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 |
1,249.9 |
1,247.8 |
-2.1 |
-0.2% |
1,266.0 |
High |
1,252.0 |
1,248.2 |
-3.8 |
-0.3% |
1,270.6 |
Low |
1,240.0 |
1,200.0 |
-40.0 |
-3.2% |
1,229.9 |
Close |
1,249.9 |
1,210.5 |
-39.4 |
-3.2% |
1,260.3 |
Range |
12.0 |
48.2 |
36.2 |
301.7% |
40.7 |
ATR |
19.5 |
21.7 |
2.2 |
11.1% |
0.0 |
Volume |
16,307 |
4,345 |
-11,962 |
-73.4% |
39,258 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.2 |
1,335.5 |
1,237.0 |
|
R3 |
1,316.0 |
1,287.3 |
1,223.8 |
|
R2 |
1,267.8 |
1,267.8 |
1,219.3 |
|
R1 |
1,239.1 |
1,239.1 |
1,214.9 |
1,229.4 |
PP |
1,219.6 |
1,219.6 |
1,219.6 |
1,214.7 |
S1 |
1,190.9 |
1,190.9 |
1,206.1 |
1,181.2 |
S2 |
1,171.4 |
1,171.4 |
1,201.7 |
|
S3 |
1,123.2 |
1,142.7 |
1,197.2 |
|
S4 |
1,075.0 |
1,094.5 |
1,184.0 |
|
|
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 |
1,200.0 |
67.5 |
5.6% |
24.6 |
2.0% |
16% |
False |
True |
6,225 |
10 |
1,270.6 |
1,200.0 |
70.6 |
5.8% |
22.9 |
1.9% |
15% |
False |
True |
8,163 |
20 |
1,270.6 |
1,200.0 |
70.6 |
5.8% |
21.0 |
1.7% |
15% |
False |
True |
6,709 |
40 |
1,270.6 |
1,172.0 |
98.6 |
8.1% |
21.6 |
1.8% |
39% |
False |
False |
6,042 |
60 |
1,270.6 |
1,127.8 |
142.8 |
11.8% |
19.4 |
1.6% |
58% |
False |
False |
4,717 |
80 |
1,270.6 |
1,089.9 |
180.7 |
14.9% |
18.3 |
1.5% |
67% |
False |
False |
3,859 |
100 |
1,270.6 |
1,068.4 |
202.2 |
16.7% |
18.2 |
1.5% |
70% |
False |
False |
3,489 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.4% |
18.7 |
1.5% |
73% |
False |
False |
3,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,453.1 |
2.618 |
1,374.4 |
1.618 |
1,326.2 |
1.000 |
1,296.4 |
0.618 |
1,278.0 |
HIGH |
1,248.2 |
0.618 |
1,229.8 |
0.500 |
1,224.1 |
0.382 |
1,218.4 |
LOW |
1,200.0 |
0.618 |
1,170.2 |
1.000 |
1,151.8 |
1.618 |
1,122.0 |
2.618 |
1,073.8 |
4.250 |
995.2 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,224.1 |
1,226.0 |
PP |
1,219.6 |
1,220.8 |
S1 |
1,215.0 |
1,215.7 |
|