| 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 |
9,660 |
9,594 |
-66 |
-0.7% |
10,104 |
| High |
9,753 |
9,796 |
43 |
0.4% |
10,144 |
| Low |
9,552 |
9,506 |
-46 |
-0.5% |
9,552 |
| Close |
9,596 |
9,682 |
86 |
0.9% |
9,596 |
| Range |
201 |
290 |
89 |
44.3% |
592 |
| ATR |
200 |
206 |
6 |
3.2% |
0 |
| Volume |
220,123 |
152,916 |
-67,207 |
-30.5% |
862,534 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,531 |
10,397 |
9,842 |
|
| R3 |
10,241 |
10,107 |
9,762 |
|
| R2 |
9,951 |
9,951 |
9,735 |
|
| R1 |
9,817 |
9,817 |
9,709 |
9,884 |
| PP |
9,661 |
9,661 |
9,661 |
9,695 |
| S1 |
9,527 |
9,527 |
9,656 |
9,594 |
| S2 |
9,371 |
9,371 |
9,629 |
|
| S3 |
9,081 |
9,237 |
9,602 |
|
| S4 |
8,791 |
8,947 |
9,523 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,540 |
11,160 |
9,922 |
|
| R3 |
10,948 |
10,568 |
9,759 |
|
| R2 |
10,356 |
10,356 |
9,705 |
|
| R1 |
9,976 |
9,976 |
9,650 |
9,870 |
| PP |
9,764 |
9,764 |
9,764 |
9,711 |
| S1 |
9,384 |
9,384 |
9,542 |
9,278 |
| S2 |
9,172 |
9,172 |
9,488 |
|
| S3 |
8,580 |
8,792 |
9,433 |
|
| S4 |
7,988 |
8,200 |
9,271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,118 |
9,506 |
612 |
6.3% |
243 |
2.5% |
29% |
False |
True |
171,715 |
| 10 |
10,449 |
9,506 |
943 |
9.7% |
201 |
2.1% |
19% |
False |
True |
164,183 |
| 20 |
10,536 |
9,506 |
1,030 |
10.6% |
191 |
2.0% |
17% |
False |
True |
129,009 |
| 40 |
10,859 |
9,506 |
1,353 |
14.0% |
222 |
2.3% |
13% |
False |
True |
64,712 |
| 60 |
11,144 |
9,506 |
1,638 |
16.9% |
210 |
2.2% |
11% |
False |
True |
43,169 |
| 80 |
11,144 |
9,506 |
1,638 |
16.9% |
174 |
1.8% |
11% |
False |
True |
32,382 |
| 100 |
11,144 |
9,506 |
1,638 |
16.9% |
144 |
1.5% |
11% |
False |
True |
25,907 |
| 120 |
11,144 |
9,506 |
1,638 |
16.9% |
124 |
1.3% |
11% |
False |
True |
21,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,029 |
|
2.618 |
10,555 |
|
1.618 |
10,265 |
|
1.000 |
10,086 |
|
0.618 |
9,975 |
|
HIGH |
9,796 |
|
0.618 |
9,685 |
|
0.500 |
9,651 |
|
0.382 |
9,617 |
|
LOW |
9,506 |
|
0.618 |
9,327 |
|
1.000 |
9,216 |
|
1.618 |
9,037 |
|
2.618 |
8,747 |
|
4.250 |
8,274 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
9,672 |
9,672 |
| PP |
9,661 |
9,661 |
| S1 |
9,651 |
9,651 |
|