 |
133.0 |
0.7 |
0.5% |
0.0 |
Volume |
198,842 |
142,850 |
-55,992 |
-28.2% |
807,041 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,290.5 |
6,208.0 |
5,919.6 |
|
R3 |
6,148.5 |
6,066.0 |
5,880.6 |
|
R2 |
6,006.5 |
6,006.5 |
5,867.5 |
|
R1 |
5,924.0 |
5,924.0 |
5,854.5 |
5,894.3 |
PP |
5,864.5 |
5,864.5 |
5,864.5 |
5,849.6 |
S1 |
5,782.0 |
5,782.0 |
5,828.5 |
5,752.3 |
S2 |
5,722.5 |
5,722.5 |
5,815.5 |
|
S3 |
5,580.5 |
5,640.0 |
5,802.5 |
|
S4 |
5,438.5 |
5,498.0 |
5,763.4 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,057.2 |
6,821.3 |
6,046.1 |
|
R3 |
6,685.2 |
6,449.3 |
5,943.8 |
|
R2 |
6,313.2 |
6,313.2 |
5,909.7 |
|
R1 |
6,077.3 |
6,077.3 |
5,875.6 |
6,009.3 |
PP |
5,941.2 |
5,941.2 |
5,941.2 |
5,907.1 |
S1 |
5,705.3 |
5,705.3 |
5,807.4 |
5,637.3 |
S2 |
5,569.2 |
5,569.2 |
5,773.3 |
|
S3 |
5,197.2 |
5,333.3 |
5,739.2 |
|
S4 |
4,825.2 |
4,961.3 |
5,636.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,177.0 |
5,805.0 |
372.0 |
6.4% |
129.2 |
2.2% |
10% |
False |
True |
161,408 |
10 |
6,359.5 |
5,805.0 |
554.5 |
9.5% |
123.3 |
2.1% |
7% |
False |
True |
154,086 |
20 |
6,359.5 |
5,805.0 |
554.5 |
9.5% |
117.0 |
2.0% |
7% |
False |
True |
98,470 |
40 |
6,359.5 |
5,615.0 |
744.5 |
12.7% |
134.9 |
2.3% |
30% |
False |
False |
49,637 |
60 |
6,359.5 |
5,593.5 |
766.0 |
13.1% |
131.4 |
2.2% |
32% |
False |
False |
33,232 |
80 |
6,359.5 |
5,593.5 |
766.0 |
13.1% |
113.3 |
1.9% |
32% |
False |
False |
25,305 |
100 |
6,359.5 |
5,480.0 |
879.5 |
15.1% |
104.2 |
1.8% |
41% |
False |
False |
20,288 |
120 |
6,359.5 |
5,419.0 |
940.5 |
16.1% |
100.3 |
1.7% |
45% |
False |
False |
16,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,550.5 |
2.618 |
6,318.8 |
1.618 |
6,176.8 |
1.000 |
6,089.0 |
0.618 |
6,034.8 |
HIGH |
5,947.0 |
0.618 |
5,892.8 |
0.500 |
5,876.0 |
0.382 |
5,859.2 |
LOW |
5,805.0 |
0.618 |
5,717.2 |
1.000 |
5,663.0 |
1.618 |
5,575.2 |
2.618 |
5,433.2 |
4.250 |
5,201.5 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5,876.0 |
5,907.0 |
PP |
5,864.5 |
5,885.2 |
S1 |
5,853.0 |
5,863.3 |
|