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 |
11,995 |
12,135 |
140 |
1.2% |
11,924 |
High |
12,144 |
12,223 |
79 |
0.7% |
12,150 |
Low |
11,954 |
12,107 |
153 |
1.3% |
11,803 |
Close |
12,141 |
12,218 |
77 |
0.6% |
11,881 |
Range |
190 |
116 |
-74 |
-38.9% |
347 |
ATR |
164 |
160 |
-3 |
-2.1% |
0 |
Volume |
104,735 |
124,529 |
19,794 |
18.9% |
594,098 |
|
Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,531 |
12,490 |
12,282 |
|
R3 |
12,415 |
12,374 |
12,250 |
|
R2 |
12,299 |
12,299 |
12,239 |
|
R1 |
12,258 |
12,258 |
12,229 |
12,279 |
PP |
12,183 |
12,183 |
12,183 |
12,193 |
S1 |
12,142 |
12,142 |
12,207 |
12,163 |
S2 |
12,067 |
12,067 |
12,197 |
|
S3 |
11,951 |
12,026 |
12,186 |
|
S4 |
11,835 |
11,910 |
12,154 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,986 |
12,780 |
12,072 |
|
R3 |
12,639 |
12,433 |
11,977 |
|
R2 |
12,292 |
12,292 |
11,945 |
|
R1 |
12,086 |
12,086 |
11,913 |
12,016 |
PP |
11,945 |
11,945 |
11,945 |
11,909 |
S1 |
11,739 |
11,739 |
11,849 |
11,669 |
S2 |
11,598 |
11,598 |
11,818 |
|
S3 |
11,251 |
11,392 |
11,786 |
|
S4 |
10,904 |
11,045 |
11,690 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,223 |
11,803 |
420 |
3.4% |
191 |
1.6% |
99% |
True |
False |
122,655 |
10 |
12,223 |
11,767 |
456 |
3.7% |
170 |
1.4% |
99% |
True |
False |
122,699 |
20 |
12,239 |
11,767 |
472 |
3.9% |
155 |
1.3% |
96% |
False |
False |
90,284 |
40 |
12,705 |
11,767 |
938 |
7.7% |
156 |
1.3% |
48% |
False |
False |
45,233 |
60 |
12,803 |
11,767 |
1,036 |
8.5% |
145 |
1.2% |
44% |
False |
False |
30,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,716 |
2.618 |
12,527 |
1.618 |
12,411 |
1.000 |
12,339 |
0.618 |
12,295 |
HIGH |
12,223 |
0.618 |
12,179 |
0.500 |
12,165 |
0.382 |
12,151 |
LOW |
12,107 |
0.618 |
12,035 |
1.000 |
11,991 |
1.618 |
11,919 |
2.618 |
11,803 |
4.250 |
11,614 |
|
|
Fisher Pivots for day following 29-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,200 |
12,152 |
PP |
12,183 |
12,086 |
S1 |
12,165 |
12,021 |
|