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 |
6,100.0 |
6,089.0 |
-11.0 |
-0.2% |
6,304.0 |
High |
6,177.0 |
6,089.0 |
-88.0 |
-1.4% |
6,359.5 |
Low |
6,065.0 |
5,932.5 |
-132.5 |
-2.2% |
6,046.0 |
Close |
6,161.0 |
5,971.5 |
-189.5 |
-3.1% |
6,080.0 |
Range |
112.0 |
156.5 |
44.5 |
39.7% |
313.5 |
ATR |
127.3 |
134.5 |
7.2 |
5.7% |
0.0 |
Volume |
141,541 |
176,257 |
34,716 |
24.5% |
733,827 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,467.2 |
6,375.8 |
6,057.6 |
|
R3 |
6,310.7 |
6,219.3 |
6,014.5 |
|
R2 |
6,154.2 |
6,154.2 |
6,000.2 |
|
R1 |
6,062.8 |
6,062.8 |
5,985.8 |
6,030.3 |
PP |
5,997.7 |
5,997.7 |
5,997.7 |
5,981.4 |
S1 |
5,906.3 |
5,906.3 |
5,957.2 |
5,873.8 |
S2 |
5,841.2 |
5,841.2 |
5,942.8 |
|
S3 |
5,684.7 |
5,749.8 |
5,928.5 |
|
S4 |
5,528.2 |
5,593.3 |
5,885.4 |
|
|
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 |
6,279.0 |
5,932.5 |
346.5 |
5.8% |
125.0 |
2.1% |
11% |
False |
True |
156,863 |
10 |
6,359.5 |
5,932.5 |
427.0 |
7.2% |
107.8 |
1.8% |
9% |
False |
True |
135,098 |
20 |
6,359.5 |
5,807.0 |
552.5 |
9.3% |
121.7 |
2.0% |
30% |
False |
False |
74,137 |
40 |
6,359.5 |
5,593.5 |
766.0 |
12.8% |
144.0 |
2.4% |
49% |
False |
False |
37,446 |
60 |
6,359.5 |
5,593.5 |
766.0 |
12.8% |
128.0 |
2.1% |
49% |
False |
False |
25,092 |
80 |
6,359.5 |
5,593.5 |
766.0 |
12.8% |
110.7 |
1.9% |
49% |
False |
False |
19,207 |
100 |
6,359.5 |
5,442.0 |
917.5 |
15.4% |
102.5 |
1.7% |
58% |
False |
False |
15,401 |
120 |
6,359.5 |
5,419.0 |
940.5 |
15.7% |
97.8 |
1.6% |
59% |
False |
False |
12,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,754.1 |
2.618 |
6,498.7 |
1.618 |
6,342.2 |
1.000 |
6,245.5 |
0.618 |
6,185.7 |
HIGH |
6,089.0 |
0.618 |
6,029.2 |
0.500 |
6,010.8 |
0.382 |
5,992.3 |
LOW |
5,932.5 |
0.618 |
5,835.8 |
1.000 |
5,776.0 |
1.618 |
5,679.3 |
2.618 |
5,522.8 |
4.250 |
5,267.4 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
6,010.8 |
6,054.8 |
PP |
5,997.7 |
6,027.0 |
S1 |
5,984.6 |
5,999.3 |
|