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 |
1,247.7 |
1,259.6 |
11.9 |
1.0% |
1,266.0 |
High |
1,263.1 |
1,267.5 |
4.4 |
0.3% |
1,270.6 |
Low |
1,246.2 |
1,240.0 |
-6.2 |
-0.5% |
1,229.9 |
Close |
1,260.3 |
1,242.6 |
-17.7 |
-1.4% |
1,260.3 |
Range |
16.9 |
27.5 |
10.6 |
62.7% |
40.7 |
ATR |
19.7 |
20.2 |
0.6 |
2.8% |
0.0 |
Volume |
4,761 |
2,394 |
-2,367 |
-49.7% |
39,258 |
|
Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.5 |
1,315.1 |
1,257.7 |
|
R3 |
1,305.0 |
1,287.6 |
1,250.2 |
|
R2 |
1,277.5 |
1,277.5 |
1,247.6 |
|
R1 |
1,260.1 |
1,260.1 |
1,245.1 |
1,255.1 |
PP |
1,250.0 |
1,250.0 |
1,250.0 |
1,247.5 |
S1 |
1,232.6 |
1,232.6 |
1,240.1 |
1,227.6 |
S2 |
1,222.5 |
1,222.5 |
1,237.6 |
|
S3 |
1,195.0 |
1,205.1 |
1,235.0 |
|
S4 |
1,167.5 |
1,177.6 |
1,227.5 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.7 |
1,358.7 |
1,282.7 |
|
R3 |
1,335.0 |
1,318.0 |
1,271.5 |
|
R2 |
1,294.3 |
1,294.3 |
1,267.8 |
|
R1 |
1,277.3 |
1,277.3 |
1,264.0 |
1,265.5 |
PP |
1,253.6 |
1,253.6 |
1,253.6 |
1,247.7 |
S1 |
1,236.6 |
1,236.6 |
1,256.6 |
1,224.8 |
S2 |
1,212.9 |
1,212.9 |
1,252.8 |
|
S3 |
1,172.2 |
1,195.9 |
1,249.1 |
|
S4 |
1,131.5 |
1,155.2 |
1,237.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,267.5 |
1,229.9 |
37.6 |
3.0% |
19.0 |
1.5% |
34% |
True |
False |
7,536 |
10 |
1,270.6 |
1,226.1 |
44.5 |
3.6% |
19.7 |
1.6% |
37% |
False |
False |
7,745 |
20 |
1,270.6 |
1,202.0 |
68.6 |
5.5% |
19.7 |
1.6% |
59% |
False |
False |
5,972 |
40 |
1,270.6 |
1,161.2 |
109.4 |
8.8% |
21.1 |
1.7% |
74% |
False |
False |
5,670 |
60 |
1,270.6 |
1,127.8 |
142.8 |
11.5% |
18.8 |
1.5% |
80% |
False |
False |
4,375 |
80 |
1,270.6 |
1,089.9 |
180.7 |
14.5% |
17.9 |
1.4% |
85% |
False |
False |
3,620 |
100 |
1,270.6 |
1,048.2 |
222.4 |
17.9% |
18.3 |
1.5% |
87% |
False |
False |
3,328 |
120 |
1,270.6 |
1,048.2 |
222.4 |
17.9% |
18.4 |
1.5% |
87% |
False |
False |
3,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.4 |
2.618 |
1,339.5 |
1.618 |
1,312.0 |
1.000 |
1,295.0 |
0.618 |
1,284.5 |
HIGH |
1,267.5 |
0.618 |
1,257.0 |
0.500 |
1,253.8 |
0.382 |
1,250.5 |
LOW |
1,240.0 |
0.618 |
1,223.0 |
1.000 |
1,212.5 |
1.618 |
1,195.5 |
2.618 |
1,168.0 |
4.250 |
1,123.1 |
|
|
Fisher Pivots for day following 28-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,253.8 |
1,250.7 |
PP |
1,250.0 |
1,248.0 |
S1 |
1,246.3 |
1,245.3 |
|