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 |
5,967.0 |
5,883.0 |
-84.0 |
-1.4% |
6,304.0 |
High |
6,009.0 |
5,962.0 |
-47.0 |
-0.8% |
6,359.5 |
Low |
5,902.5 |
5,833.0 |
-69.5 |
-1.2% |
6,046.0 |
Close |
5,961.5 |
5,868.5 |
-93.0 |
-1.6% |
6,080.0 |
Range |
106.5 |
129.0 |
22.5 |
21.1% |
313.5 |
ATR |
132.5 |
132.3 |
-0.3 |
-0.2% |
0.0 |
Volume |
147,551 |
198,842 |
51,291 |
34.8% |
733,827 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,274.8 |
6,200.7 |
5,939.5 |
|
R3 |
6,145.8 |
6,071.7 |
5,904.0 |
|
R2 |
6,016.8 |
6,016.8 |
5,892.2 |
|
R1 |
5,942.7 |
5,942.7 |
5,880.3 |
5,915.3 |
PP |
5,887.8 |
5,887.8 |
5,887.8 |
5,874.1 |
S1 |
5,813.7 |
5,813.7 |
5,856.7 |
5,786.3 |
S2 |
5,758.8 |
5,758.8 |
5,844.9 |
|
S3 |
5,629.8 |
5,684.7 |
5,833.0 |
|
S4 |
5,500.8 |
5,555.7 |
5,797.6 |
|
|
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 |
6,177.0 |
5,833.0 |
344.0 |
5.9% |
123.1 |
2.1% |
10% |
False |
True |
163,473 |
10 |
6,359.5 |
5,833.0 |
526.5 |
9.0% |
116.1 |
2.0% |
7% |
False |
True |
153,680 |
20 |
6,359.5 |
5,807.0 |
552.5 |
9.4% |
122.2 |
2.1% |
11% |
False |
False |
91,379 |
40 |
6,359.5 |
5,615.0 |
744.5 |
12.7% |
137.0 |
2.3% |
34% |
False |
False |
46,077 |
60 |
6,359.5 |
5,593.5 |
766.0 |
13.1% |
129.8 |
2.2% |
36% |
False |
False |
30,861 |
80 |
6,359.5 |
5,593.5 |
766.0 |
13.1% |
112.5 |
1.9% |
36% |
False |
False |
23,525 |
100 |
6,359.5 |
5,480.0 |
879.5 |
15.0% |
103.5 |
1.8% |
44% |
False |
False |
18,860 |
120 |
6,359.5 |
5,419.0 |
940.5 |
16.0% |
99.1 |
1.7% |
48% |
False |
False |
15,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,510.3 |
2.618 |
6,299.7 |
1.618 |
6,170.7 |
1.000 |
6,091.0 |
0.618 |
6,041.7 |
HIGH |
5,962.0 |
0.618 |
5,912.7 |
0.500 |
5,897.5 |
0.382 |
5,882.3 |
LOW |
5,833.0 |
0.618 |
5,753.3 |
1.000 |
5,704.0 |
1.618 |
5,624.3 |
2.618 |
5,495.3 |
4.250 |
5,284.8 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5,897.5 |
5,961.0 |
PP |
5,887.8 |
5,930.2 |
S1 |
5,878.2 |
5,899.3 |
|