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 |
103.64 |
103.13 |
-0.51 |
-0.5% |
108.03 |
High |
104.37 |
106.24 |
1.87 |
1.8% |
108.32 |
Low |
101.88 |
103.02 |
1.14 |
1.1% |
101.13 |
Close |
102.87 |
106.11 |
3.24 |
3.1% |
102.20 |
Range |
2.49 |
3.22 |
0.73 |
29.3% |
7.19 |
ATR |
2.24 |
2.32 |
0.08 |
3.6% |
0.00 |
Volume |
255,795,175 |
253,435,807 |
-2,359,368 |
-0.9% |
1,441,517,714 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.78 |
113.67 |
107.88 |
|
R3 |
111.56 |
110.45 |
106.99 |
|
R2 |
108.34 |
108.34 |
106.70 |
|
R1 |
107.23 |
107.23 |
106.40 |
107.78 |
PP |
105.12 |
105.12 |
105.12 |
105.40 |
S1 |
104.01 |
104.01 |
105.81 |
104.56 |
S2 |
101.90 |
101.90 |
105.52 |
|
S3 |
98.68 |
100.79 |
105.22 |
|
S4 |
95.46 |
97.57 |
104.34 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.45 |
121.02 |
106.15 |
|
R3 |
118.26 |
113.83 |
104.18 |
|
R2 |
111.07 |
111.07 |
103.52 |
|
R1 |
106.64 |
106.64 |
102.86 |
105.26 |
PP |
103.88 |
103.88 |
103.88 |
103.20 |
S1 |
99.45 |
99.45 |
101.54 |
98.07 |
S2 |
96.69 |
96.69 |
100.88 |
|
S3 |
89.50 |
92.26 |
100.22 |
|
S4 |
82.31 |
85.07 |
98.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106.24 |
101.13 |
5.11 |
4.8% |
2.37 |
2.2% |
97% |
True |
False |
281,701,363 |
10 |
110.03 |
101.13 |
8.90 |
8.4% |
2.05 |
1.9% |
56% |
False |
False |
271,129,596 |
20 |
113.20 |
101.13 |
12.07 |
11.4% |
1.96 |
1.8% |
41% |
False |
False |
253,021,306 |
40 |
117.68 |
101.13 |
16.55 |
15.6% |
2.20 |
2.1% |
30% |
False |
False |
291,830,560 |
60 |
122.12 |
101.13 |
20.99 |
19.8% |
2.21 |
2.1% |
24% |
False |
False |
287,620,678 |
80 |
122.12 |
101.13 |
20.99 |
19.8% |
1.93 |
1.8% |
24% |
False |
False |
257,098,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.93 |
2.618 |
114.67 |
1.618 |
111.45 |
1.000 |
109.46 |
0.618 |
108.23 |
HIGH |
106.24 |
0.618 |
105.01 |
0.500 |
104.63 |
0.382 |
104.25 |
LOW |
103.02 |
0.618 |
101.03 |
1.000 |
99.80 |
1.618 |
97.81 |
2.618 |
94.59 |
4.250 |
89.34 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
105.62 |
105.38 |
PP |
105.12 |
104.66 |
S1 |
104.63 |
103.93 |
|