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 |
9,607 |
9,522 |
-85 |
-0.9% |
10,051 |
High |
9,684 |
9,733 |
49 |
0.5% |
10,085 |
Low |
9,490 |
9,452 |
-38 |
-0.4% |
9,490 |
Close |
9,536 |
9,622 |
86 |
0.9% |
9,536 |
Range |
194 |
281 |
87 |
44.8% |
595 |
ATR |
163 |
171 |
8 |
5.2% |
0 |
Volume |
143 |
72 |
-71 |
-49.7% |
649 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,445 |
10,315 |
9,777 |
|
R3 |
10,164 |
10,034 |
9,699 |
|
R2 |
9,883 |
9,883 |
9,674 |
|
R1 |
9,753 |
9,753 |
9,648 |
9,818 |
PP |
9,602 |
9,602 |
9,602 |
9,635 |
S1 |
9,472 |
9,472 |
9,596 |
9,537 |
S2 |
9,321 |
9,321 |
9,571 |
|
S3 |
9,040 |
9,191 |
9,545 |
|
S4 |
8,759 |
8,910 |
9,468 |
|
|
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 |
10,055 |
9,452 |
603 |
6.3% |
239 |
2.5% |
28% |
False |
True |
137 |
10 |
10,392 |
9,452 |
940 |
9.8% |
196 |
2.0% |
18% |
False |
True |
102 |
20 |
10,466 |
9,452 |
1,014 |
10.5% |
134 |
1.4% |
17% |
False |
True |
53 |
40 |
10,743 |
9,452 |
1,291 |
13.4% |
112 |
1.2% |
13% |
False |
True |
29 |
60 |
11,033 |
9,452 |
1,581 |
16.4% |
99 |
1.0% |
11% |
False |
True |
20 |
80 |
11,033 |
9,452 |
1,581 |
16.4% |
77 |
0.8% |
11% |
False |
True |
15 |
100 |
11,033 |
9,452 |
1,581 |
16.4% |
64 |
0.7% |
11% |
False |
True |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,927 |
2.618 |
10,469 |
1.618 |
10,188 |
1.000 |
10,014 |
0.618 |
9,907 |
HIGH |
9,733 |
0.618 |
9,626 |
0.500 |
9,593 |
0.382 |
9,559 |
LOW |
9,452 |
0.618 |
9,278 |
1.000 |
9,171 |
1.618 |
8,997 |
2.618 |
8,716 |
4.250 |
8,258 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,612 |
9,612 |
PP |
9,602 |
9,602 |
S1 |
9,593 |
9,593 |
|