Trading Metrics calculated at close of trading on 28-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,846.00 |
1,839.00 |
-7.00 |
-0.4% |
1,923.00 |
High |
1,856.50 |
1,851.50 |
-5.00 |
-0.3% |
1,941.00 |
Low |
1,827.25 |
1,821.25 |
-6.00 |
-0.3% |
1,827.25 |
Close |
1,839.25 |
1,836.00 |
-3.25 |
-0.2% |
1,839.25 |
Range |
29.25 |
30.25 |
1.00 |
3.4% |
113.75 |
ATR |
44.13 |
43.14 |
-0.99 |
-2.2% |
0.00 |
Volume |
339,934 |
323,580 |
-16,354 |
-4.8% |
1,572,015 |
|
Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,927.00 |
1,911.75 |
1,852.75 |
|
R3 |
1,896.75 |
1,881.50 |
1,844.25 |
|
R2 |
1,866.50 |
1,866.50 |
1,841.50 |
|
R1 |
1,851.25 |
1,851.25 |
1,838.75 |
1,843.75 |
PP |
1,836.25 |
1,836.25 |
1,836.25 |
1,832.50 |
S1 |
1,821.00 |
1,821.00 |
1,833.25 |
1,813.50 |
S2 |
1,806.00 |
1,806.00 |
1,830.50 |
|
S3 |
1,775.75 |
1,790.75 |
1,827.75 |
|
S4 |
1,745.50 |
1,760.50 |
1,819.25 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,210.50 |
2,138.50 |
1,901.75 |
|
R3 |
2,096.75 |
2,024.75 |
1,870.50 |
|
R2 |
1,983.00 |
1,983.00 |
1,860.00 |
|
R1 |
1,911.00 |
1,911.00 |
1,849.75 |
1,890.00 |
PP |
1,869.25 |
1,869.25 |
1,869.25 |
1,858.75 |
S1 |
1,797.25 |
1,797.25 |
1,828.75 |
1,776.50 |
S2 |
1,755.50 |
1,755.50 |
1,818.50 |
|
S3 |
1,641.75 |
1,683.50 |
1,808.00 |
|
S4 |
1,528.00 |
1,569.75 |
1,776.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,916.75 |
1,821.25 |
95.50 |
5.2% |
34.00 |
1.9% |
15% |
False |
True |
329,730 |
10 |
1,941.00 |
1,821.25 |
119.75 |
6.5% |
36.00 |
2.0% |
12% |
False |
True |
327,719 |
20 |
1,941.00 |
1,768.50 |
172.50 |
9.4% |
42.25 |
2.3% |
39% |
False |
False |
190,035 |
40 |
2,035.50 |
1,730.75 |
304.75 |
16.6% |
55.25 |
3.0% |
35% |
False |
False |
95,172 |
60 |
2,056.00 |
1,730.75 |
325.25 |
17.7% |
45.50 |
2.5% |
32% |
False |
False |
63,510 |
80 |
2,056.00 |
1,730.75 |
325.25 |
17.7% |
37.75 |
2.1% |
32% |
False |
False |
47,642 |
100 |
2,056.00 |
1,730.75 |
325.25 |
17.7% |
30.50 |
1.7% |
32% |
False |
False |
38,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,980.00 |
2.618 |
1,930.75 |
1.618 |
1,900.50 |
1.000 |
1,881.75 |
0.618 |
1,870.25 |
HIGH |
1,851.50 |
0.618 |
1,840.00 |
0.500 |
1,836.50 |
0.382 |
1,832.75 |
LOW |
1,821.25 |
0.618 |
1,802.50 |
1.000 |
1,791.00 |
1.618 |
1,772.25 |
2.618 |
1,742.00 |
4.250 |
1,692.75 |
|
|
Fisher Pivots for day following 28-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,836.50 |
1,848.25 |
PP |
1,836.25 |
1,844.25 |
S1 |
1,836.00 |
1,840.00 |
|