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 |
1,259.6 |
1,244.5 |
-15.1 |
-1.2% |
1,266.0 |
High |
1,267.5 |
1,250.0 |
-17.5 |
-1.4% |
1,270.6 |
Low |
1,240.0 |
1,231.7 |
-8.3 |
-0.7% |
1,229.9 |
Close |
1,242.6 |
1,246.4 |
3.8 |
0.3% |
1,260.3 |
Range |
27.5 |
18.3 |
-9.2 |
-33.5% |
40.7 |
ATR |
20.2 |
20.1 |
-0.1 |
-0.7% |
0.0 |
Volume |
2,394 |
3,318 |
924 |
38.6% |
39,258 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.6 |
1,290.3 |
1,256.5 |
|
R3 |
1,279.3 |
1,272.0 |
1,251.4 |
|
R2 |
1,261.0 |
1,261.0 |
1,249.8 |
|
R1 |
1,253.7 |
1,253.7 |
1,248.1 |
1,257.4 |
PP |
1,242.7 |
1,242.7 |
1,242.7 |
1,244.5 |
S1 |
1,235.4 |
1,235.4 |
1,244.7 |
1,239.1 |
S2 |
1,224.4 |
1,224.4 |
1,243.0 |
|
S3 |
1,206.1 |
1,217.1 |
1,241.4 |
|
S4 |
1,187.8 |
1,198.8 |
1,236.3 |
|
|
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% |
20.7 |
1.7% |
44% |
False |
False |
6,046 |
10 |
1,270.6 |
1,229.9 |
40.7 |
3.3% |
19.9 |
1.6% |
41% |
False |
False |
7,604 |
20 |
1,270.6 |
1,202.0 |
68.6 |
5.5% |
19.7 |
1.6% |
65% |
False |
False |
5,859 |
40 |
1,270.6 |
1,161.2 |
109.4 |
8.8% |
21.3 |
1.7% |
78% |
False |
False |
5,654 |
60 |
1,270.6 |
1,127.8 |
142.8 |
11.5% |
19.0 |
1.5% |
83% |
False |
False |
4,412 |
80 |
1,270.6 |
1,089.9 |
180.7 |
14.5% |
18.0 |
1.4% |
87% |
False |
False |
3,645 |
100 |
1,270.6 |
1,048.2 |
222.4 |
17.8% |
18.0 |
1.4% |
89% |
False |
False |
3,341 |
120 |
1,270.6 |
1,048.2 |
222.4 |
17.8% |
18.4 |
1.5% |
89% |
False |
False |
3,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,327.8 |
2.618 |
1,297.9 |
1.618 |
1,279.6 |
1.000 |
1,268.3 |
0.618 |
1,261.3 |
HIGH |
1,250.0 |
0.618 |
1,243.0 |
0.500 |
1,240.9 |
0.382 |
1,238.7 |
LOW |
1,231.7 |
0.618 |
1,220.4 |
1.000 |
1,213.4 |
1.618 |
1,202.1 |
2.618 |
1,183.8 |
4.250 |
1,153.9 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,244.6 |
1,249.6 |
PP |
1,242.7 |
1,248.5 |
S1 |
1,240.9 |
1,247.5 |
|