Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,054.50 |
1,062.25 |
7.75 |
0.7% |
1,010.25 |
High |
1,063.75 |
1,070.50 |
6.75 |
0.6% |
1,070.50 |
Low |
1,049.50 |
1,059.00 |
9.50 |
0.9% |
998.75 |
Close |
1,062.50 |
1,068.00 |
5.50 |
0.5% |
1,068.00 |
Range |
14.25 |
11.50 |
-2.75 |
-19.3% |
71.75 |
ATR |
24.68 |
23.74 |
-0.94 |
-3.8% |
0.00 |
Volume |
2,332 |
1,305 |
-1,027 |
-44.0% |
6,919 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,100.25 |
1,095.75 |
1,074.25 |
|
R3 |
1,088.75 |
1,084.25 |
1,071.25 |
|
R2 |
1,077.25 |
1,077.25 |
1,070.00 |
|
R1 |
1,072.75 |
1,072.75 |
1,069.00 |
1,075.00 |
PP |
1,065.75 |
1,065.75 |
1,065.75 |
1,067.00 |
S1 |
1,061.25 |
1,061.25 |
1,067.00 |
1,063.50 |
S2 |
1,054.25 |
1,054.25 |
1,066.00 |
|
S3 |
1,042.75 |
1,049.75 |
1,064.75 |
|
S4 |
1,031.25 |
1,038.25 |
1,061.75 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.00 |
1,236.25 |
1,107.50 |
|
R3 |
1,189.25 |
1,164.50 |
1,087.75 |
|
R2 |
1,117.50 |
1,117.50 |
1,081.25 |
|
R1 |
1,092.75 |
1,092.75 |
1,074.50 |
1,105.00 |
PP |
1,045.75 |
1,045.75 |
1,045.75 |
1,052.00 |
S1 |
1,021.00 |
1,021.00 |
1,061.50 |
1,033.50 |
S2 |
974.00 |
974.00 |
1,054.75 |
|
S3 |
902.25 |
949.25 |
1,048.25 |
|
S4 |
830.50 |
877.50 |
1,028.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,070.50 |
998.75 |
71.75 |
6.7% |
25.00 |
2.3% |
97% |
True |
False |
1,781 |
10 |
1,075.00 |
998.75 |
76.25 |
7.1% |
24.00 |
2.3% |
91% |
False |
False |
1,997 |
20 |
1,125.00 |
998.75 |
126.25 |
11.8% |
21.50 |
2.0% |
55% |
False |
False |
1,288 |
40 |
1,164.75 |
998.75 |
166.00 |
15.5% |
25.50 |
2.4% |
42% |
False |
False |
687 |
60 |
1,208.00 |
998.75 |
209.25 |
19.6% |
25.00 |
2.3% |
33% |
False |
False |
508 |
80 |
1,208.00 |
998.75 |
209.25 |
19.6% |
21.00 |
2.0% |
33% |
False |
False |
384 |
100 |
1,208.00 |
998.75 |
209.25 |
19.6% |
17.75 |
1.7% |
33% |
False |
False |
325 |
120 |
1,208.00 |
998.75 |
209.25 |
19.6% |
16.25 |
1.5% |
33% |
False |
False |
272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,119.50 |
2.618 |
1,100.50 |
1.618 |
1,089.00 |
1.000 |
1,082.00 |
0.618 |
1,077.50 |
HIGH |
1,070.50 |
0.618 |
1,066.00 |
0.500 |
1,064.75 |
0.382 |
1,063.50 |
LOW |
1,059.00 |
0.618 |
1,052.00 |
1.000 |
1,047.50 |
1.618 |
1,040.50 |
2.618 |
1,029.00 |
4.250 |
1,010.00 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,067.00 |
1,059.00 |
PP |
1,065.75 |
1,050.00 |
S1 |
1,064.75 |
1,041.00 |
|