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 |
9,773.27 |
9,732.23 |
-41.04 |
-0.4% |
10,143.05 |
High |
9,795.48 |
9,770.87 |
-24.61 |
-0.3% |
10,201.93 |
Low |
9,621.89 |
9,614.32 |
-7.57 |
-0.1% |
9,614.32 |
Close |
9,732.53 |
9,686.48 |
-46.05 |
-0.5% |
9,686.48 |
Range |
173.59 |
156.55 |
-17.04 |
-9.8% |
587.61 |
ATR |
184.35 |
182.37 |
-1.99 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,160.21 |
10,079.89 |
9,772.58 |
|
R3 |
10,003.66 |
9,923.34 |
9,729.53 |
|
R2 |
9,847.11 |
9,847.11 |
9,715.18 |
|
R1 |
9,766.79 |
9,766.79 |
9,700.83 |
9,728.68 |
PP |
9,690.56 |
9,690.56 |
9,690.56 |
9,671.50 |
S1 |
9,610.24 |
9,610.24 |
9,672.13 |
9,572.13 |
S2 |
9,534.01 |
9,534.01 |
9,657.78 |
|
S3 |
9,377.46 |
9,453.69 |
9,643.43 |
|
S4 |
9,220.91 |
9,297.14 |
9,600.38 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,597.07 |
11,229.39 |
10,009.67 |
|
R3 |
11,009.46 |
10,641.78 |
9,848.07 |
|
R2 |
10,421.85 |
10,421.85 |
9,794.21 |
|
R1 |
10,054.17 |
10,054.17 |
9,740.34 |
9,944.21 |
PP |
9,834.24 |
9,834.24 |
9,834.24 |
9,779.26 |
S1 |
9,466.56 |
9,466.56 |
9,632.62 |
9,356.60 |
S2 |
9,246.63 |
9,246.63 |
9,578.75 |
|
S3 |
8,659.02 |
8,878.95 |
9,524.89 |
|
S4 |
8,071.41 |
8,291.34 |
9,363.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,201.93 |
9,614.32 |
587.61 |
6.1% |
181.92 |
1.9% |
12% |
False |
True |
|
10 |
10,594.16 |
9,614.32 |
979.84 |
10.1% |
175.02 |
1.8% |
7% |
False |
True |
|
20 |
10,594.16 |
9,614.32 |
979.84 |
10.1% |
168.45 |
1.7% |
7% |
False |
True |
|
40 |
10,920.27 |
9,614.32 |
1,305.95 |
13.5% |
206.58 |
2.1% |
6% |
False |
True |
|
60 |
11,258.01 |
9,614.32 |
1,643.69 |
17.0% |
194.67 |
2.0% |
4% |
False |
True |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
17.0% |
167.56 |
1.7% |
4% |
False |
True |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
17.0% |
155.31 |
1.6% |
4% |
False |
True |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
17.0% |
155.56 |
1.6% |
4% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,436.21 |
2.618 |
10,180.72 |
1.618 |
10,024.17 |
1.000 |
9,927.42 |
0.618 |
9,867.62 |
HIGH |
9,770.87 |
0.618 |
9,711.07 |
0.500 |
9,692.60 |
0.382 |
9,674.12 |
LOW |
9,614.32 |
0.618 |
9,517.57 |
1.000 |
9,457.77 |
1.618 |
9,361.02 |
2.618 |
9,204.47 |
4.250 |
8,948.98 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,692.60 |
9,761.62 |
PP |
9,690.56 |
9,736.57 |
S1 |
9,688.52 |
9,711.53 |
|