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 |
7,224.0 |
7,344.0 |
120.0 |
1.7% |
7,138.0 |
High |
7,345.0 |
7,415.5 |
70.5 |
1.0% |
7,339.0 |
Low |
7,223.5 |
7,309.0 |
85.5 |
1.2% |
7,086.0 |
Close |
7,324.5 |
7,406.0 |
81.5 |
1.1% |
7,133.5 |
Range |
121.5 |
106.5 |
-15.0 |
-12.3% |
253.0 |
ATR |
124.7 |
123.4 |
-1.3 |
-1.0% |
0.0 |
Volume |
151,481 |
113,580 |
-37,901 |
-25.0% |
711,374 |
|
Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,696.3 |
7,657.7 |
7,464.6 |
|
R3 |
7,589.8 |
7,551.2 |
7,435.3 |
|
R2 |
7,483.3 |
7,483.3 |
7,425.5 |
|
R1 |
7,444.7 |
7,444.7 |
7,415.8 |
7,464.0 |
PP |
7,376.8 |
7,376.8 |
7,376.8 |
7,386.5 |
S1 |
7,338.2 |
7,338.2 |
7,396.2 |
7,357.5 |
S2 |
7,270.3 |
7,270.3 |
7,386.5 |
|
S3 |
7,163.8 |
7,231.7 |
7,376.7 |
|
S4 |
7,057.3 |
7,125.2 |
7,347.4 |
|
|
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 |
7,415.5 |
7,098.0 |
317.5 |
4.3% |
122.1 |
1.6% |
97% |
True |
False |
140,282 |
10 |
7,415.5 |
7,062.5 |
353.0 |
4.8% |
124.4 |
1.7% |
97% |
True |
False |
142,261 |
20 |
7,415.5 |
7,020.0 |
395.5 |
5.3% |
116.1 |
1.6% |
98% |
True |
False |
76,396 |
40 |
7,604.0 |
7,020.0 |
584.0 |
7.9% |
116.0 |
1.6% |
66% |
False |
False |
38,822 |
60 |
7,650.0 |
7,020.0 |
630.0 |
8.5% |
106.1 |
1.4% |
61% |
False |
False |
25,991 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
15.7% |
105.0 |
1.4% |
79% |
False |
False |
20,242 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
15.7% |
99.3 |
1.3% |
79% |
False |
False |
16,216 |
120 |
7,650.0 |
6,486.5 |
1,163.5 |
15.7% |
89.7 |
1.2% |
79% |
False |
False |
13,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,868.1 |
2.618 |
7,694.3 |
1.618 |
7,587.8 |
1.000 |
7,522.0 |
0.618 |
7,481.3 |
HIGH |
7,415.5 |
0.618 |
7,374.8 |
0.500 |
7,362.3 |
0.382 |
7,349.7 |
LOW |
7,309.0 |
0.618 |
7,243.2 |
1.000 |
7,202.5 |
1.618 |
7,136.7 |
2.618 |
7,030.2 |
4.250 |
6,856.4 |
|
|
Fisher Pivots for day following 30-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
7,391.4 |
7,356.3 |
PP |
7,376.8 |
7,306.5 |
S1 |
7,362.3 |
7,256.8 |
|