Trading Metrics calculated at close of trading on 06-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5,890.5 |
5,848.5 |
-42.0 |
-0.7% |
6,100.0 |
High |
5,947.0 |
6,002.5 |
55.5 |
0.9% |
6,177.0 |
Low |
5,805.0 |
5,846.5 |
41.5 |
0.7% |
5,805.0 |
Close |
5,841.5 |
5,928.0 |
86.5 |
1.5% |
5,841.5 |
Range |
142.0 |
156.0 |
14.0 |
9.9% |
372.0 |
ATR |
133.0 |
135.0 |
2.0 |
1.5% |
0.0 |
Volume |
142,850 |
161,359 |
18,509 |
13.0% |
807,041 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,393.7 |
6,316.8 |
6,013.8 |
|
R3 |
6,237.7 |
6,160.8 |
5,970.9 |
|
R2 |
6,081.7 |
6,081.7 |
5,956.6 |
|
R1 |
6,004.8 |
6,004.8 |
5,942.3 |
6,043.3 |
PP |
5,925.7 |
5,925.7 |
5,925.7 |
5,944.9 |
S1 |
5,848.8 |
5,848.8 |
5,913.7 |
5,887.3 |
S2 |
5,769.7 |
5,769.7 |
5,899.4 |
|
S3 |
5,613.7 |
5,692.8 |
5,885.1 |
|
S4 |
5,457.7 |
5,536.8 |
5,842.2 |
|
|
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 |
6,089.0 |
5,805.0 |
284.0 |
4.8% |
138.0 |
2.3% |
43% |
False |
False |
165,371 |
10 |
6,302.5 |
5,805.0 |
497.5 |
8.4% |
126.1 |
2.1% |
25% |
False |
False |
157,716 |
20 |
6,359.5 |
5,805.0 |
554.5 |
9.4% |
118.6 |
2.0% |
22% |
False |
False |
106,294 |
40 |
6,359.5 |
5,615.0 |
744.5 |
12.6% |
135.2 |
2.3% |
42% |
False |
False |
53,650 |
60 |
6,359.5 |
5,593.5 |
766.0 |
12.9% |
132.8 |
2.2% |
44% |
False |
False |
35,916 |
80 |
6,359.5 |
5,593.5 |
766.0 |
12.9% |
114.6 |
1.9% |
44% |
False |
False |
27,305 |
100 |
6,359.5 |
5,487.5 |
872.0 |
14.7% |
105.0 |
1.8% |
51% |
False |
False |
21,901 |
120 |
6,359.5 |
5,419.0 |
940.5 |
15.9% |
101.6 |
1.7% |
54% |
False |
False |
18,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,665.5 |
2.618 |
6,410.9 |
1.618 |
6,254.9 |
1.000 |
6,158.5 |
0.618 |
6,098.9 |
HIGH |
6,002.5 |
0.618 |
5,942.9 |
0.500 |
5,924.5 |
0.382 |
5,906.1 |
LOW |
5,846.5 |
0.618 |
5,750.1 |
1.000 |
5,690.5 |
1.618 |
5,594.1 |
2.618 |
5,438.1 |
4.250 |
5,183.5 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5,926.8 |
5,919.9 |
PP |
5,925.7 |
5,911.8 |
S1 |
5,924.5 |
5,903.8 |
|