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 |
1,028.09 |
1,028.54 |
0.45 |
0.0% |
1,077.50 |
High |
1,042.50 |
1,060.89 |
18.39 |
1.8% |
1,082.60 |
Low |
1,018.35 |
1,028.54 |
10.19 |
1.0% |
1,010.91 |
Close |
1,028.06 |
1,060.27 |
32.21 |
3.1% |
1,022.58 |
Range |
24.15 |
32.35 |
8.20 |
34.0% |
71.69 |
ATR |
21.66 |
22.46 |
0.80 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,146.95 |
1,135.96 |
1,078.06 |
|
R3 |
1,114.60 |
1,103.61 |
1,069.17 |
|
R2 |
1,082.25 |
1,082.25 |
1,066.20 |
|
R1 |
1,071.26 |
1,071.26 |
1,063.24 |
1,076.76 |
PP |
1,049.90 |
1,049.90 |
1,049.90 |
1,052.65 |
S1 |
1,038.91 |
1,038.91 |
1,057.30 |
1,044.41 |
S2 |
1,017.55 |
1,017.55 |
1,054.34 |
|
S3 |
985.20 |
1,006.56 |
1,051.37 |
|
S4 |
952.85 |
974.21 |
1,042.48 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,253.77 |
1,209.86 |
1,062.01 |
|
R3 |
1,182.08 |
1,138.17 |
1,042.29 |
|
R2 |
1,110.39 |
1,110.39 |
1,035.72 |
|
R1 |
1,066.48 |
1,066.48 |
1,029.15 |
1,052.59 |
PP |
1,038.70 |
1,038.70 |
1,038.70 |
1,031.75 |
S1 |
994.79 |
994.79 |
1,016.01 |
980.90 |
S2 |
967.01 |
967.01 |
1,009.44 |
|
S3 |
895.32 |
923.10 |
1,002.87 |
|
S4 |
823.63 |
851.41 |
983.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,060.89 |
1,010.91 |
49.98 |
4.7% |
23.19 |
2.2% |
99% |
True |
False |
|
10 |
1,099.64 |
1,010.91 |
88.73 |
8.4% |
21.23 |
2.0% |
56% |
False |
False |
|
20 |
1,131.23 |
1,010.91 |
120.32 |
11.3% |
20.06 |
1.9% |
41% |
False |
False |
|
40 |
1,173.57 |
1,010.91 |
162.66 |
15.3% |
22.77 |
2.1% |
30% |
False |
False |
|
60 |
1,219.80 |
1,010.91 |
208.89 |
19.7% |
22.79 |
2.1% |
24% |
False |
False |
|
80 |
1,219.80 |
1,010.91 |
208.89 |
19.7% |
19.62 |
1.9% |
24% |
False |
False |
|
100 |
1,219.80 |
1,010.91 |
208.89 |
19.7% |
17.80 |
1.7% |
24% |
False |
False |
|
120 |
1,219.80 |
1,010.91 |
208.89 |
19.7% |
17.85 |
1.7% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,198.38 |
2.618 |
1,145.58 |
1.618 |
1,113.23 |
1.000 |
1,093.24 |
0.618 |
1,080.88 |
HIGH |
1,060.89 |
0.618 |
1,048.53 |
0.500 |
1,044.72 |
0.382 |
1,040.90 |
LOW |
1,028.54 |
0.618 |
1,008.55 |
1.000 |
996.19 |
1.618 |
976.20 |
2.618 |
943.85 |
4.250 |
891.05 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,055.09 |
1,052.98 |
PP |
1,049.90 |
1,045.70 |
S1 |
1,044.72 |
1,038.41 |
|