Trading Metrics calculated at close of trading on 02-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,632 |
9,607 |
-25 |
-0.3% |
10,051 |
High |
9,676 |
9,684 |
8 |
0.1% |
10,085 |
Low |
9,499 |
9,490 |
-9 |
-0.1% |
9,490 |
Close |
9,602 |
9,536 |
-66 |
-0.7% |
9,536 |
Range |
177 |
194 |
17 |
9.6% |
595 |
ATR |
160 |
163 |
2 |
1.5% |
0 |
Volume |
74 |
143 |
69 |
93.2% |
649 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,152 |
10,038 |
9,643 |
|
R3 |
9,958 |
9,844 |
9,589 |
|
R2 |
9,764 |
9,764 |
9,572 |
|
R1 |
9,650 |
9,650 |
9,554 |
9,610 |
PP |
9,570 |
9,570 |
9,570 |
9,550 |
S1 |
9,456 |
9,456 |
9,518 |
9,416 |
S2 |
9,376 |
9,376 |
9,501 |
|
S3 |
9,182 |
9,262 |
9,483 |
|
S4 |
8,988 |
9,068 |
9,429 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,489 |
11,107 |
9,863 |
|
R3 |
10,894 |
10,512 |
9,700 |
|
R2 |
10,299 |
10,299 |
9,645 |
|
R1 |
9,917 |
9,917 |
9,591 |
9,811 |
PP |
9,704 |
9,704 |
9,704 |
9,650 |
S1 |
9,322 |
9,322 |
9,482 |
9,216 |
S2 |
9,109 |
9,109 |
9,427 |
|
S3 |
8,514 |
8,727 |
9,373 |
|
S4 |
7,919 |
8,132 |
9,209 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,085 |
9,490 |
595 |
6.2% |
202 |
2.1% |
8% |
False |
True |
129 |
10 |
10,466 |
9,490 |
976 |
10.2% |
186 |
2.0% |
5% |
False |
True |
96 |
20 |
10,466 |
9,490 |
976 |
10.2% |
128 |
1.3% |
5% |
False |
True |
50 |
40 |
10,743 |
9,490 |
1,253 |
13.1% |
111 |
1.2% |
4% |
False |
True |
27 |
60 |
11,033 |
9,490 |
1,543 |
16.2% |
95 |
1.0% |
3% |
False |
True |
18 |
80 |
11,033 |
9,490 |
1,543 |
16.2% |
73 |
0.8% |
3% |
False |
True |
14 |
100 |
11,033 |
9,490 |
1,543 |
16.2% |
61 |
0.6% |
3% |
False |
True |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,509 |
2.618 |
10,192 |
1.618 |
9,998 |
1.000 |
9,878 |
0.618 |
9,804 |
HIGH |
9,684 |
0.618 |
9,610 |
0.500 |
9,587 |
0.382 |
9,564 |
LOW |
9,490 |
0.618 |
9,370 |
1.000 |
9,296 |
1.618 |
9,176 |
2.618 |
8,982 |
4.250 |
8,666 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,587 |
9,647 |
PP |
9,570 |
9,610 |
S1 |
9,553 |
9,573 |
|