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 |
1,247.8 |
1,204.7 |
-43.1 |
-3.5% |
1,259.6 |
High |
1,248.2 |
1,217.7 |
-30.5 |
-2.4% |
1,267.5 |
Low |
1,200.0 |
1,204.7 |
4.7 |
0.4% |
1,200.0 |
Close |
1,210.5 |
1,211.6 |
1.1 |
0.1% |
1,211.6 |
Range |
48.2 |
13.0 |
-35.2 |
-73.0% |
67.5 |
ATR |
21.7 |
21.1 |
-0.6 |
-2.9% |
0.0 |
Volume |
4,345 |
21,253 |
16,908 |
389.1% |
47,617 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.3 |
1,244.0 |
1,218.8 |
|
R3 |
1,237.3 |
1,231.0 |
1,215.2 |
|
R2 |
1,224.3 |
1,224.3 |
1,214.0 |
|
R1 |
1,218.0 |
1,218.0 |
1,212.8 |
1,221.2 |
PP |
1,211.3 |
1,211.3 |
1,211.3 |
1,212.9 |
S1 |
1,205.0 |
1,205.0 |
1,210.4 |
1,208.2 |
S2 |
1,198.3 |
1,198.3 |
1,209.2 |
|
S3 |
1,185.3 |
1,192.0 |
1,208.0 |
|
S4 |
1,172.3 |
1,179.0 |
1,204.5 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.9 |
1,387.7 |
1,248.7 |
|
R3 |
1,361.4 |
1,320.2 |
1,230.2 |
|
R2 |
1,293.9 |
1,293.9 |
1,224.0 |
|
R1 |
1,252.7 |
1,252.7 |
1,217.8 |
1,239.6 |
PP |
1,226.4 |
1,226.4 |
1,226.4 |
1,219.8 |
S1 |
1,185.2 |
1,185.2 |
1,205.4 |
1,172.1 |
S2 |
1,158.9 |
1,158.9 |
1,199.2 |
|
S3 |
1,091.4 |
1,117.7 |
1,193.0 |
|
S4 |
1,023.9 |
1,050.2 |
1,174.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,267.5 |
1,200.0 |
67.5 |
5.6% |
23.8 |
2.0% |
17% |
False |
False |
9,523 |
10 |
1,270.6 |
1,200.0 |
70.6 |
5.8% |
22.1 |
1.8% |
16% |
False |
False |
8,687 |
20 |
1,270.6 |
1,200.0 |
70.6 |
5.8% |
20.4 |
1.7% |
16% |
False |
False |
7,567 |
40 |
1,270.6 |
1,172.0 |
98.6 |
8.1% |
21.0 |
1.7% |
40% |
False |
False |
6,472 |
60 |
1,270.6 |
1,127.8 |
142.8 |
11.8% |
19.5 |
1.6% |
59% |
False |
False |
5,048 |
80 |
1,270.6 |
1,089.9 |
180.7 |
14.9% |
18.2 |
1.5% |
67% |
False |
False |
4,110 |
100 |
1,270.6 |
1,068.4 |
202.2 |
16.7% |
18.2 |
1.5% |
71% |
False |
False |
3,670 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.4% |
18.6 |
1.5% |
73% |
False |
False |
3,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,273.0 |
2.618 |
1,251.7 |
1.618 |
1,238.7 |
1.000 |
1,230.7 |
0.618 |
1,225.7 |
HIGH |
1,217.7 |
0.618 |
1,212.7 |
0.500 |
1,211.2 |
0.382 |
1,209.7 |
LOW |
1,204.7 |
0.618 |
1,196.7 |
1.000 |
1,191.7 |
1.618 |
1,183.7 |
2.618 |
1,170.7 |
4.250 |
1,149.5 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,211.5 |
1,226.0 |
PP |
1,211.3 |
1,221.2 |
S1 |
1,211.2 |
1,216.4 |
|