Trading Metrics calculated at close of trading on 28-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,500.9 |
1,496.8 |
-4.1 |
-0.3% |
1,541.3 |
High |
1,506.1 |
1,507.0 |
0.9 |
0.1% |
1,559.3 |
Low |
1,490.8 |
1,495.5 |
4.7 |
0.3% |
1,498.5 |
Close |
1,496.4 |
1,500.2 |
3.8 |
0.3% |
1,500.9 |
Range |
15.3 |
11.5 |
-3.8 |
-24.8% |
60.8 |
ATR |
20.1 |
19.4 |
-0.6 |
-3.0% |
0.0 |
Volume |
118,988 |
93,263 |
-25,725 |
-21.6% |
660,072 |
|
Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,535.4 |
1,529.3 |
1,506.5 |
|
R3 |
1,523.9 |
1,517.8 |
1,503.4 |
|
R2 |
1,512.4 |
1,512.4 |
1,502.3 |
|
R1 |
1,506.3 |
1,506.3 |
1,501.3 |
1,509.4 |
PP |
1,500.9 |
1,500.9 |
1,500.9 |
1,502.4 |
S1 |
1,494.8 |
1,494.8 |
1,499.1 |
1,497.9 |
S2 |
1,489.4 |
1,489.4 |
1,498.1 |
|
S3 |
1,477.9 |
1,483.3 |
1,497.0 |
|
S4 |
1,466.4 |
1,471.8 |
1,493.9 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,702.0 |
1,662.2 |
1,534.3 |
|
R3 |
1,641.2 |
1,601.4 |
1,517.6 |
|
R2 |
1,580.4 |
1,580.4 |
1,512.0 |
|
R1 |
1,540.6 |
1,540.6 |
1,506.5 |
1,530.1 |
PP |
1,519.6 |
1,519.6 |
1,519.6 |
1,514.3 |
S1 |
1,479.8 |
1,479.8 |
1,495.3 |
1,469.3 |
S2 |
1,458.8 |
1,458.8 |
1,489.8 |
|
S3 |
1,398.0 |
1,419.0 |
1,484.2 |
|
S4 |
1,337.2 |
1,358.2 |
1,467.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,559.3 |
1,490.8 |
68.5 |
4.6% |
22.0 |
1.5% |
14% |
False |
False |
139,036 |
10 |
1,559.3 |
1,490.8 |
68.5 |
4.6% |
18.8 |
1.2% |
14% |
False |
False |
123,733 |
20 |
1,559.3 |
1,490.8 |
68.5 |
4.6% |
18.7 |
1.2% |
14% |
False |
False |
120,001 |
40 |
1,559.3 |
1,464.1 |
95.2 |
6.3% |
21.3 |
1.4% |
38% |
False |
False |
81,320 |
60 |
1,577.7 |
1,431.4 |
146.3 |
9.8% |
20.2 |
1.3% |
47% |
False |
False |
56,088 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.5% |
19.3 |
1.3% |
59% |
False |
False |
42,574 |
100 |
1,577.7 |
1,347.4 |
230.3 |
15.4% |
18.1 |
1.2% |
66% |
False |
False |
34,354 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.6% |
18.1 |
1.2% |
71% |
False |
False |
28,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,555.9 |
2.618 |
1,537.1 |
1.618 |
1,525.6 |
1.000 |
1,518.5 |
0.618 |
1,514.1 |
HIGH |
1,507.0 |
0.618 |
1,502.6 |
0.500 |
1,501.3 |
0.382 |
1,499.9 |
LOW |
1,495.5 |
0.618 |
1,488.4 |
1.000 |
1,484.0 |
1.618 |
1,476.9 |
2.618 |
1,465.4 |
4.250 |
1,446.6 |
|
|
Fisher Pivots for day following 28-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,501.3 |
1,508.7 |
PP |
1,500.9 |
1,505.8 |
S1 |
1,500.6 |
1,503.0 |
|