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 |
1,839.00 |
1,835.50 |
-3.50 |
-0.2% |
1,923.00 |
High |
1,851.50 |
1,839.50 |
-12.00 |
-0.6% |
1,941.00 |
Low |
1,821.25 |
1,748.00 |
-73.25 |
-4.0% |
1,827.25 |
Close |
1,836.00 |
1,763.50 |
-72.50 |
-3.9% |
1,839.25 |
Range |
30.25 |
91.50 |
61.25 |
202.5% |
113.75 |
ATR |
43.14 |
46.59 |
3.45 |
8.0% |
0.00 |
Volume |
323,580 |
280,729 |
-42,851 |
-13.2% |
1,572,015 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.25 |
2,002.25 |
1,813.75 |
|
R3 |
1,966.75 |
1,910.75 |
1,788.75 |
|
R2 |
1,875.25 |
1,875.25 |
1,780.25 |
|
R1 |
1,819.25 |
1,819.25 |
1,772.00 |
1,801.50 |
PP |
1,783.75 |
1,783.75 |
1,783.75 |
1,774.75 |
S1 |
1,727.75 |
1,727.75 |
1,755.00 |
1,710.00 |
S2 |
1,692.25 |
1,692.25 |
1,746.75 |
|
S3 |
1,600.75 |
1,636.25 |
1,738.25 |
|
S4 |
1,509.25 |
1,544.75 |
1,713.25 |
|
|
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 |
1,890.00 |
1,748.00 |
142.00 |
8.1% |
44.25 |
2.5% |
11% |
False |
True |
320,268 |
10 |
1,941.00 |
1,748.00 |
193.00 |
10.9% |
39.75 |
2.3% |
8% |
False |
True |
322,793 |
20 |
1,941.00 |
1,748.00 |
193.00 |
10.9% |
44.25 |
2.5% |
8% |
False |
True |
204,034 |
40 |
2,026.00 |
1,730.75 |
295.25 |
16.7% |
56.50 |
3.2% |
11% |
False |
False |
102,187 |
60 |
2,056.00 |
1,730.75 |
325.25 |
18.4% |
46.75 |
2.6% |
10% |
False |
False |
68,189 |
80 |
2,056.00 |
1,730.75 |
325.25 |
18.4% |
38.75 |
2.2% |
10% |
False |
False |
51,151 |
100 |
2,056.00 |
1,730.75 |
325.25 |
18.4% |
31.50 |
1.8% |
10% |
False |
False |
40,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,228.50 |
2.618 |
2,079.00 |
1.618 |
1,987.50 |
1.000 |
1,931.00 |
0.618 |
1,896.00 |
HIGH |
1,839.50 |
0.618 |
1,804.50 |
0.500 |
1,793.75 |
0.382 |
1,783.00 |
LOW |
1,748.00 |
0.618 |
1,691.50 |
1.000 |
1,656.50 |
1.618 |
1,600.00 |
2.618 |
1,508.50 |
4.250 |
1,359.00 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,793.75 |
1,802.25 |
PP |
1,783.75 |
1,789.25 |
S1 |
1,773.50 |
1,776.50 |
|