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 |
9,728 |
9,632 |
-96 |
-1.0% |
10,400 |
High |
9,803 |
9,676 |
-127 |
-1.3% |
10,466 |
Low |
9,631 |
9,499 |
-132 |
-1.4% |
9,966 |
Close |
9,654 |
9,602 |
-52 |
-0.5% |
10,047 |
Range |
172 |
177 |
5 |
2.9% |
500 |
ATR |
159 |
160 |
1 |
0.8% |
0 |
Volume |
300 |
74 |
-226 |
-75.3% |
312 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,123 |
10,040 |
9,699 |
|
R3 |
9,946 |
9,863 |
9,651 |
|
R2 |
9,769 |
9,769 |
9,635 |
|
R1 |
9,686 |
9,686 |
9,618 |
9,639 |
PP |
9,592 |
9,592 |
9,592 |
9,569 |
S1 |
9,509 |
9,509 |
9,586 |
9,462 |
S2 |
9,415 |
9,415 |
9,570 |
|
S3 |
9,238 |
9,332 |
9,553 |
|
S4 |
9,061 |
9,155 |
9,505 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,660 |
11,353 |
10,322 |
|
R3 |
11,160 |
10,853 |
10,185 |
|
R2 |
10,660 |
10,660 |
10,139 |
|
R1 |
10,353 |
10,353 |
10,093 |
10,257 |
PP |
10,160 |
10,160 |
10,160 |
10,111 |
S1 |
9,853 |
9,853 |
10,001 |
9,757 |
S2 |
9,660 |
9,660 |
9,955 |
|
S3 |
9,160 |
9,353 |
9,910 |
|
S4 |
8,660 |
8,853 |
9,772 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,085 |
9,499 |
586 |
6.1% |
186 |
1.9% |
18% |
False |
True |
121 |
10 |
10,466 |
9,499 |
967 |
10.1% |
168 |
1.7% |
11% |
False |
True |
82 |
20 |
10,466 |
9,499 |
967 |
10.1% |
118 |
1.2% |
11% |
False |
True |
43 |
40 |
10,743 |
9,499 |
1,244 |
13.0% |
116 |
1.2% |
8% |
False |
True |
24 |
60 |
11,033 |
9,499 |
1,534 |
16.0% |
91 |
1.0% |
7% |
False |
True |
16 |
80 |
11,033 |
9,499 |
1,534 |
16.0% |
71 |
0.7% |
7% |
False |
True |
12 |
100 |
11,033 |
9,499 |
1,534 |
16.0% |
59 |
0.6% |
7% |
False |
True |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,428 |
2.618 |
10,140 |
1.618 |
9,963 |
1.000 |
9,853 |
0.618 |
9,786 |
HIGH |
9,676 |
0.618 |
9,609 |
0.500 |
9,588 |
0.382 |
9,567 |
LOW |
9,499 |
0.618 |
9,390 |
1.000 |
9,322 |
1.618 |
9,213 |
2.618 |
9,036 |
4.250 |
8,747 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,597 |
9,777 |
PP |
9,592 |
9,719 |
S1 |
9,588 |
9,660 |
|