Trading Metrics calculated at close of trading on 06-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
103.11 |
103.64 |
0.53 |
0.5% |
108.03 |
High |
103.42 |
104.37 |
0.95 |
0.9% |
108.32 |
Low |
101.62 |
101.88 |
0.26 |
0.3% |
101.13 |
Close |
102.20 |
102.87 |
0.67 |
0.7% |
102.20 |
Range |
1.80 |
2.49 |
0.69 |
38.3% |
7.19 |
ATR |
2.22 |
2.24 |
0.02 |
0.9% |
0.00 |
Volume |
233,291,686 |
255,795,175 |
22,503,489 |
9.6% |
1,441,517,714 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.51 |
109.18 |
104.24 |
|
R3 |
108.02 |
106.69 |
103.55 |
|
R2 |
105.53 |
105.53 |
103.33 |
|
R1 |
104.20 |
104.20 |
103.10 |
103.62 |
PP |
103.04 |
103.04 |
103.04 |
102.75 |
S1 |
101.71 |
101.71 |
102.64 |
101.13 |
S2 |
100.55 |
100.55 |
102.41 |
|
S3 |
98.06 |
99.22 |
102.19 |
|
S4 |
95.57 |
96.73 |
101.50 |
|
|
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 |
106.07 |
101.13 |
4.94 |
4.8% |
2.23 |
2.2% |
35% |
False |
False |
305,679,176 |
10 |
111.90 |
101.13 |
10.77 |
10.5% |
1.97 |
1.9% |
16% |
False |
False |
269,692,330 |
20 |
113.20 |
101.13 |
12.07 |
11.7% |
1.91 |
1.9% |
14% |
False |
False |
258,226,469 |
40 |
117.68 |
101.13 |
16.55 |
16.1% |
2.17 |
2.1% |
11% |
False |
False |
295,393,220 |
60 |
122.12 |
101.13 |
20.99 |
20.4% |
2.17 |
2.1% |
8% |
False |
False |
285,233,430 |
80 |
122.12 |
101.13 |
20.99 |
20.4% |
1.90 |
1.8% |
8% |
False |
False |
255,954,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.95 |
2.618 |
110.89 |
1.618 |
108.40 |
1.000 |
106.86 |
0.618 |
105.91 |
HIGH |
104.37 |
0.618 |
103.42 |
0.500 |
103.13 |
0.382 |
102.83 |
LOW |
101.88 |
0.618 |
100.34 |
1.000 |
99.39 |
1.618 |
97.85 |
2.618 |
95.36 |
4.250 |
91.30 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
103.13 |
102.83 |
PP |
103.04 |
102.79 |
S1 |
102.96 |
102.75 |
|