Trading Metrics calculated at close of trading on 07-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,217.0 |
1,196.5 |
-20.5 |
-1.7% |
1,259.6 |
High |
1,218.5 |
1,208.2 |
-10.3 |
-0.8% |
1,267.5 |
Low |
1,193.6 |
1,188.7 |
-4.9 |
-0.4% |
1,200.0 |
Close |
1,198.9 |
1,202.7 |
3.8 |
0.3% |
1,211.6 |
Range |
24.9 |
19.5 |
-5.4 |
-21.7% |
67.5 |
ATR |
21.3 |
21.2 |
-0.1 |
-0.6% |
0.0 |
Volume |
5,057 |
9,449 |
4,392 |
86.8% |
47,617 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.4 |
1,250.0 |
1,213.4 |
|
R3 |
1,238.9 |
1,230.5 |
1,208.1 |
|
R2 |
1,219.4 |
1,219.4 |
1,206.3 |
|
R1 |
1,211.0 |
1,211.0 |
1,204.5 |
1,215.2 |
PP |
1,199.9 |
1,199.9 |
1,199.9 |
1,202.0 |
S1 |
1,191.5 |
1,191.5 |
1,200.9 |
1,195.7 |
S2 |
1,180.4 |
1,180.4 |
1,199.1 |
|
S3 |
1,160.9 |
1,172.0 |
1,197.3 |
|
S4 |
1,141.4 |
1,152.5 |
1,192.0 |
|
|
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 |
1,188.7 |
63.3 |
5.3% |
23.5 |
2.0% |
22% |
False |
True |
11,282 |
10 |
1,267.5 |
1,188.7 |
78.8 |
6.6% |
22.1 |
1.8% |
18% |
False |
True |
8,664 |
20 |
1,270.6 |
1,188.7 |
81.9 |
6.8% |
20.1 |
1.7% |
17% |
False |
True |
7,831 |
40 |
1,270.6 |
1,172.0 |
98.6 |
8.2% |
20.9 |
1.7% |
31% |
False |
False |
6,509 |
60 |
1,270.6 |
1,127.8 |
142.8 |
11.9% |
19.8 |
1.6% |
52% |
False |
False |
5,218 |
80 |
1,270.6 |
1,089.9 |
180.7 |
15.0% |
18.4 |
1.5% |
62% |
False |
False |
4,245 |
100 |
1,270.6 |
1,082.8 |
187.8 |
15.6% |
18.2 |
1.5% |
64% |
False |
False |
3,767 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.5% |
18.5 |
1.5% |
69% |
False |
False |
3,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,291.1 |
2.618 |
1,259.3 |
1.618 |
1,239.8 |
1.000 |
1,227.7 |
0.618 |
1,220.3 |
HIGH |
1,208.2 |
0.618 |
1,200.8 |
0.500 |
1,198.5 |
0.382 |
1,196.1 |
LOW |
1,188.7 |
0.618 |
1,176.6 |
1.000 |
1,169.2 |
1.618 |
1,157.1 |
2.618 |
1,137.6 |
4.250 |
1,105.8 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,201.3 |
1,203.6 |
PP |
1,199.9 |
1,203.3 |
S1 |
1,198.5 |
1,203.0 |
|