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 |
1,244.5 |
1,249.9 |
5.4 |
0.4% |
1,266.0 |
High |
1,250.0 |
1,252.0 |
2.0 |
0.2% |
1,270.6 |
Low |
1,231.7 |
1,240.0 |
8.3 |
0.7% |
1,229.9 |
Close |
1,246.4 |
1,249.9 |
3.5 |
0.3% |
1,260.3 |
Range |
18.3 |
12.0 |
-6.3 |
-34.4% |
40.7 |
ATR |
20.1 |
19.5 |
-0.6 |
-2.9% |
0.0 |
Volume |
3,318 |
16,307 |
12,989 |
391.5% |
39,258 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.3 |
1,278.6 |
1,256.5 |
|
R3 |
1,271.3 |
1,266.6 |
1,253.2 |
|
R2 |
1,259.3 |
1,259.3 |
1,252.1 |
|
R1 |
1,254.6 |
1,254.6 |
1,251.0 |
1,255.9 |
PP |
1,247.3 |
1,247.3 |
1,247.3 |
1,248.0 |
S1 |
1,242.6 |
1,242.6 |
1,248.8 |
1,243.9 |
S2 |
1,235.3 |
1,235.3 |
1,247.7 |
|
S3 |
1,223.3 |
1,230.6 |
1,246.6 |
|
S4 |
1,211.3 |
1,218.6 |
1,243.3 |
|
|
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 |
1,231.7 |
35.8 |
2.9% |
18.9 |
1.5% |
51% |
False |
False |
6,836 |
10 |
1,270.6 |
1,229.9 |
40.7 |
3.3% |
20.1 |
1.6% |
49% |
False |
False |
8,045 |
20 |
1,270.6 |
1,202.0 |
68.6 |
5.5% |
19.7 |
1.6% |
70% |
False |
False |
6,579 |
40 |
1,270.6 |
1,161.2 |
109.4 |
8.8% |
20.9 |
1.7% |
81% |
False |
False |
6,036 |
60 |
1,270.6 |
1,127.8 |
142.8 |
11.4% |
18.9 |
1.5% |
86% |
False |
False |
4,671 |
80 |
1,270.6 |
1,089.9 |
180.7 |
14.5% |
17.9 |
1.4% |
89% |
False |
False |
3,822 |
100 |
1,270.6 |
1,066.7 |
203.9 |
16.3% |
17.9 |
1.4% |
90% |
False |
False |
3,478 |
120 |
1,270.6 |
1,048.2 |
222.4 |
17.8% |
18.4 |
1.5% |
91% |
False |
False |
3,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.0 |
2.618 |
1,283.4 |
1.618 |
1,271.4 |
1.000 |
1,264.0 |
0.618 |
1,259.4 |
HIGH |
1,252.0 |
0.618 |
1,247.4 |
0.500 |
1,246.0 |
0.382 |
1,244.6 |
LOW |
1,240.0 |
0.618 |
1,232.6 |
1.000 |
1,228.0 |
1.618 |
1,220.6 |
2.618 |
1,208.6 |
4.250 |
1,189.0 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,248.6 |
1,249.8 |
PP |
1,247.3 |
1,249.7 |
S1 |
1,246.0 |
1,249.6 |
|