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 |
1,277.00 |
1,293.50 |
16.50 |
1.3% |
1,265.00 |
High |
1,295.00 |
1,305.50 |
10.50 |
0.8% |
1,293.75 |
Low |
1,271.50 |
1,291.50 |
20.00 |
1.6% |
1,256.25 |
Close |
1,294.50 |
1,304.25 |
9.75 |
0.8% |
1,264.00 |
Range |
23.50 |
14.00 |
-9.50 |
-40.4% |
37.50 |
ATR |
19.32 |
18.94 |
-0.38 |
-2.0% |
0.00 |
Volume |
1,912,881 |
2,488,363 |
575,482 |
30.1% |
10,634,050 |
|
Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,342.50 |
1,337.25 |
1,312.00 |
|
R3 |
1,328.50 |
1,323.25 |
1,308.00 |
|
R2 |
1,314.50 |
1,314.50 |
1,306.75 |
|
R1 |
1,309.25 |
1,309.25 |
1,305.50 |
1,312.00 |
PP |
1,300.50 |
1,300.50 |
1,300.50 |
1,301.75 |
S1 |
1,295.25 |
1,295.25 |
1,303.00 |
1,298.00 |
S2 |
1,286.50 |
1,286.50 |
1,301.75 |
|
S3 |
1,272.50 |
1,281.25 |
1,300.50 |
|
S4 |
1,258.50 |
1,267.25 |
1,296.50 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.75 |
1,361.50 |
1,284.50 |
|
R3 |
1,346.25 |
1,324.00 |
1,274.25 |
|
R2 |
1,308.75 |
1,308.75 |
1,271.00 |
|
R1 |
1,286.50 |
1,286.50 |
1,267.50 |
1,279.00 |
PP |
1,271.25 |
1,271.25 |
1,271.25 |
1,267.50 |
S1 |
1,249.00 |
1,249.00 |
1,260.50 |
1,241.50 |
S2 |
1,233.75 |
1,233.75 |
1,257.00 |
|
S3 |
1,196.25 |
1,211.50 |
1,253.75 |
|
S4 |
1,158.75 |
1,174.00 |
1,243.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,305.50 |
1,257.00 |
48.50 |
3.7% |
21.75 |
1.7% |
97% |
True |
False |
2,281,339 |
10 |
1,305.50 |
1,252.25 |
53.25 |
4.1% |
20.00 |
1.5% |
98% |
True |
False |
2,261,591 |
20 |
1,312.25 |
1,252.25 |
60.00 |
4.6% |
18.75 |
1.4% |
87% |
False |
False |
1,771,186 |
40 |
1,352.75 |
1,252.25 |
100.50 |
7.7% |
18.25 |
1.4% |
52% |
False |
False |
887,092 |
60 |
1,367.50 |
1,252.25 |
115.25 |
8.8% |
16.75 |
1.3% |
45% |
False |
False |
591,919 |
80 |
1,367.50 |
1,237.25 |
130.25 |
10.0% |
17.25 |
1.3% |
51% |
False |
False |
444,121 |
100 |
1,367.50 |
1,237.25 |
130.25 |
10.0% |
16.75 |
1.3% |
51% |
False |
False |
355,309 |
120 |
1,367.50 |
1,237.25 |
130.25 |
10.0% |
16.25 |
1.2% |
51% |
False |
False |
296,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.00 |
2.618 |
1,342.25 |
1.618 |
1,328.25 |
1.000 |
1,319.50 |
0.618 |
1,314.25 |
HIGH |
1,305.50 |
0.618 |
1,300.25 |
0.500 |
1,298.50 |
0.382 |
1,296.75 |
LOW |
1,291.50 |
0.618 |
1,282.75 |
1.000 |
1,277.50 |
1.618 |
1,268.75 |
2.618 |
1,254.75 |
4.250 |
1,232.00 |
|
|
Fisher Pivots for day following 29-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,302.25 |
1,296.50 |
PP |
1,300.50 |
1,289.00 |
S1 |
1,298.50 |
1,281.25 |
|