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 |
9,522 |
9,607 |
85 |
0.9% |
10,051 |
High |
9,733 |
9,917 |
184 |
1.9% |
10,085 |
Low |
9,452 |
9,557 |
105 |
1.1% |
9,490 |
Close |
9,622 |
9,919 |
297 |
3.1% |
9,536 |
Range |
281 |
360 |
79 |
28.1% |
595 |
ATR |
171 |
184 |
14 |
7.9% |
0 |
Volume |
72 |
34 |
-38 |
-52.8% |
649 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,878 |
10,758 |
10,117 |
|
R3 |
10,518 |
10,398 |
10,018 |
|
R2 |
10,158 |
10,158 |
9,985 |
|
R1 |
10,038 |
10,038 |
9,952 |
10,098 |
PP |
9,798 |
9,798 |
9,798 |
9,828 |
S1 |
9,678 |
9,678 |
9,886 |
9,738 |
S2 |
9,438 |
9,438 |
9,853 |
|
S3 |
9,078 |
9,318 |
9,820 |
|
S4 |
8,718 |
8,958 |
9,721 |
|
|
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 |
9,917 |
9,452 |
465 |
4.7% |
237 |
2.4% |
100% |
True |
False |
124 |
10 |
10,250 |
9,452 |
798 |
8.0% |
210 |
2.1% |
59% |
False |
False |
101 |
20 |
10,466 |
9,452 |
1,014 |
10.2% |
145 |
1.5% |
46% |
False |
False |
54 |
40 |
10,743 |
9,452 |
1,291 |
13.0% |
117 |
1.2% |
36% |
False |
False |
29 |
60 |
11,033 |
9,452 |
1,581 |
15.9% |
105 |
1.1% |
30% |
False |
False |
20 |
80 |
11,033 |
9,452 |
1,581 |
15.9% |
81 |
0.8% |
30% |
False |
False |
15 |
100 |
11,033 |
9,452 |
1,581 |
15.9% |
67 |
0.7% |
30% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,447 |
2.618 |
10,860 |
1.618 |
10,500 |
1.000 |
10,277 |
0.618 |
10,140 |
HIGH |
9,917 |
0.618 |
9,780 |
0.500 |
9,737 |
0.382 |
9,695 |
LOW |
9,557 |
0.618 |
9,335 |
1.000 |
9,197 |
1.618 |
8,975 |
2.618 |
8,615 |
4.250 |
8,027 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,858 |
9,841 |
PP |
9,798 |
9,763 |
S1 |
9,737 |
9,685 |
|