Trading Metrics calculated at close of trading on 08-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
9,736.85 |
10,019.26 |
282.41 |
2.9% |
10,143.05 |
High |
10,026.60 |
10,139.86 |
113.26 |
1.1% |
10,201.93 |
Low |
9,736.70 |
10,019.26 |
282.56 |
2.9% |
9,614.32 |
Close |
10,018.28 |
10,138.99 |
120.71 |
1.2% |
9,686.48 |
Range |
289.90 |
120.60 |
-169.30 |
-58.4% |
587.61 |
ATR |
191.16 |
186.19 |
-4.97 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,461.17 |
10,420.68 |
10,205.32 |
|
R3 |
10,340.57 |
10,300.08 |
10,172.16 |
|
R2 |
10,219.97 |
10,219.97 |
10,161.10 |
|
R1 |
10,179.48 |
10,179.48 |
10,150.05 |
10,199.73 |
PP |
10,099.37 |
10,099.37 |
10,099.37 |
10,109.49 |
S1 |
10,058.88 |
10,058.88 |
10,127.94 |
10,079.13 |
S2 |
9,978.77 |
9,978.77 |
10,116.88 |
|
S3 |
9,858.17 |
9,938.28 |
10,105.83 |
|
S4 |
9,737.57 |
9,817.68 |
10,072.66 |
|
|
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 |
10,139.86 |
9,614.32 |
525.54 |
5.2% |
187.95 |
1.9% |
100% |
True |
False |
|
10 |
10,298.06 |
9,614.32 |
683.74 |
6.7% |
181.03 |
1.8% |
77% |
False |
False |
|
20 |
10,594.16 |
9,614.32 |
979.84 |
9.7% |
170.65 |
1.7% |
54% |
False |
False |
|
40 |
10,920.27 |
9,614.32 |
1,305.95 |
12.9% |
197.41 |
1.9% |
40% |
False |
False |
|
60 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
201.45 |
2.0% |
32% |
False |
False |
|
80 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
172.33 |
1.7% |
32% |
False |
False |
|
100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
156.79 |
1.5% |
32% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
158.59 |
1.6% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,652.41 |
2.618 |
10,455.59 |
1.618 |
10,334.99 |
1.000 |
10,260.46 |
0.618 |
10,214.39 |
HIGH |
10,139.86 |
0.618 |
10,093.79 |
0.500 |
10,079.56 |
0.382 |
10,065.33 |
LOW |
10,019.26 |
0.618 |
9,944.73 |
1.000 |
9,898.66 |
1.618 |
9,824.13 |
2.618 |
9,703.53 |
4.250 |
9,506.71 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
10,119.18 |
10,059.14 |
PP |
10,099.37 |
9,979.29 |
S1 |
10,079.56 |
9,899.44 |
|