Trading Metrics calculated at close of trading on 08-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,607 |
9,910 |
303 |
3.2% |
10,051 |
High |
9,917 |
10,035 |
118 |
1.2% |
10,085 |
Low |
9,557 |
9,895 |
338 |
3.5% |
9,490 |
Close |
9,919 |
10,029 |
110 |
1.1% |
9,536 |
Range |
360 |
140 |
-220 |
-61.1% |
595 |
ATR |
184 |
181 |
-3 |
-1.7% |
0 |
Volume |
34 |
78 |
44 |
129.4% |
649 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,406 |
10,358 |
10,106 |
|
R3 |
10,266 |
10,218 |
10,068 |
|
R2 |
10,126 |
10,126 |
10,055 |
|
R1 |
10,078 |
10,078 |
10,042 |
10,102 |
PP |
9,986 |
9,986 |
9,986 |
9,999 |
S1 |
9,938 |
9,938 |
10,016 |
9,962 |
S2 |
9,846 |
9,846 |
10,003 |
|
S3 |
9,706 |
9,798 |
9,991 |
|
S4 |
9,566 |
9,658 |
9,952 |
|
|
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 |
10,035 |
9,452 |
583 |
5.8% |
231 |
2.3% |
99% |
True |
False |
80 |
10 |
10,208 |
9,452 |
756 |
7.5% |
210 |
2.1% |
76% |
False |
False |
99 |
20 |
10,466 |
9,452 |
1,014 |
10.1% |
149 |
1.5% |
57% |
False |
False |
58 |
40 |
10,743 |
9,452 |
1,291 |
12.9% |
117 |
1.2% |
45% |
False |
False |
31 |
60 |
11,033 |
9,452 |
1,581 |
15.8% |
108 |
1.1% |
36% |
False |
False |
21 |
80 |
11,033 |
9,452 |
1,581 |
15.8% |
83 |
0.8% |
36% |
False |
False |
16 |
100 |
11,033 |
9,452 |
1,581 |
15.8% |
69 |
0.7% |
36% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,630 |
2.618 |
10,402 |
1.618 |
10,262 |
1.000 |
10,175 |
0.618 |
10,122 |
HIGH |
10,035 |
0.618 |
9,982 |
0.500 |
9,965 |
0.382 |
9,949 |
LOW |
9,895 |
0.618 |
9,809 |
1.000 |
9,755 |
1.618 |
9,669 |
2.618 |
9,529 |
4.250 |
9,300 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,008 |
9,934 |
PP |
9,986 |
9,839 |
S1 |
9,965 |
9,744 |
|