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 |
1,065.25 |
1,030.00 |
-35.25 |
-3.3% |
1,115.00 |
High |
1,070.00 |
1,039.50 |
-30.50 |
-2.9% |
1,125.00 |
Low |
1,026.25 |
1,018.50 |
-7.75 |
-0.8% |
1,059.00 |
Close |
1,031.00 |
1,022.00 |
-9.00 |
-0.9% |
1,070.50 |
Range |
43.75 |
21.00 |
-22.75 |
-52.0% |
66.00 |
ATR |
23.70 |
23.51 |
-0.19 |
-0.8% |
0.00 |
Volume |
657 |
5,277 |
4,620 |
703.2% |
5,014 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,089.75 |
1,076.75 |
1,033.50 |
|
R3 |
1,068.75 |
1,055.75 |
1,027.75 |
|
R2 |
1,047.75 |
1,047.75 |
1,025.75 |
|
R1 |
1,034.75 |
1,034.75 |
1,024.00 |
1,030.75 |
PP |
1,026.75 |
1,026.75 |
1,026.75 |
1,024.50 |
S1 |
1,013.75 |
1,013.75 |
1,020.00 |
1,009.75 |
S2 |
1,005.75 |
1,005.75 |
1,018.25 |
|
S3 |
984.75 |
992.75 |
1,016.25 |
|
S4 |
963.75 |
971.75 |
1,010.50 |
|
|
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 |
1,086.50 |
1,018.50 |
68.00 |
6.7% |
23.50 |
2.3% |
5% |
False |
True |
2,067 |
10 |
1,125.00 |
1,018.50 |
106.50 |
10.4% |
20.75 |
2.0% |
3% |
False |
True |
1,308 |
20 |
1,125.00 |
1,018.50 |
106.50 |
10.4% |
22.25 |
2.2% |
3% |
False |
True |
757 |
40 |
1,165.50 |
1,018.50 |
147.00 |
14.4% |
27.25 |
2.7% |
2% |
False |
True |
442 |
60 |
1,208.00 |
1,018.50 |
189.50 |
18.5% |
23.50 |
2.3% |
2% |
False |
True |
326 |
80 |
1,208.00 |
1,018.50 |
189.50 |
18.5% |
19.75 |
1.9% |
2% |
False |
True |
263 |
100 |
1,208.00 |
1,018.50 |
189.50 |
18.5% |
16.50 |
1.6% |
2% |
False |
True |
215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,128.75 |
2.618 |
1,094.50 |
1.618 |
1,073.50 |
1.000 |
1,060.50 |
0.618 |
1,052.50 |
HIGH |
1,039.50 |
0.618 |
1,031.50 |
0.500 |
1,029.00 |
0.382 |
1,026.50 |
LOW |
1,018.50 |
0.618 |
1,005.50 |
1.000 |
997.50 |
1.618 |
984.50 |
2.618 |
963.50 |
4.250 |
929.25 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,029.00 |
1,046.75 |
PP |
1,026.75 |
1,038.50 |
S1 |
1,024.25 |
1,030.25 |
|