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 |
1,204.7 |
1,217.0 |
12.3 |
1.0% |
1,259.6 |
High |
1,217.7 |
1,218.5 |
0.8 |
0.1% |
1,267.5 |
Low |
1,204.7 |
1,193.6 |
-11.1 |
-0.9% |
1,200.0 |
Close |
1,211.6 |
1,198.9 |
-12.7 |
-1.0% |
1,211.6 |
Range |
13.0 |
24.9 |
11.9 |
91.5% |
67.5 |
ATR |
21.1 |
21.3 |
0.3 |
1.3% |
0.0 |
Volume |
21,253 |
5,057 |
-16,196 |
-76.2% |
47,617 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.4 |
1,263.5 |
1,212.6 |
|
R3 |
1,253.5 |
1,238.6 |
1,205.7 |
|
R2 |
1,228.6 |
1,228.6 |
1,203.5 |
|
R1 |
1,213.7 |
1,213.7 |
1,201.2 |
1,208.7 |
PP |
1,203.7 |
1,203.7 |
1,203.7 |
1,201.2 |
S1 |
1,188.8 |
1,188.8 |
1,196.6 |
1,183.8 |
S2 |
1,178.8 |
1,178.8 |
1,194.3 |
|
S3 |
1,153.9 |
1,163.9 |
1,192.1 |
|
S4 |
1,129.0 |
1,139.0 |
1,185.2 |
|
|
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 |
1,252.0 |
1,193.6 |
58.4 |
4.9% |
23.3 |
1.9% |
9% |
False |
True |
10,056 |
10 |
1,267.5 |
1,193.6 |
73.9 |
6.2% |
21.1 |
1.8% |
7% |
False |
True |
8,796 |
20 |
1,270.6 |
1,193.6 |
77.0 |
6.4% |
20.1 |
1.7% |
7% |
False |
True |
7,624 |
40 |
1,270.6 |
1,172.0 |
98.6 |
8.2% |
21.1 |
1.8% |
27% |
False |
False |
6,405 |
60 |
1,270.6 |
1,127.8 |
142.8 |
11.9% |
19.7 |
1.6% |
50% |
False |
False |
5,095 |
80 |
1,270.6 |
1,089.9 |
180.7 |
15.1% |
18.4 |
1.5% |
60% |
False |
False |
4,152 |
100 |
1,270.6 |
1,078.8 |
191.8 |
16.0% |
18.3 |
1.5% |
63% |
False |
False |
3,696 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.6% |
18.5 |
1.5% |
68% |
False |
False |
3,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,324.3 |
2.618 |
1,283.7 |
1.618 |
1,258.8 |
1.000 |
1,243.4 |
0.618 |
1,233.9 |
HIGH |
1,218.5 |
0.618 |
1,209.0 |
0.500 |
1,206.1 |
0.382 |
1,203.1 |
LOW |
1,193.6 |
0.618 |
1,178.2 |
1.000 |
1,168.7 |
1.618 |
1,153.3 |
2.618 |
1,128.4 |
4.250 |
1,087.8 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,206.1 |
1,220.9 |
PP |
1,203.7 |
1,213.6 |
S1 |
1,201.3 |
1,206.2 |
|