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 |
1,010.25 |
1,019.50 |
9.25 |
0.9% |
1,071.75 |
High |
1,033.50 |
1,055.00 |
21.50 |
2.1% |
1,075.00 |
Low |
998.75 |
1,011.75 |
13.00 |
1.3% |
1,001.75 |
Close |
1,019.50 |
1,054.75 |
35.25 |
3.5% |
1,009.75 |
Range |
34.75 |
43.25 |
8.50 |
24.5% |
73.25 |
ATR |
24.12 |
25.48 |
1.37 |
5.7% |
0.00 |
Volume |
1,198 |
2,084 |
886 |
74.0% |
11,594 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,170.25 |
1,155.75 |
1,078.50 |
|
R3 |
1,127.00 |
1,112.50 |
1,066.75 |
|
R2 |
1,083.75 |
1,083.75 |
1,062.75 |
|
R1 |
1,069.25 |
1,069.25 |
1,058.75 |
1,076.50 |
PP |
1,040.50 |
1,040.50 |
1,040.50 |
1,044.00 |
S1 |
1,026.00 |
1,026.00 |
1,050.75 |
1,033.25 |
S2 |
997.25 |
997.25 |
1,046.75 |
|
S3 |
954.00 |
982.75 |
1,042.75 |
|
S4 |
910.75 |
939.50 |
1,031.00 |
|
|
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 |
1,055.00 |
998.75 |
56.25 |
5.3% |
28.50 |
2.7% |
100% |
True |
False |
2,545 |
10 |
1,093.50 |
998.75 |
94.75 |
9.0% |
25.75 |
2.4% |
59% |
False |
False |
1,895 |
20 |
1,125.00 |
998.75 |
126.25 |
12.0% |
23.25 |
2.2% |
44% |
False |
False |
1,113 |
40 |
1,164.75 |
998.75 |
166.00 |
15.7% |
26.25 |
2.5% |
34% |
False |
False |
605 |
60 |
1,208.00 |
998.75 |
209.25 |
19.8% |
25.00 |
2.4% |
27% |
False |
False |
449 |
80 |
1,208.00 |
998.75 |
209.25 |
19.8% |
21.00 |
2.0% |
27% |
False |
False |
348 |
100 |
1,208.00 |
998.75 |
209.25 |
19.8% |
17.50 |
1.7% |
27% |
False |
False |
289 |
120 |
1,208.00 |
998.75 |
209.25 |
19.8% |
16.25 |
1.5% |
27% |
False |
False |
242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,238.75 |
2.618 |
1,168.25 |
1.618 |
1,125.00 |
1.000 |
1,098.25 |
0.618 |
1,081.75 |
HIGH |
1,055.00 |
0.618 |
1,038.50 |
0.500 |
1,033.50 |
0.382 |
1,028.25 |
LOW |
1,011.75 |
0.618 |
985.00 |
1.000 |
968.50 |
1.618 |
941.75 |
2.618 |
898.50 |
4.250 |
828.00 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,047.50 |
1,045.50 |
PP |
1,040.50 |
1,036.25 |
S1 |
1,033.50 |
1,027.00 |
|