| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
9,910 |
10,012 |
102 |
1.0% |
9,522 |
| High |
10,035 |
10,083 |
48 |
0.5% |
10,083 |
| Low |
9,895 |
9,992 |
97 |
1.0% |
9,452 |
| Close |
10,029 |
10,071 |
42 |
0.4% |
10,071 |
| Range |
140 |
91 |
-49 |
-35.0% |
631 |
| ATR |
181 |
175 |
-6 |
-3.6% |
0 |
| Volume |
78 |
81 |
3 |
3.8% |
265 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,322 |
10,287 |
10,121 |
|
| R3 |
10,231 |
10,196 |
10,096 |
|
| R2 |
10,140 |
10,140 |
10,088 |
|
| R1 |
10,105 |
10,105 |
10,079 |
10,123 |
| PP |
10,049 |
10,049 |
10,049 |
10,057 |
| S1 |
10,014 |
10,014 |
10,063 |
10,032 |
| S2 |
9,958 |
9,958 |
10,054 |
|
| S3 |
9,867 |
9,923 |
10,046 |
|
| S4 |
9,776 |
9,832 |
10,021 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,762 |
11,547 |
10,418 |
|
| R3 |
11,131 |
10,916 |
10,245 |
|
| R2 |
10,500 |
10,500 |
10,187 |
|
| R1 |
10,285 |
10,285 |
10,129 |
10,393 |
| PP |
9,869 |
9,869 |
9,869 |
9,922 |
| S1 |
9,654 |
9,654 |
10,013 |
9,762 |
| S2 |
9,238 |
9,238 |
9,955 |
|
| S3 |
8,607 |
9,023 |
9,898 |
|
| S4 |
7,976 |
8,392 |
9,724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,083 |
9,452 |
631 |
6.3% |
213 |
2.1% |
98% |
True |
False |
81 |
| 10 |
10,085 |
9,452 |
633 |
6.3% |
200 |
2.0% |
98% |
False |
False |
101 |
| 20 |
10,466 |
9,452 |
1,014 |
10.1% |
152 |
1.5% |
61% |
False |
False |
62 |
| 40 |
10,654 |
9,452 |
1,202 |
11.9% |
115 |
1.1% |
51% |
False |
False |
33 |
| 60 |
11,033 |
9,452 |
1,581 |
15.7% |
108 |
1.1% |
39% |
False |
False |
23 |
| 80 |
11,033 |
9,452 |
1,581 |
15.7% |
84 |
0.8% |
39% |
False |
False |
17 |
| 100 |
11,033 |
9,452 |
1,581 |
15.7% |
69 |
0.7% |
39% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,470 |
|
2.618 |
10,321 |
|
1.618 |
10,230 |
|
1.000 |
10,174 |
|
0.618 |
10,139 |
|
HIGH |
10,083 |
|
0.618 |
10,048 |
|
0.500 |
10,038 |
|
0.382 |
10,027 |
|
LOW |
9,992 |
|
0.618 |
9,936 |
|
1.000 |
9,901 |
|
1.618 |
9,845 |
|
2.618 |
9,754 |
|
4.250 |
9,605 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,060 |
9,987 |
| PP |
10,049 |
9,904 |
| S1 |
10,038 |
9,820 |
|