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 |
7,149.5 |
7,224.0 |
74.5 |
1.0% |
7,138.0 |
High |
7,233.5 |
7,345.0 |
111.5 |
1.5% |
7,339.0 |
Low |
7,098.0 |
7,223.5 |
125.5 |
1.8% |
7,086.0 |
Close |
7,232.5 |
7,324.5 |
92.0 |
1.3% |
7,133.5 |
Range |
135.5 |
121.5 |
-14.0 |
-10.3% |
253.0 |
ATR |
125.0 |
124.7 |
-0.2 |
-0.2% |
0.0 |
Volume |
146,399 |
151,481 |
5,082 |
3.5% |
711,374 |
|
Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,662.2 |
7,614.8 |
7,391.3 |
|
R3 |
7,540.7 |
7,493.3 |
7,357.9 |
|
R2 |
7,419.2 |
7,419.2 |
7,346.8 |
|
R1 |
7,371.8 |
7,371.8 |
7,335.6 |
7,395.5 |
PP |
7,297.7 |
7,297.7 |
7,297.7 |
7,309.5 |
S1 |
7,250.3 |
7,250.3 |
7,313.4 |
7,274.0 |
S2 |
7,176.2 |
7,176.2 |
7,302.2 |
|
S3 |
7,054.7 |
7,128.8 |
7,291.1 |
|
S4 |
6,933.2 |
7,007.3 |
7,257.7 |
|
|
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 |
7,345.0 |
7,098.0 |
247.0 |
3.4% |
127.3 |
1.7% |
92% |
True |
False |
147,877 |
10 |
7,345.0 |
7,042.5 |
302.5 |
4.1% |
123.9 |
1.7% |
93% |
True |
False |
136,101 |
20 |
7,345.0 |
7,020.0 |
325.0 |
4.4% |
114.9 |
1.6% |
94% |
True |
False |
70,779 |
40 |
7,604.0 |
7,020.0 |
584.0 |
8.0% |
116.6 |
1.6% |
52% |
False |
False |
35,997 |
60 |
7,650.0 |
7,020.0 |
630.0 |
8.6% |
105.3 |
1.4% |
48% |
False |
False |
24,101 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
105.4 |
1.4% |
72% |
False |
False |
18,826 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
98.5 |
1.3% |
72% |
False |
False |
15,082 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
89.1 |
1.2% |
72% |
False |
False |
12,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,861.4 |
2.618 |
7,663.1 |
1.618 |
7,541.6 |
1.000 |
7,466.5 |
0.618 |
7,420.1 |
HIGH |
7,345.0 |
0.618 |
7,298.6 |
0.500 |
7,284.3 |
0.382 |
7,269.9 |
LOW |
7,223.5 |
0.618 |
7,148.4 |
1.000 |
7,102.0 |
1.618 |
7,026.9 |
2.618 |
6,905.4 |
4.250 |
6,707.1 |
|
|
Fisher Pivots for day following 29-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,311.1 |
7,290.2 |
PP |
7,297.7 |
7,255.8 |
S1 |
7,284.3 |
7,221.5 |
|