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 |
9,625 |
9,695 |
70 |
0.7% |
9,360 |
High |
9,690 |
9,795 |
105 |
1.1% |
9,730 |
Low |
9,585 |
9,645 |
60 |
0.6% |
9,345 |
Close |
9,680 |
9,785 |
105 |
1.1% |
9,610 |
Range |
105 |
150 |
45 |
42.9% |
385 |
ATR |
132 |
133 |
1 |
1.0% |
0 |
Volume |
6,860 |
4,226 |
-2,634 |
-38.4% |
38,136 |
|
Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,192 |
10,138 |
9,868 |
|
R3 |
10,042 |
9,988 |
9,826 |
|
R2 |
9,892 |
9,892 |
9,813 |
|
R1 |
9,838 |
9,838 |
9,799 |
9,865 |
PP |
9,742 |
9,742 |
9,742 |
9,755 |
S1 |
9,688 |
9,688 |
9,771 |
9,715 |
S2 |
9,592 |
9,592 |
9,758 |
|
S3 |
9,442 |
9,538 |
9,744 |
|
S4 |
9,292 |
9,388 |
9,703 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,717 |
10,548 |
9,822 |
|
R3 |
10,332 |
10,163 |
9,716 |
|
R2 |
9,947 |
9,947 |
9,681 |
|
R1 |
9,778 |
9,778 |
9,645 |
9,863 |
PP |
9,562 |
9,562 |
9,562 |
9,604 |
S1 |
9,393 |
9,393 |
9,575 |
9,478 |
S2 |
9,177 |
9,177 |
9,540 |
|
S3 |
8,792 |
9,008 |
9,504 |
|
S4 |
8,407 |
8,623 |
9,398 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,795 |
9,505 |
290 |
3.0% |
140 |
1.4% |
97% |
True |
False |
7,565 |
10 |
9,795 |
9,315 |
480 |
4.9% |
147 |
1.5% |
98% |
True |
False |
7,146 |
20 |
9,795 |
9,315 |
480 |
4.9% |
147 |
1.5% |
98% |
True |
False |
7,307 |
40 |
10,020 |
9,315 |
705 |
7.2% |
93 |
0.9% |
67% |
False |
False |
3,664 |
60 |
10,020 |
9,315 |
705 |
7.2% |
66 |
0.7% |
67% |
False |
False |
2,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,433 |
2.618 |
10,188 |
1.618 |
10,038 |
1.000 |
9,945 |
0.618 |
9,888 |
HIGH |
9,795 |
0.618 |
9,738 |
0.500 |
9,720 |
0.382 |
9,702 |
LOW |
9,645 |
0.618 |
9,552 |
1.000 |
9,495 |
1.618 |
9,402 |
2.618 |
9,252 |
4.250 |
9,008 |
|
|
Fisher Pivots for day following 28-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,763 |
9,753 |
PP |
9,742 |
9,722 |
S1 |
9,720 |
9,690 |
|