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 |
6,142.0 |
6,100.0 |
-42.0 |
-0.7% |
6,304.0 |
High |
6,157.5 |
6,177.0 |
19.5 |
0.3% |
6,359.5 |
Low |
6,046.0 |
6,065.0 |
19.0 |
0.3% |
6,046.0 |
Close |
6,080.0 |
6,161.0 |
81.0 |
1.3% |
6,080.0 |
Range |
111.5 |
112.0 |
0.5 |
0.4% |
313.5 |
ATR |
128.5 |
127.3 |
-1.2 |
-0.9% |
0.0 |
Volume |
153,175 |
141,541 |
-11,634 |
-7.6% |
733,827 |
|
Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,470.3 |
6,427.7 |
6,222.6 |
|
R3 |
6,358.3 |
6,315.7 |
6,191.8 |
|
R2 |
6,246.3 |
6,246.3 |
6,181.5 |
|
R1 |
6,203.7 |
6,203.7 |
6,171.3 |
6,225.0 |
PP |
6,134.3 |
6,134.3 |
6,134.3 |
6,145.0 |
S1 |
6,091.7 |
6,091.7 |
6,150.7 |
6,113.0 |
S2 |
6,022.3 |
6,022.3 |
6,140.5 |
|
S3 |
5,910.3 |
5,979.7 |
6,130.2 |
|
S4 |
5,798.3 |
5,867.7 |
6,099.4 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,102.3 |
6,904.7 |
6,252.4 |
|
R3 |
6,788.8 |
6,591.2 |
6,166.2 |
|
R2 |
6,475.3 |
6,475.3 |
6,137.5 |
|
R1 |
6,277.7 |
6,277.7 |
6,108.7 |
6,219.8 |
PP |
6,161.8 |
6,161.8 |
6,161.8 |
6,132.9 |
S1 |
5,964.2 |
5,964.2 |
6,051.3 |
5,906.3 |
S2 |
5,848.3 |
5,848.3 |
6,022.5 |
|
S3 |
5,534.8 |
5,650.7 |
5,993.8 |
|
S4 |
5,221.3 |
5,337.2 |
5,907.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,302.5 |
6,046.0 |
256.5 |
4.2% |
114.2 |
1.9% |
45% |
False |
False |
150,061 |
10 |
6,359.5 |
6,046.0 |
313.5 |
5.1% |
106.6 |
1.7% |
37% |
False |
False |
123,326 |
20 |
6,359.5 |
5,807.0 |
552.5 |
9.0% |
122.7 |
2.0% |
64% |
False |
False |
65,368 |
40 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
145.2 |
2.4% |
74% |
False |
False |
33,051 |
60 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
126.1 |
2.0% |
74% |
False |
False |
22,160 |
80 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
109.7 |
1.8% |
74% |
False |
False |
17,008 |
100 |
6,359.5 |
5,419.0 |
940.5 |
15.3% |
102.2 |
1.7% |
79% |
False |
False |
13,641 |
120 |
6,359.5 |
5,419.0 |
940.5 |
15.3% |
96.9 |
1.6% |
79% |
False |
False |
11,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,653.0 |
2.618 |
6,470.2 |
1.618 |
6,358.2 |
1.000 |
6,289.0 |
0.618 |
6,246.2 |
HIGH |
6,177.0 |
0.618 |
6,134.2 |
0.500 |
6,121.0 |
0.382 |
6,107.8 |
LOW |
6,065.0 |
0.618 |
5,995.8 |
1.000 |
5,953.0 |
1.618 |
5,883.8 |
2.618 |
5,771.8 |
4.250 |
5,589.0 |
|
|
Fisher Pivots for day following 28-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
6,147.7 |
6,157.0 |
PP |
6,134.3 |
6,153.0 |
S1 |
6,121.0 |
6,149.0 |
|