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 |
1,017.75 |
1,010.25 |
-7.50 |
-0.7% |
1,071.75 |
High |
1,027.50 |
1,033.50 |
6.00 |
0.6% |
1,075.00 |
Low |
1,006.50 |
998.75 |
-7.75 |
-0.8% |
1,001.75 |
Close |
1,009.75 |
1,019.50 |
9.75 |
1.0% |
1,009.75 |
Range |
21.00 |
34.75 |
13.75 |
65.5% |
73.25 |
ATR |
23.30 |
24.12 |
0.82 |
3.5% |
0.00 |
Volume |
1,986 |
1,198 |
-788 |
-39.7% |
11,594 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,121.50 |
1,105.25 |
1,038.50 |
|
R3 |
1,086.75 |
1,070.50 |
1,029.00 |
|
R2 |
1,052.00 |
1,052.00 |
1,025.75 |
|
R1 |
1,035.75 |
1,035.75 |
1,022.75 |
1,044.00 |
PP |
1,017.25 |
1,017.25 |
1,017.25 |
1,021.25 |
S1 |
1,001.00 |
1,001.00 |
1,016.25 |
1,009.00 |
S2 |
982.50 |
982.50 |
1,013.25 |
|
S3 |
947.75 |
966.25 |
1,010.00 |
|
S4 |
913.00 |
931.50 |
1,000.50 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,248.50 |
1,202.50 |
1,050.00 |
|
R3 |
1,175.25 |
1,129.25 |
1,030.00 |
|
R2 |
1,102.00 |
1,102.00 |
1,023.25 |
|
R1 |
1,056.00 |
1,056.00 |
1,016.50 |
1,042.50 |
PP |
1,028.75 |
1,028.75 |
1,028.75 |
1,022.00 |
S1 |
982.75 |
982.75 |
1,003.00 |
969.00 |
S2 |
955.50 |
955.50 |
996.25 |
|
S3 |
882.25 |
909.50 |
989.50 |
|
S4 |
809.00 |
836.25 |
969.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,070.00 |
998.75 |
71.25 |
7.0% |
28.75 |
2.8% |
29% |
False |
True |
2,260 |
10 |
1,112.50 |
998.75 |
113.75 |
11.2% |
24.00 |
2.4% |
18% |
False |
True |
1,759 |
20 |
1,125.00 |
998.75 |
126.25 |
12.4% |
22.00 |
2.2% |
16% |
False |
True |
1,019 |
40 |
1,164.75 |
998.75 |
166.00 |
16.3% |
26.00 |
2.6% |
13% |
False |
True |
564 |
60 |
1,208.00 |
998.75 |
209.25 |
20.5% |
24.25 |
2.4% |
10% |
False |
True |
415 |
80 |
1,208.00 |
998.75 |
209.25 |
20.5% |
20.50 |
2.0% |
10% |
False |
True |
322 |
100 |
1,208.00 |
998.75 |
209.25 |
20.5% |
17.25 |
1.7% |
10% |
False |
True |
268 |
120 |
1,208.00 |
998.75 |
209.25 |
20.5% |
15.75 |
1.5% |
10% |
False |
True |
225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,181.25 |
2.618 |
1,124.50 |
1.618 |
1,089.75 |
1.000 |
1,068.25 |
0.618 |
1,055.00 |
HIGH |
1,033.50 |
0.618 |
1,020.25 |
0.500 |
1,016.00 |
0.382 |
1,012.00 |
LOW |
998.75 |
0.618 |
977.25 |
1.000 |
964.00 |
1.618 |
942.50 |
2.618 |
907.75 |
4.250 |
851.00 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,018.50 |
1,018.50 |
PP |
1,017.25 |
1,017.25 |
S1 |
1,016.00 |
1,016.00 |
|