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 |
1,501.4 |
1,504.7 |
3.3 |
0.2% |
1,541.2 |
High |
1,509.2 |
1,515.9 |
6.7 |
0.4% |
1,561.0 |
Low |
1,498.2 |
1,503.8 |
5.6 |
0.4% |
1,501.0 |
Close |
1,502.4 |
1,512.7 |
10.3 |
0.7% |
1,503.1 |
Range |
11.0 |
12.1 |
1.1 |
10.0% |
60.0 |
ATR |
18.8 |
18.4 |
-0.4 |
-2.0% |
0.0 |
Volume |
6,014 |
10,950 |
4,936 |
82.1% |
31,295 |
|
Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,547.1 |
1,542.0 |
1,519.4 |
|
R3 |
1,535.0 |
1,529.9 |
1,516.0 |
|
R2 |
1,522.9 |
1,522.9 |
1,514.9 |
|
R1 |
1,517.8 |
1,517.8 |
1,513.8 |
1,520.4 |
PP |
1,510.8 |
1,510.8 |
1,510.8 |
1,512.1 |
S1 |
1,505.7 |
1,505.7 |
1,511.6 |
1,508.3 |
S2 |
1,498.7 |
1,498.7 |
1,510.5 |
|
S3 |
1,486.6 |
1,493.6 |
1,509.4 |
|
S4 |
1,474.5 |
1,481.5 |
1,506.0 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,701.7 |
1,662.4 |
1,536.1 |
|
R3 |
1,641.7 |
1,602.4 |
1,519.6 |
|
R2 |
1,581.7 |
1,581.7 |
1,514.1 |
|
R1 |
1,542.4 |
1,542.4 |
1,508.6 |
1,532.1 |
PP |
1,521.7 |
1,521.7 |
1,521.7 |
1,516.5 |
S1 |
1,482.4 |
1,482.4 |
1,497.6 |
1,472.1 |
S2 |
1,461.7 |
1,461.7 |
1,492.1 |
|
S3 |
1,401.7 |
1,422.4 |
1,486.6 |
|
S4 |
1,341.7 |
1,362.4 |
1,470.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,551.4 |
1,493.2 |
58.2 |
3.8% |
20.5 |
1.4% |
34% |
False |
False |
7,384 |
10 |
1,561.0 |
1,493.2 |
67.8 |
4.5% |
17.3 |
1.1% |
29% |
False |
False |
7,128 |
20 |
1,561.0 |
1,493.2 |
67.8 |
4.5% |
17.5 |
1.2% |
29% |
False |
False |
4,958 |
40 |
1,561.0 |
1,465.9 |
95.1 |
6.3% |
20.0 |
1.3% |
49% |
False |
False |
5,078 |
60 |
1,579.5 |
1,436.7 |
142.8 |
9.4% |
19.6 |
1.3% |
53% |
False |
False |
4,079 |
80 |
1,579.5 |
1,387.1 |
192.4 |
12.7% |
19.0 |
1.3% |
65% |
False |
False |
3,402 |
100 |
1,579.5 |
1,353.1 |
226.4 |
15.0% |
18.1 |
1.2% |
70% |
False |
False |
2,981 |
120 |
1,579.5 |
1,317.4 |
262.1 |
17.3% |
18.3 |
1.2% |
75% |
False |
False |
2,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,567.3 |
2.618 |
1,547.6 |
1.618 |
1,535.5 |
1.000 |
1,528.0 |
0.618 |
1,523.4 |
HIGH |
1,515.9 |
0.618 |
1,511.3 |
0.500 |
1,509.9 |
0.382 |
1,508.4 |
LOW |
1,503.8 |
0.618 |
1,496.3 |
1.000 |
1,491.7 |
1.618 |
1,484.2 |
2.618 |
1,472.1 |
4.250 |
1,452.4 |
|
|
Fisher Pivots for day following 29-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,511.8 |
1,510.0 |
PP |
1,510.8 |
1,507.3 |
S1 |
1,509.9 |
1,504.6 |
|