Trading Metrics calculated at close of trading on 01-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,868.34 |
9,773.27 |
-95.07 |
-1.0% |
10,452.46 |
High |
9,908.92 |
9,795.48 |
-113.44 |
-1.1% |
10,594.16 |
Low |
9,753.84 |
9,621.89 |
-131.95 |
-1.4% |
10,081.08 |
Close |
9,774.02 |
9,732.53 |
-41.49 |
-0.4% |
10,143.81 |
Range |
155.08 |
173.59 |
18.51 |
11.9% |
513.08 |
ATR |
185.18 |
184.35 |
-0.83 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,237.40 |
10,158.56 |
9,828.00 |
|
R3 |
10,063.81 |
9,984.97 |
9,780.27 |
|
R2 |
9,890.22 |
9,890.22 |
9,764.35 |
|
R1 |
9,811.38 |
9,811.38 |
9,748.44 |
9,764.01 |
PP |
9,716.63 |
9,716.63 |
9,716.63 |
9,692.95 |
S1 |
9,637.79 |
9,637.79 |
9,716.62 |
9,590.42 |
S2 |
9,543.04 |
9,543.04 |
9,700.71 |
|
S3 |
9,369.45 |
9,464.20 |
9,684.79 |
|
S4 |
9,195.86 |
9,290.61 |
9,637.06 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,812.26 |
11,491.11 |
10,426.00 |
|
R3 |
11,299.18 |
10,978.03 |
10,284.91 |
|
R2 |
10,786.10 |
10,786.10 |
10,237.87 |
|
R1 |
10,464.95 |
10,464.95 |
10,190.84 |
10,368.99 |
PP |
10,273.02 |
10,273.02 |
10,273.02 |
10,225.03 |
S1 |
9,951.87 |
9,951.87 |
10,096.78 |
9,855.91 |
S2 |
9,759.94 |
9,759.94 |
10,049.75 |
|
S3 |
9,246.86 |
9,438.79 |
10,002.71 |
|
S4 |
8,733.78 |
8,925.71 |
9,861.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,202.91 |
9,621.89 |
581.02 |
6.0% |
174.98 |
1.8% |
19% |
False |
True |
|
10 |
10,594.16 |
9,621.89 |
972.27 |
10.0% |
165.26 |
1.7% |
11% |
False |
True |
|
20 |
10,594.16 |
9,621.89 |
972.27 |
10.0% |
178.61 |
1.8% |
11% |
False |
True |
|
40 |
10,920.27 |
9,621.89 |
1,298.38 |
13.3% |
227.92 |
2.3% |
9% |
False |
True |
|
60 |
11,258.01 |
9,621.89 |
1,636.12 |
16.8% |
193.81 |
2.0% |
7% |
False |
True |
|
80 |
11,258.01 |
9,621.89 |
1,636.12 |
16.8% |
166.55 |
1.7% |
7% |
False |
True |
|
100 |
11,258.01 |
9,621.89 |
1,636.12 |
16.8% |
156.03 |
1.6% |
7% |
False |
True |
|
120 |
11,258.01 |
9,621.89 |
1,636.12 |
16.8% |
154.96 |
1.6% |
7% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,533.24 |
2.618 |
10,249.94 |
1.618 |
10,076.35 |
1.000 |
9,969.07 |
0.618 |
9,902.76 |
HIGH |
9,795.48 |
0.618 |
9,729.17 |
0.500 |
9,708.69 |
0.382 |
9,688.20 |
LOW |
9,621.89 |
0.618 |
9,514.61 |
1.000 |
9,448.30 |
1.618 |
9,341.02 |
2.618 |
9,167.43 |
4.250 |
8,884.13 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,724.58 |
9,878.85 |
PP |
9,716.63 |
9,830.07 |
S1 |
9,708.69 |
9,781.30 |
|