Trading Metrics calculated at close of trading on 01-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,512.3 |
1,501.5 |
-10.8 |
-0.7% |
1,500.9 |
High |
1,514.8 |
1,503.0 |
-11.8 |
-0.8% |
1,514.8 |
Low |
1,499.2 |
1,478.3 |
-20.9 |
-1.4% |
1,478.3 |
Close |
1,502.8 |
1,482.6 |
-20.2 |
-1.3% |
1,482.6 |
Range |
15.6 |
24.7 |
9.1 |
58.3% |
36.5 |
ATR |
18.8 |
19.2 |
0.4 |
2.2% |
0.0 |
Volume |
125,051 |
129,134 |
4,083 |
3.3% |
560,630 |
|
Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,562.1 |
1,547.0 |
1,496.2 |
|
R3 |
1,537.4 |
1,522.3 |
1,489.4 |
|
R2 |
1,512.7 |
1,512.7 |
1,487.1 |
|
R1 |
1,497.6 |
1,497.6 |
1,484.9 |
1,492.8 |
PP |
1,488.0 |
1,488.0 |
1,488.0 |
1,485.6 |
S1 |
1,472.9 |
1,472.9 |
1,480.3 |
1,468.1 |
S2 |
1,463.3 |
1,463.3 |
1,478.1 |
|
S3 |
1,438.6 |
1,448.2 |
1,475.8 |
|
S4 |
1,413.9 |
1,423.5 |
1,469.0 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,601.4 |
1,578.5 |
1,502.7 |
|
R3 |
1,564.9 |
1,542.0 |
1,492.6 |
|
R2 |
1,528.4 |
1,528.4 |
1,489.3 |
|
R1 |
1,505.5 |
1,505.5 |
1,485.9 |
1,498.7 |
PP |
1,491.9 |
1,491.9 |
1,491.9 |
1,488.5 |
S1 |
1,469.0 |
1,469.0 |
1,479.3 |
1,462.2 |
S2 |
1,455.4 |
1,455.4 |
1,475.9 |
|
S3 |
1,418.9 |
1,432.5 |
1,472.6 |
|
S4 |
1,382.4 |
1,396.0 |
1,462.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,514.8 |
1,478.3 |
36.5 |
2.5% |
16.0 |
1.1% |
12% |
False |
True |
112,126 |
10 |
1,559.3 |
1,478.3 |
81.0 |
5.5% |
18.8 |
1.3% |
5% |
False |
True |
122,070 |
20 |
1,559.3 |
1,478.3 |
81.0 |
5.5% |
17.9 |
1.2% |
5% |
False |
True |
116,663 |
40 |
1,559.3 |
1,472.6 |
86.7 |
5.8% |
19.3 |
1.3% |
12% |
False |
False |
89,314 |
60 |
1,577.7 |
1,446.2 |
131.5 |
8.9% |
20.3 |
1.4% |
28% |
False |
False |
61,653 |
80 |
1,577.7 |
1,389.8 |
187.9 |
12.7% |
19.5 |
1.3% |
49% |
False |
False |
46,852 |
100 |
1,577.7 |
1,356.3 |
221.4 |
14.9% |
18.2 |
1.2% |
57% |
False |
False |
37,772 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.8% |
18.2 |
1.2% |
64% |
False |
False |
31,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,608.0 |
2.618 |
1,567.7 |
1.618 |
1,543.0 |
1.000 |
1,527.7 |
0.618 |
1,518.3 |
HIGH |
1,503.0 |
0.618 |
1,493.6 |
0.500 |
1,490.7 |
0.382 |
1,487.7 |
LOW |
1,478.3 |
0.618 |
1,463.0 |
1.000 |
1,453.6 |
1.618 |
1,438.3 |
2.618 |
1,413.6 |
4.250 |
1,373.3 |
|
|
Fisher Pivots for day following 01-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,490.7 |
1,496.6 |
PP |
1,488.0 |
1,491.9 |
S1 |
1,485.3 |
1,487.3 |
|