Trading Metrics calculated at close of trading on 01-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,035.25 |
1,024.50 |
-10.75 |
-1.0% |
1,116.00 |
High |
1,044.50 |
1,029.75 |
-14.75 |
-1.4% |
1,129.50 |
Low |
1,023.00 |
1,006.00 |
-17.00 |
-1.7% |
1,062.75 |
Close |
1,026.50 |
1,021.75 |
-4.75 |
-0.5% |
1,074.75 |
Range |
21.50 |
23.75 |
2.25 |
10.5% |
66.75 |
ATR |
24.65 |
24.58 |
-0.06 |
-0.3% |
0.00 |
Volume |
3,109,449 |
2,622,061 |
-487,388 |
-15.7% |
10,867,825 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,090.50 |
1,079.75 |
1,034.75 |
|
R3 |
1,066.75 |
1,056.00 |
1,028.25 |
|
R2 |
1,043.00 |
1,043.00 |
1,026.00 |
|
R1 |
1,032.25 |
1,032.25 |
1,024.00 |
1,025.75 |
PP |
1,019.25 |
1,019.25 |
1,019.25 |
1,016.00 |
S1 |
1,008.50 |
1,008.50 |
1,019.50 |
1,002.00 |
S2 |
995.50 |
995.50 |
1,017.50 |
|
S3 |
971.75 |
984.75 |
1,015.25 |
|
S4 |
948.00 |
961.00 |
1,008.75 |
|
|
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 |
1,079.75 |
1,006.00 |
73.75 |
7.2% |
24.00 |
2.3% |
21% |
False |
True |
2,484,987 |
10 |
1,129.50 |
1,006.00 |
123.50 |
12.1% |
22.50 |
2.2% |
13% |
False |
True |
2,345,606 |
20 |
1,129.50 |
1,006.00 |
123.50 |
12.1% |
23.75 |
2.3% |
13% |
False |
True |
1,798,903 |
40 |
1,170.00 |
1,006.00 |
164.00 |
16.1% |
29.75 |
2.9% |
10% |
False |
True |
905,726 |
60 |
1,211.50 |
1,006.00 |
205.50 |
20.1% |
25.25 |
2.5% |
8% |
False |
True |
604,533 |
80 |
1,211.50 |
1,006.00 |
205.50 |
20.1% |
21.75 |
2.1% |
8% |
False |
True |
453,611 |
100 |
1,211.50 |
1,006.00 |
205.50 |
20.1% |
19.75 |
1.9% |
8% |
False |
True |
362,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,130.75 |
2.618 |
1,092.00 |
1.618 |
1,068.25 |
1.000 |
1,053.50 |
0.618 |
1,044.50 |
HIGH |
1,029.75 |
0.618 |
1,020.75 |
0.500 |
1,018.00 |
0.382 |
1,015.00 |
LOW |
1,006.00 |
0.618 |
991.25 |
1.000 |
982.25 |
1.618 |
967.50 |
2.618 |
943.75 |
4.250 |
905.00 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,020.50 |
1,040.50 |
PP |
1,019.25 |
1,034.25 |
S1 |
1,018.00 |
1,028.00 |
|