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 |
12,135 |
12,212 |
77 |
0.6% |
11,924 |
High |
12,223 |
12,363 |
140 |
1.1% |
12,150 |
Low |
12,107 |
12,198 |
91 |
0.8% |
11,803 |
Close |
12,218 |
12,345 |
127 |
1.0% |
11,881 |
Range |
116 |
165 |
49 |
42.2% |
347 |
ATR |
160 |
161 |
0 |
0.2% |
0 |
Volume |
124,529 |
107,760 |
-16,769 |
-13.5% |
594,098 |
|
Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,797 |
12,736 |
12,436 |
|
R3 |
12,632 |
12,571 |
12,391 |
|
R2 |
12,467 |
12,467 |
12,375 |
|
R1 |
12,406 |
12,406 |
12,360 |
12,437 |
PP |
12,302 |
12,302 |
12,302 |
12,317 |
S1 |
12,241 |
12,241 |
12,330 |
12,272 |
S2 |
12,137 |
12,137 |
12,315 |
|
S3 |
11,972 |
12,076 |
12,300 |
|
S4 |
11,807 |
11,911 |
12,254 |
|
|
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 |
12,363 |
11,818 |
545 |
4.4% |
178 |
1.4% |
97% |
True |
False |
107,921 |
10 |
12,363 |
11,803 |
560 |
4.5% |
172 |
1.4% |
97% |
True |
False |
116,738 |
20 |
12,363 |
11,767 |
596 |
4.8% |
158 |
1.3% |
97% |
True |
False |
95,657 |
40 |
12,667 |
11,767 |
900 |
7.3% |
156 |
1.3% |
64% |
False |
False |
47,926 |
60 |
12,803 |
11,767 |
1,036 |
8.4% |
147 |
1.2% |
56% |
False |
False |
31,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,064 |
2.618 |
12,795 |
1.618 |
12,630 |
1.000 |
12,528 |
0.618 |
12,465 |
HIGH |
12,363 |
0.618 |
12,300 |
0.500 |
12,281 |
0.382 |
12,261 |
LOW |
12,198 |
0.618 |
12,096 |
1.000 |
12,033 |
1.618 |
11,931 |
2.618 |
11,766 |
4.250 |
11,497 |
|
|
Fisher Pivots for day following 30-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,324 |
12,283 |
PP |
12,302 |
12,221 |
S1 |
12,281 |
12,159 |
|