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 |
7,119.0 |
7,149.5 |
30.5 |
0.4% |
7,138.0 |
High |
7,171.5 |
7,233.5 |
62.0 |
0.9% |
7,339.0 |
Low |
7,101.5 |
7,098.0 |
-3.5 |
0.0% |
7,086.0 |
Close |
7,156.0 |
7,232.5 |
76.5 |
1.1% |
7,133.5 |
Range |
70.0 |
135.5 |
65.5 |
93.6% |
253.0 |
ATR |
124.2 |
125.0 |
0.8 |
0.7% |
0.0 |
Volume |
111,790 |
146,399 |
34,609 |
31.0% |
711,374 |
|
Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,594.5 |
7,549.0 |
7,307.0 |
|
R3 |
7,459.0 |
7,413.5 |
7,269.8 |
|
R2 |
7,323.5 |
7,323.5 |
7,257.3 |
|
R1 |
7,278.0 |
7,278.0 |
7,244.9 |
7,300.8 |
PP |
7,188.0 |
7,188.0 |
7,188.0 |
7,199.4 |
S1 |
7,142.5 |
7,142.5 |
7,220.1 |
7,165.3 |
S2 |
7,052.5 |
7,052.5 |
7,207.7 |
|
S3 |
6,917.0 |
7,007.0 |
7,195.2 |
|
S4 |
6,781.5 |
6,871.5 |
7,158.0 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,945.2 |
7,792.3 |
7,272.7 |
|
R3 |
7,692.2 |
7,539.3 |
7,203.1 |
|
R2 |
7,439.2 |
7,439.2 |
7,179.9 |
|
R1 |
7,286.3 |
7,286.3 |
7,156.7 |
7,236.3 |
PP |
7,186.2 |
7,186.2 |
7,186.2 |
7,161.1 |
S1 |
7,033.3 |
7,033.3 |
7,110.3 |
6,983.3 |
S2 |
6,933.2 |
6,933.2 |
7,087.1 |
|
S3 |
6,680.2 |
6,780.3 |
7,063.9 |
|
S4 |
6,427.2 |
6,527.3 |
6,994.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,337.0 |
7,098.0 |
239.0 |
3.3% |
115.2 |
1.6% |
56% |
False |
True |
142,041 |
10 |
7,339.0 |
7,042.5 |
296.5 |
4.1% |
124.9 |
1.7% |
64% |
False |
False |
124,280 |
20 |
7,370.0 |
7,020.0 |
350.0 |
4.8% |
119.5 |
1.7% |
61% |
False |
False |
63,351 |
40 |
7,604.0 |
7,020.0 |
584.0 |
8.1% |
117.9 |
1.6% |
36% |
False |
False |
32,238 |
60 |
7,650.0 |
7,020.0 |
630.0 |
8.7% |
103.7 |
1.4% |
34% |
False |
False |
21,580 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.1% |
105.4 |
1.5% |
64% |
False |
False |
16,937 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.1% |
97.8 |
1.4% |
64% |
False |
False |
13,567 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
16.1% |
88.9 |
1.2% |
64% |
False |
False |
11,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,809.4 |
2.618 |
7,588.2 |
1.618 |
7,452.7 |
1.000 |
7,369.0 |
0.618 |
7,317.2 |
HIGH |
7,233.5 |
0.618 |
7,181.7 |
0.500 |
7,165.8 |
0.382 |
7,149.8 |
LOW |
7,098.0 |
0.618 |
7,014.3 |
1.000 |
6,962.5 |
1.618 |
6,878.8 |
2.618 |
6,743.3 |
4.250 |
6,522.1 |
|
|
Fisher Pivots for day following 28-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,210.3 |
7,221.0 |
PP |
7,188.0 |
7,209.5 |
S1 |
7,165.8 |
7,198.0 |
|