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 |
9,732.23 |
9,689.21 |
-43.02 |
-0.4% |
10,143.05 |
High |
9,770.87 |
9,858.13 |
87.26 |
0.9% |
10,201.93 |
Low |
9,614.32 |
9,659.01 |
44.69 |
0.5% |
9,614.32 |
Close |
9,686.48 |
9,743.62 |
57.14 |
0.6% |
9,686.48 |
Range |
156.55 |
199.12 |
42.57 |
27.2% |
587.61 |
ATR |
182.37 |
183.56 |
1.20 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,350.95 |
10,246.40 |
9,853.14 |
|
R3 |
10,151.83 |
10,047.28 |
9,798.38 |
|
R2 |
9,952.71 |
9,952.71 |
9,780.13 |
|
R1 |
9,848.16 |
9,848.16 |
9,761.87 |
9,900.44 |
PP |
9,753.59 |
9,753.59 |
9,753.59 |
9,779.72 |
S1 |
9,649.04 |
9,649.04 |
9,725.37 |
9,701.32 |
S2 |
9,554.47 |
9,554.47 |
9,707.11 |
|
S3 |
9,355.35 |
9,449.92 |
9,688.86 |
|
S4 |
9,156.23 |
9,250.80 |
9,634.10 |
|
|
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 |
10,135.80 |
9,614.32 |
521.48 |
5.4% |
201.64 |
2.1% |
25% |
False |
False |
|
10 |
10,493.57 |
9,614.32 |
879.25 |
9.0% |
175.08 |
1.8% |
15% |
False |
False |
|
20 |
10,594.16 |
9,614.32 |
979.84 |
10.1% |
169.80 |
1.7% |
13% |
False |
False |
|
40 |
10,920.27 |
9,614.32 |
1,305.95 |
13.4% |
203.11 |
2.1% |
10% |
False |
False |
|
60 |
11,258.01 |
9,614.32 |
1,643.69 |
16.9% |
196.75 |
2.0% |
8% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
16.9% |
168.75 |
1.7% |
8% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.9% |
156.07 |
1.6% |
8% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.9% |
156.43 |
1.6% |
8% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,704.39 |
2.618 |
10,379.43 |
1.618 |
10,180.31 |
1.000 |
10,057.25 |
0.618 |
9,981.19 |
HIGH |
9,858.13 |
0.618 |
9,782.07 |
0.500 |
9,758.57 |
0.382 |
9,735.07 |
LOW |
9,659.01 |
0.618 |
9,535.95 |
1.000 |
9,459.89 |
1.618 |
9,336.83 |
2.618 |
9,137.71 |
4.250 |
8,812.75 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
9,758.57 |
9,741.16 |
PP |
9,753.59 |
9,738.69 |
S1 |
9,748.60 |
9,736.23 |
|