Trading Metrics calculated at close of trading on 30-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
6,089.0 |
5,967.0 |
-122.0 |
-2.0% |
6,304.0 |
High |
6,089.0 |
6,009.0 |
-80.0 |
-1.3% |
6,359.5 |
Low |
5,932.5 |
5,902.5 |
-30.0 |
-0.5% |
6,046.0 |
Close |
5,971.5 |
5,961.5 |
-10.0 |
-0.2% |
6,080.0 |
Range |
156.5 |
106.5 |
-50.0 |
-31.9% |
313.5 |
ATR |
134.5 |
132.5 |
-2.0 |
-1.5% |
0.0 |
Volume |
176,257 |
147,551 |
-28,706 |
-16.3% |
733,827 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,277.2 |
6,225.8 |
6,020.1 |
|
R3 |
6,170.7 |
6,119.3 |
5,990.8 |
|
R2 |
6,064.2 |
6,064.2 |
5,981.0 |
|
R1 |
6,012.8 |
6,012.8 |
5,971.3 |
5,985.3 |
PP |
5,957.7 |
5,957.7 |
5,957.7 |
5,943.9 |
S1 |
5,906.3 |
5,906.3 |
5,951.7 |
5,878.8 |
S2 |
5,851.2 |
5,851.2 |
5,942.0 |
|
S3 |
5,744.7 |
5,799.8 |
5,932.2 |
|
S4 |
5,638.2 |
5,693.3 |
5,902.9 |
|
|
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 |
6,252.0 |
5,902.5 |
349.5 |
5.9% |
127.3 |
2.1% |
17% |
False |
True |
155,351 |
10 |
6,359.5 |
5,902.5 |
457.0 |
7.7% |
110.9 |
1.9% |
13% |
False |
True |
142,797 |
20 |
6,359.5 |
5,807.0 |
552.5 |
9.3% |
119.0 |
2.0% |
28% |
False |
False |
81,477 |
40 |
6,359.5 |
5,593.5 |
766.0 |
12.8% |
144.4 |
2.4% |
48% |
False |
False |
41,119 |
60 |
6,359.5 |
5,593.5 |
766.0 |
12.8% |
128.8 |
2.2% |
48% |
False |
False |
27,549 |
80 |
6,359.5 |
5,593.5 |
766.0 |
12.8% |
111.7 |
1.9% |
48% |
False |
False |
21,047 |
100 |
6,359.5 |
5,480.0 |
879.5 |
14.8% |
103.0 |
1.7% |
55% |
False |
False |
16,873 |
120 |
6,359.5 |
5,419.0 |
940.5 |
15.8% |
98.7 |
1.7% |
58% |
False |
False |
14,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,461.6 |
2.618 |
6,287.8 |
1.618 |
6,181.3 |
1.000 |
6,115.5 |
0.618 |
6,074.8 |
HIGH |
6,009.0 |
0.618 |
5,968.3 |
0.500 |
5,955.8 |
0.382 |
5,943.2 |
LOW |
5,902.5 |
0.618 |
5,836.7 |
1.000 |
5,796.0 |
1.618 |
5,730.2 |
2.618 |
5,623.7 |
4.250 |
5,449.9 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,959.6 |
6,039.8 |
PP |
5,957.7 |
6,013.7 |
S1 |
5,955.8 |
5,987.6 |
|