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 |
1,071.75 |
1,065.25 |
-6.50 |
-0.6% |
1,115.00 |
High |
1,075.00 |
1,070.00 |
-5.00 |
-0.5% |
1,125.00 |
Low |
1,062.50 |
1,026.25 |
-36.25 |
-3.4% |
1,059.00 |
Close |
1,066.50 |
1,031.00 |
-35.50 |
-3.3% |
1,070.50 |
Range |
12.50 |
43.75 |
31.25 |
250.0% |
66.00 |
ATR |
22.16 |
23.70 |
1.54 |
7.0% |
0.00 |
Volume |
1,490 |
657 |
-833 |
-55.9% |
5,014 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.75 |
1,146.00 |
1,055.00 |
|
R3 |
1,130.00 |
1,102.25 |
1,043.00 |
|
R2 |
1,086.25 |
1,086.25 |
1,039.00 |
|
R1 |
1,058.50 |
1,058.50 |
1,035.00 |
1,050.50 |
PP |
1,042.50 |
1,042.50 |
1,042.50 |
1,038.50 |
S1 |
1,014.75 |
1,014.75 |
1,027.00 |
1,006.75 |
S2 |
998.75 |
998.75 |
1,023.00 |
|
S3 |
955.00 |
971.00 |
1,019.00 |
|
S4 |
911.25 |
927.25 |
1,007.00 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.75 |
1,242.75 |
1,106.75 |
|
R3 |
1,216.75 |
1,176.75 |
1,088.75 |
|
R2 |
1,150.75 |
1,150.75 |
1,082.50 |
|
R1 |
1,110.75 |
1,110.75 |
1,076.50 |
1,097.75 |
PP |
1,084.75 |
1,084.75 |
1,084.75 |
1,078.50 |
S1 |
1,044.75 |
1,044.75 |
1,064.50 |
1,031.75 |
S2 |
1,018.75 |
1,018.75 |
1,058.50 |
|
S3 |
952.75 |
978.75 |
1,052.25 |
|
S4 |
886.75 |
912.75 |
1,034.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,093.50 |
1,026.25 |
67.25 |
6.5% |
22.75 |
2.2% |
7% |
False |
True |
1,244 |
10 |
1,125.00 |
1,026.25 |
98.75 |
9.6% |
20.00 |
2.0% |
5% |
False |
True |
796 |
20 |
1,125.00 |
1,026.25 |
98.75 |
9.6% |
22.75 |
2.2% |
5% |
False |
True |
495 |
40 |
1,190.25 |
1,026.25 |
164.00 |
15.9% |
27.75 |
2.7% |
3% |
False |
True |
310 |
60 |
1,208.00 |
1,026.25 |
181.75 |
17.6% |
23.50 |
2.3% |
3% |
False |
True |
238 |
80 |
1,208.00 |
1,026.25 |
181.75 |
17.6% |
19.50 |
1.9% |
3% |
False |
True |
198 |
100 |
1,208.00 |
1,026.25 |
181.75 |
17.6% |
16.50 |
1.6% |
3% |
False |
True |
162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,256.00 |
2.618 |
1,184.50 |
1.618 |
1,140.75 |
1.000 |
1,113.75 |
0.618 |
1,097.00 |
HIGH |
1,070.00 |
0.618 |
1,053.25 |
0.500 |
1,048.00 |
0.382 |
1,043.00 |
LOW |
1,026.25 |
0.618 |
999.25 |
1.000 |
982.50 |
1.618 |
955.50 |
2.618 |
911.75 |
4.250 |
840.25 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,048.00 |
1,050.50 |
PP |
1,042.50 |
1,044.00 |
S1 |
1,036.75 |
1,037.50 |
|