Trading Metrics calculated at close of trading on 30-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,070.50 |
1,035.25 |
-35.25 |
-3.3% |
1,116.00 |
High |
1,074.75 |
1,044.50 |
-30.25 |
-2.8% |
1,129.50 |
Low |
1,030.25 |
1,023.00 |
-7.25 |
-0.7% |
1,062.75 |
Close |
1,035.25 |
1,026.50 |
-8.75 |
-0.8% |
1,074.75 |
Range |
44.50 |
21.50 |
-23.00 |
-51.7% |
66.75 |
ATR |
24.89 |
24.65 |
-0.24 |
-1.0% |
0.00 |
Volume |
1,686,899 |
3,109,449 |
1,422,550 |
84.3% |
10,867,825 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,095.75 |
1,082.75 |
1,038.25 |
|
R3 |
1,074.25 |
1,061.25 |
1,032.50 |
|
R2 |
1,052.75 |
1,052.75 |
1,030.50 |
|
R1 |
1,039.75 |
1,039.75 |
1,028.50 |
1,035.50 |
PP |
1,031.25 |
1,031.25 |
1,031.25 |
1,029.25 |
S1 |
1,018.25 |
1,018.25 |
1,024.50 |
1,014.00 |
S2 |
1,009.75 |
1,009.75 |
1,022.50 |
|
S3 |
988.25 |
996.75 |
1,020.50 |
|
S4 |
966.75 |
975.25 |
1,014.75 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.25 |
1,248.75 |
1,111.50 |
|
R3 |
1,222.50 |
1,182.00 |
1,093.00 |
|
R2 |
1,155.75 |
1,155.75 |
1,087.00 |
|
R1 |
1,115.25 |
1,115.25 |
1,080.75 |
1,102.00 |
PP |
1,089.00 |
1,089.00 |
1,089.00 |
1,082.50 |
S1 |
1,048.50 |
1,048.50 |
1,068.75 |
1,035.50 |
S2 |
1,022.25 |
1,022.25 |
1,062.50 |
|
S3 |
955.50 |
981.75 |
1,056.50 |
|
S4 |
888.75 |
915.00 |
1,038.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,091.00 |
1,023.00 |
68.00 |
6.6% |
24.00 |
2.3% |
5% |
False |
True |
2,407,702 |
10 |
1,129.50 |
1,023.00 |
106.50 |
10.4% |
21.75 |
2.1% |
3% |
False |
True |
2,335,605 |
20 |
1,129.50 |
1,023.00 |
106.50 |
10.4% |
23.25 |
2.3% |
3% |
False |
True |
1,668,839 |
40 |
1,170.25 |
1,023.00 |
147.25 |
14.3% |
29.50 |
2.9% |
2% |
False |
True |
840,300 |
60 |
1,211.50 |
1,023.00 |
188.50 |
18.4% |
25.00 |
2.4% |
2% |
False |
True |
560,868 |
80 |
1,211.50 |
1,023.00 |
188.50 |
18.4% |
21.50 |
2.1% |
2% |
False |
True |
420,835 |
100 |
1,211.50 |
1,023.00 |
188.50 |
18.4% |
19.75 |
1.9% |
2% |
False |
True |
336,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,136.00 |
2.618 |
1,100.75 |
1.618 |
1,079.25 |
1.000 |
1,066.00 |
0.618 |
1,057.75 |
HIGH |
1,044.50 |
0.618 |
1,036.25 |
0.500 |
1,033.75 |
0.382 |
1,031.25 |
LOW |
1,023.00 |
0.618 |
1,009.75 |
1.000 |
1,001.50 |
1.618 |
988.25 |
2.618 |
966.75 |
4.250 |
931.50 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,033.75 |
1,051.50 |
PP |
1,031.25 |
1,043.00 |
S1 |
1,029.00 |
1,034.75 |
|