Trading Metrics calculated at close of trading on 29-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,496.8 |
1,502.5 |
5.7 |
0.4% |
1,541.3 |
High |
1,507.0 |
1,513.8 |
6.8 |
0.5% |
1,559.3 |
Low |
1,495.5 |
1,500.8 |
5.3 |
0.4% |
1,498.5 |
Close |
1,500.2 |
1,510.4 |
10.2 |
0.7% |
1,500.9 |
Range |
11.5 |
13.0 |
1.5 |
13.0% |
60.8 |
ATR |
19.4 |
19.0 |
-0.4 |
-2.1% |
0.0 |
Volume |
93,263 |
94,194 |
931 |
1.0% |
660,072 |
|
Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,547.3 |
1,541.9 |
1,517.6 |
|
R3 |
1,534.3 |
1,528.9 |
1,514.0 |
|
R2 |
1,521.3 |
1,521.3 |
1,512.8 |
|
R1 |
1,515.9 |
1,515.9 |
1,511.6 |
1,518.6 |
PP |
1,508.3 |
1,508.3 |
1,508.3 |
1,509.7 |
S1 |
1,502.9 |
1,502.9 |
1,509.2 |
1,505.6 |
S2 |
1,495.3 |
1,495.3 |
1,508.0 |
|
S3 |
1,482.3 |
1,489.9 |
1,506.8 |
|
S4 |
1,469.3 |
1,476.9 |
1,503.3 |
|
|
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 |
1,549.6 |
1,490.8 |
58.8 |
3.9% |
21.2 |
1.4% |
33% |
False |
False |
132,036 |
10 |
1,559.3 |
1,490.8 |
68.5 |
4.5% |
17.9 |
1.2% |
29% |
False |
False |
118,577 |
20 |
1,559.3 |
1,490.8 |
68.5 |
4.5% |
18.3 |
1.2% |
29% |
False |
False |
117,836 |
40 |
1,559.3 |
1,464.1 |
95.2 |
6.3% |
20.7 |
1.4% |
49% |
False |
False |
83,529 |
60 |
1,577.7 |
1,433.1 |
144.6 |
9.6% |
20.2 |
1.3% |
53% |
False |
False |
57,639 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.4% |
19.3 |
1.3% |
64% |
False |
False |
43,717 |
100 |
1,577.7 |
1,347.4 |
230.3 |
15.2% |
18.1 |
1.2% |
71% |
False |
False |
35,274 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.4% |
18.0 |
1.2% |
74% |
False |
False |
29,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,569.1 |
2.618 |
1,547.8 |
1.618 |
1,534.8 |
1.000 |
1,526.8 |
0.618 |
1,521.8 |
HIGH |
1,513.8 |
0.618 |
1,508.8 |
0.500 |
1,507.3 |
0.382 |
1,505.8 |
LOW |
1,500.8 |
0.618 |
1,492.8 |
1.000 |
1,487.8 |
1.618 |
1,479.8 |
2.618 |
1,466.8 |
4.250 |
1,445.6 |
|
|
Fisher Pivots for day following 29-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,509.4 |
1,507.7 |
PP |
1,508.3 |
1,505.0 |
S1 |
1,507.3 |
1,502.3 |
|