Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
10,019.26 |
10,137.93 |
118.67 |
1.2% |
9,689.21 |
High |
10,139.86 |
10,201.77 |
61.91 |
0.6% |
10,201.77 |
Low |
10,019.26 |
10,118.41 |
99.15 |
1.0% |
9,659.01 |
Close |
10,138.99 |
10,198.03 |
59.04 |
0.6% |
10,198.03 |
Range |
120.60 |
83.36 |
-37.24 |
-30.9% |
542.76 |
ATR |
186.19 |
178.84 |
-7.34 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,422.82 |
10,393.78 |
10,243.88 |
|
R3 |
10,339.46 |
10,310.42 |
10,220.95 |
|
R2 |
10,256.10 |
10,256.10 |
10,213.31 |
|
R1 |
10,227.06 |
10,227.06 |
10,205.67 |
10,241.58 |
PP |
10,172.74 |
10,172.74 |
10,172.74 |
10,180.00 |
S1 |
10,143.70 |
10,143.70 |
10,190.39 |
10,158.22 |
S2 |
10,089.38 |
10,089.38 |
10,182.75 |
|
S3 |
10,006.02 |
10,060.34 |
10,175.11 |
|
S4 |
9,922.66 |
9,976.98 |
10,152.18 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,647.88 |
11,465.72 |
10,496.55 |
|
R3 |
11,105.12 |
10,922.96 |
10,347.29 |
|
R2 |
10,562.36 |
10,562.36 |
10,297.54 |
|
R1 |
10,380.20 |
10,380.20 |
10,247.78 |
10,471.28 |
PP |
10,019.60 |
10,019.60 |
10,019.60 |
10,065.15 |
S1 |
9,837.44 |
9,837.44 |
10,148.28 |
9,928.52 |
S2 |
9,476.84 |
9,476.84 |
10,098.52 |
|
S3 |
8,934.08 |
9,294.68 |
10,048.77 |
|
S4 |
8,391.32 |
8,751.92 |
9,899.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,201.77 |
9,614.32 |
587.45 |
5.8% |
169.91 |
1.7% |
99% |
True |
False |
|
10 |
10,202.91 |
9,614.32 |
588.59 |
5.8% |
172.44 |
1.7% |
99% |
False |
False |
|
20 |
10,594.16 |
9,614.32 |
979.84 |
9.6% |
160.61 |
1.6% |
60% |
False |
False |
|
40 |
10,920.27 |
9,614.32 |
1,305.95 |
12.8% |
195.32 |
1.9% |
45% |
False |
False |
|
60 |
11,258.01 |
9,614.32 |
1,643.69 |
16.1% |
201.09 |
2.0% |
36% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
16.1% |
172.47 |
1.7% |
36% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.1% |
155.84 |
1.5% |
36% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.1% |
158.04 |
1.5% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,556.05 |
2.618 |
10,420.01 |
1.618 |
10,336.65 |
1.000 |
10,285.13 |
0.618 |
10,253.29 |
HIGH |
10,201.77 |
0.618 |
10,169.93 |
0.500 |
10,160.09 |
0.382 |
10,150.25 |
LOW |
10,118.41 |
0.618 |
10,066.89 |
1.000 |
10,035.05 |
1.618 |
9,983.53 |
2.618 |
9,900.17 |
4.250 |
9,764.13 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,185.38 |
10,121.77 |
PP |
10,172.74 |
10,045.50 |
S1 |
10,160.09 |
9,969.24 |
|