Trading Metrics calculated at close of trading on 30-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,502.5 |
1,512.3 |
9.8 |
0.7% |
1,541.3 |
High |
1,513.8 |
1,514.8 |
1.0 |
0.1% |
1,559.3 |
Low |
1,500.8 |
1,499.2 |
-1.6 |
-0.1% |
1,498.5 |
Close |
1,510.4 |
1,502.8 |
-7.6 |
-0.5% |
1,500.9 |
Range |
13.0 |
15.6 |
2.6 |
20.0% |
60.8 |
ATR |
19.0 |
18.8 |
-0.2 |
-1.3% |
0.0 |
Volume |
94,194 |
125,051 |
30,857 |
32.8% |
660,072 |
|
Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,552.4 |
1,543.2 |
1,511.4 |
|
R3 |
1,536.8 |
1,527.6 |
1,507.1 |
|
R2 |
1,521.2 |
1,521.2 |
1,505.7 |
|
R1 |
1,512.0 |
1,512.0 |
1,504.2 |
1,508.8 |
PP |
1,505.6 |
1,505.6 |
1,505.6 |
1,504.0 |
S1 |
1,496.4 |
1,496.4 |
1,501.4 |
1,493.2 |
S2 |
1,490.0 |
1,490.0 |
1,499.9 |
|
S3 |
1,474.4 |
1,480.8 |
1,498.5 |
|
S4 |
1,458.8 |
1,465.2 |
1,494.2 |
|
|
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 |
1,526.5 |
1,490.8 |
35.7 |
2.4% |
16.7 |
1.1% |
34% |
False |
False |
113,162 |
10 |
1,559.3 |
1,490.8 |
68.5 |
4.6% |
18.3 |
1.2% |
18% |
False |
False |
120,412 |
20 |
1,559.3 |
1,490.8 |
68.5 |
4.6% |
17.8 |
1.2% |
18% |
False |
False |
117,254 |
40 |
1,559.3 |
1,464.1 |
95.2 |
6.3% |
20.2 |
1.3% |
41% |
False |
False |
86,490 |
60 |
1,577.7 |
1,446.2 |
131.5 |
8.8% |
20.0 |
1.3% |
43% |
False |
False |
59,691 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.5% |
19.4 |
1.3% |
60% |
False |
False |
45,263 |
100 |
1,577.7 |
1,351.8 |
225.9 |
15.0% |
18.1 |
1.2% |
67% |
False |
False |
36,503 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.5% |
18.0 |
1.2% |
72% |
False |
False |
30,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,581.1 |
2.618 |
1,555.6 |
1.618 |
1,540.0 |
1.000 |
1,530.4 |
0.618 |
1,524.4 |
HIGH |
1,514.8 |
0.618 |
1,508.8 |
0.500 |
1,507.0 |
0.382 |
1,505.2 |
LOW |
1,499.2 |
0.618 |
1,489.6 |
1.000 |
1,483.6 |
1.618 |
1,474.0 |
2.618 |
1,458.4 |
4.250 |
1,432.9 |
|
|
Fisher Pivots for day following 30-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,507.0 |
1,505.2 |
PP |
1,505.6 |
1,504.4 |
S1 |
1,504.2 |
1,503.6 |
|