Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,255.8 |
1,239.0 |
-16.8 |
-1.3% |
1,261.2 |
High |
1,263.7 |
1,246.0 |
-17.7 |
-1.4% |
1,266.5 |
Low |
1,235.9 |
1,227.6 |
-8.3 |
-0.7% |
1,225.2 |
Close |
1,238.6 |
1,242.4 |
3.8 |
0.3% |
1,256.2 |
Range |
27.8 |
18.4 |
-9.4 |
-33.8% |
41.3 |
ATR |
21.0 |
20.8 |
-0.2 |
-0.9% |
0.0 |
Volume |
91,013 |
146,272 |
55,259 |
60.7% |
661,597 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,293.9 |
1,286.5 |
1,252.5 |
|
R3 |
1,275.5 |
1,268.1 |
1,247.5 |
|
R2 |
1,257.1 |
1,257.1 |
1,245.8 |
|
R1 |
1,249.7 |
1,249.7 |
1,244.1 |
1,253.4 |
PP |
1,238.7 |
1,238.7 |
1,238.7 |
1,240.5 |
S1 |
1,231.3 |
1,231.3 |
1,240.7 |
1,235.0 |
S2 |
1,220.3 |
1,220.3 |
1,239.0 |
|
S3 |
1,201.9 |
1,212.9 |
1,237.3 |
|
S4 |
1,183.5 |
1,194.5 |
1,232.3 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.2 |
1,356.0 |
1,278.9 |
|
R3 |
1,331.9 |
1,314.7 |
1,267.6 |
|
R2 |
1,290.6 |
1,290.6 |
1,263.8 |
|
R1 |
1,273.4 |
1,273.4 |
1,260.0 |
1,261.4 |
PP |
1,249.3 |
1,249.3 |
1,249.3 |
1,243.3 |
S1 |
1,232.1 |
1,232.1 |
1,252.4 |
1,220.1 |
S2 |
1,208.0 |
1,208.0 |
1,248.6 |
|
S3 |
1,166.7 |
1,190.8 |
1,244.8 |
|
S4 |
1,125.4 |
1,149.5 |
1,233.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,263.7 |
1,225.2 |
38.5 |
3.1% |
21.6 |
1.7% |
45% |
False |
False |
125,769 |
10 |
1,266.5 |
1,225.2 |
41.3 |
3.3% |
20.7 |
1.7% |
42% |
False |
False |
122,703 |
20 |
1,266.5 |
1,198.1 |
68.4 |
5.5% |
20.6 |
1.7% |
65% |
False |
False |
120,026 |
40 |
1,266.5 |
1,157.6 |
108.9 |
8.8% |
22.1 |
1.8% |
78% |
False |
False |
82,319 |
60 |
1,266.5 |
1,125.9 |
140.6 |
11.3% |
19.6 |
1.6% |
83% |
False |
False |
55,807 |
80 |
1,266.5 |
1,087.8 |
178.7 |
14.4% |
18.5 |
1.5% |
87% |
False |
False |
42,303 |
100 |
1,266.5 |
1,050.0 |
216.5 |
17.4% |
18.3 |
1.5% |
89% |
False |
False |
34,166 |
120 |
1,266.5 |
1,050.0 |
216.5 |
17.4% |
18.1 |
1.5% |
89% |
False |
False |
28,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,324.2 |
2.618 |
1,294.2 |
1.618 |
1,275.8 |
1.000 |
1,264.4 |
0.618 |
1,257.4 |
HIGH |
1,246.0 |
0.618 |
1,239.0 |
0.500 |
1,236.8 |
0.382 |
1,234.6 |
LOW |
1,227.6 |
0.618 |
1,216.2 |
1.000 |
1,209.2 |
1.618 |
1,197.8 |
2.618 |
1,179.4 |
4.250 |
1,149.4 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,240.5 |
1,245.7 |
PP |
1,238.7 |
1,244.6 |
S1 |
1,236.8 |
1,243.5 |
|