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 |
1,764.00 |
1,736.25 |
-27.75 |
-1.6% |
1,923.00 |
High |
1,777.50 |
1,745.75 |
-31.75 |
-1.8% |
1,941.00 |
Low |
1,733.00 |
1,698.00 |
-35.00 |
-2.0% |
1,827.25 |
Close |
1,738.00 |
1,728.00 |
-10.00 |
-0.6% |
1,839.25 |
Range |
44.50 |
47.75 |
3.25 |
7.3% |
113.75 |
ATR |
46.44 |
46.53 |
0.09 |
0.2% |
0.00 |
Volume |
477,966 |
370,543 |
-107,423 |
-22.5% |
1,572,015 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,867.25 |
1,845.25 |
1,754.25 |
|
R3 |
1,819.50 |
1,797.50 |
1,741.25 |
|
R2 |
1,771.75 |
1,771.75 |
1,736.75 |
|
R1 |
1,749.75 |
1,749.75 |
1,732.50 |
1,737.00 |
PP |
1,724.00 |
1,724.00 |
1,724.00 |
1,717.50 |
S1 |
1,702.00 |
1,702.00 |
1,723.50 |
1,689.00 |
S2 |
1,676.25 |
1,676.25 |
1,719.25 |
|
S3 |
1,628.50 |
1,654.25 |
1,714.75 |
|
S4 |
1,580.75 |
1,606.50 |
1,701.75 |
|
|
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 |
1,856.50 |
1,698.00 |
158.50 |
9.2% |
48.75 |
2.8% |
19% |
False |
True |
358,550 |
10 |
1,941.00 |
1,698.00 |
243.00 |
14.1% |
43.00 |
2.5% |
12% |
False |
True |
336,988 |
20 |
1,941.00 |
1,698.00 |
243.00 |
14.1% |
45.00 |
2.6% |
12% |
False |
True |
246,272 |
40 |
1,980.00 |
1,698.00 |
282.00 |
16.3% |
56.00 |
3.2% |
11% |
False |
True |
123,395 |
60 |
2,056.00 |
1,698.00 |
358.00 |
20.7% |
47.50 |
2.8% |
8% |
False |
True |
82,330 |
80 |
2,056.00 |
1,698.00 |
358.00 |
20.7% |
39.75 |
2.3% |
8% |
False |
True |
61,757 |
100 |
2,056.00 |
1,698.00 |
358.00 |
20.7% |
32.25 |
1.9% |
8% |
False |
True |
49,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,948.75 |
2.618 |
1,870.75 |
1.618 |
1,823.00 |
1.000 |
1,793.50 |
0.618 |
1,775.25 |
HIGH |
1,745.75 |
0.618 |
1,727.50 |
0.500 |
1,722.00 |
0.382 |
1,716.25 |
LOW |
1,698.00 |
0.618 |
1,668.50 |
1.000 |
1,650.25 |
1.618 |
1,620.75 |
2.618 |
1,573.00 |
4.250 |
1,495.00 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,726.00 |
1,768.75 |
PP |
1,724.00 |
1,755.25 |
S1 |
1,722.00 |
1,741.50 |
|