Trading Metrics calculated at close of trading on 08-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,196.5 |
1,206.6 |
10.1 |
0.8% |
1,259.6 |
High |
1,208.2 |
1,211.6 |
3.4 |
0.3% |
1,267.5 |
Low |
1,188.7 |
1,191.4 |
2.7 |
0.2% |
1,200.0 |
Close |
1,202.7 |
1,200.0 |
-2.7 |
-0.2% |
1,211.6 |
Range |
19.5 |
20.2 |
0.7 |
3.6% |
67.5 |
ATR |
21.2 |
21.1 |
-0.1 |
-0.3% |
0.0 |
Volume |
9,449 |
19,536 |
10,087 |
106.8% |
47,617 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.6 |
1,251.0 |
1,211.1 |
|
R3 |
1,241.4 |
1,230.8 |
1,205.6 |
|
R2 |
1,221.2 |
1,221.2 |
1,203.7 |
|
R1 |
1,210.6 |
1,210.6 |
1,201.9 |
1,205.8 |
PP |
1,201.0 |
1,201.0 |
1,201.0 |
1,198.6 |
S1 |
1,190.4 |
1,190.4 |
1,198.1 |
1,185.6 |
S2 |
1,180.8 |
1,180.8 |
1,196.3 |
|
S3 |
1,160.6 |
1,170.2 |
1,194.4 |
|
S4 |
1,140.4 |
1,150.0 |
1,188.9 |
|
|
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 |
1,248.2 |
1,188.7 |
59.5 |
5.0% |
25.2 |
2.1% |
19% |
False |
False |
11,928 |
10 |
1,267.5 |
1,188.7 |
78.8 |
6.6% |
22.0 |
1.8% |
14% |
False |
False |
9,382 |
20 |
1,270.6 |
1,188.7 |
81.9 |
6.8% |
20.1 |
1.7% |
14% |
False |
False |
8,507 |
40 |
1,270.6 |
1,172.0 |
98.6 |
8.2% |
20.6 |
1.7% |
28% |
False |
False |
6,851 |
60 |
1,270.6 |
1,127.8 |
142.8 |
11.9% |
19.9 |
1.7% |
51% |
False |
False |
5,497 |
80 |
1,270.6 |
1,089.9 |
180.7 |
15.1% |
18.5 |
1.5% |
61% |
False |
False |
4,483 |
100 |
1,270.6 |
1,089.9 |
180.7 |
15.1% |
18.3 |
1.5% |
61% |
False |
False |
3,927 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.5% |
18.6 |
1.5% |
68% |
False |
False |
3,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.5 |
2.618 |
1,264.5 |
1.618 |
1,244.3 |
1.000 |
1,231.8 |
0.618 |
1,224.1 |
HIGH |
1,211.6 |
0.618 |
1,203.9 |
0.500 |
1,201.5 |
0.382 |
1,199.1 |
LOW |
1,191.4 |
0.618 |
1,178.9 |
1.000 |
1,171.2 |
1.618 |
1,158.7 |
2.618 |
1,138.5 |
4.250 |
1,105.6 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,201.5 |
1,203.6 |
PP |
1,201.0 |
1,202.4 |
S1 |
1,200.5 |
1,201.2 |
|