Trading Metrics calculated at close of trading on 01-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,030.00 |
1,020.25 |
-9.75 |
-0.9% |
1,115.00 |
High |
1,039.50 |
1,024.75 |
-14.75 |
-1.4% |
1,125.00 |
Low |
1,018.50 |
1,001.75 |
-16.75 |
-1.6% |
1,059.00 |
Close |
1,022.00 |
1,017.25 |
-4.75 |
-0.5% |
1,070.50 |
Range |
21.00 |
23.00 |
2.00 |
9.5% |
66.00 |
ATR |
23.51 |
23.47 |
-0.04 |
-0.2% |
0.00 |
Volume |
5,277 |
2,184 |
-3,093 |
-58.6% |
5,014 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,083.50 |
1,073.50 |
1,030.00 |
|
R3 |
1,060.50 |
1,050.50 |
1,023.50 |
|
R2 |
1,037.50 |
1,037.50 |
1,021.50 |
|
R1 |
1,027.50 |
1,027.50 |
1,019.25 |
1,021.00 |
PP |
1,014.50 |
1,014.50 |
1,014.50 |
1,011.50 |
S1 |
1,004.50 |
1,004.50 |
1,015.25 |
998.00 |
S2 |
991.50 |
991.50 |
1,013.00 |
|
S3 |
968.50 |
981.50 |
1,011.00 |
|
S4 |
945.50 |
958.50 |
1,004.50 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.75 |
1,242.75 |
1,106.75 |
|
R3 |
1,216.75 |
1,176.75 |
1,088.75 |
|
R2 |
1,150.75 |
1,150.75 |
1,082.50 |
|
R1 |
1,110.75 |
1,110.75 |
1,076.50 |
1,097.75 |
PP |
1,084.75 |
1,084.75 |
1,084.75 |
1,078.50 |
S1 |
1,044.75 |
1,044.75 |
1,064.50 |
1,031.75 |
S2 |
1,018.75 |
1,018.75 |
1,058.50 |
|
S3 |
952.75 |
978.75 |
1,052.25 |
|
S4 |
886.75 |
912.75 |
1,034.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,075.00 |
1,001.75 |
73.25 |
7.2% |
23.25 |
2.3% |
21% |
False |
True |
2,214 |
10 |
1,125.00 |
1,001.75 |
123.25 |
12.1% |
21.75 |
2.1% |
13% |
False |
True |
1,513 |
20 |
1,125.00 |
1,001.75 |
123.25 |
12.1% |
22.75 |
2.2% |
13% |
False |
True |
863 |
40 |
1,164.75 |
1,001.75 |
163.00 |
16.0% |
27.50 |
2.7% |
10% |
False |
True |
489 |
60 |
1,208.00 |
1,001.75 |
206.25 |
20.3% |
23.75 |
2.3% |
8% |
False |
True |
362 |
80 |
1,208.00 |
1,001.75 |
206.25 |
20.3% |
20.00 |
2.0% |
8% |
False |
True |
290 |
100 |
1,208.00 |
1,001.75 |
206.25 |
20.3% |
16.75 |
1.6% |
8% |
False |
True |
237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,122.50 |
2.618 |
1,085.00 |
1.618 |
1,062.00 |
1.000 |
1,047.75 |
0.618 |
1,039.00 |
HIGH |
1,024.75 |
0.618 |
1,016.00 |
0.500 |
1,013.25 |
0.382 |
1,010.50 |
LOW |
1,001.75 |
0.618 |
987.50 |
1.000 |
978.75 |
1.618 |
964.50 |
2.618 |
941.50 |
4.250 |
904.00 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,016.00 |
1,036.00 |
PP |
1,014.50 |
1,029.75 |
S1 |
1,013.25 |
1,023.50 |
|