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 |
1,504.7 |
1,513.8 |
9.1 |
0.6% |
1,541.2 |
High |
1,515.9 |
1,516.4 |
0.5 |
0.0% |
1,561.0 |
Low |
1,503.8 |
1,501.7 |
-2.1 |
-0.1% |
1,501.0 |
Close |
1,512.7 |
1,505.0 |
-7.7 |
-0.5% |
1,503.1 |
Range |
12.1 |
14.7 |
2.6 |
21.5% |
60.0 |
ATR |
18.4 |
18.2 |
-0.3 |
-1.4% |
0.0 |
Volume |
10,950 |
6,683 |
-4,267 |
-39.0% |
31,295 |
|
Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,551.8 |
1,543.1 |
1,513.1 |
|
R3 |
1,537.1 |
1,528.4 |
1,509.0 |
|
R2 |
1,522.4 |
1,522.4 |
1,507.7 |
|
R1 |
1,513.7 |
1,513.7 |
1,506.3 |
1,510.7 |
PP |
1,507.7 |
1,507.7 |
1,507.7 |
1,506.2 |
S1 |
1,499.0 |
1,499.0 |
1,503.7 |
1,496.0 |
S2 |
1,493.0 |
1,493.0 |
1,502.3 |
|
S3 |
1,478.3 |
1,484.3 |
1,501.0 |
|
S4 |
1,463.6 |
1,469.6 |
1,496.9 |
|
|
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 |
1,528.5 |
1,493.2 |
35.3 |
2.3% |
16.0 |
1.1% |
33% |
False |
False |
7,840 |
10 |
1,561.0 |
1,493.2 |
67.8 |
4.5% |
17.7 |
1.2% |
17% |
False |
False |
7,339 |
20 |
1,561.0 |
1,493.2 |
67.8 |
4.5% |
17.1 |
1.1% |
17% |
False |
False |
5,125 |
40 |
1,561.0 |
1,465.9 |
95.1 |
6.3% |
19.4 |
1.3% |
41% |
False |
False |
5,172 |
60 |
1,579.5 |
1,450.0 |
129.5 |
8.6% |
19.4 |
1.3% |
42% |
False |
False |
4,163 |
80 |
1,579.5 |
1,387.1 |
192.4 |
12.8% |
19.0 |
1.3% |
61% |
False |
False |
3,465 |
100 |
1,579.5 |
1,355.6 |
223.9 |
14.9% |
18.2 |
1.2% |
67% |
False |
False |
3,034 |
120 |
1,579.5 |
1,317.4 |
262.1 |
17.4% |
18.3 |
1.2% |
72% |
False |
False |
2,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,578.9 |
2.618 |
1,554.9 |
1.618 |
1,540.2 |
1.000 |
1,531.1 |
0.618 |
1,525.5 |
HIGH |
1,516.4 |
0.618 |
1,510.8 |
0.500 |
1,509.1 |
0.382 |
1,507.3 |
LOW |
1,501.7 |
0.618 |
1,492.6 |
1.000 |
1,487.0 |
1.618 |
1,477.9 |
2.618 |
1,463.2 |
4.250 |
1,439.2 |
|
|
Fisher Pivots for day following 30-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,509.1 |
1,507.3 |
PP |
1,507.7 |
1,506.5 |
S1 |
1,506.4 |
1,505.8 |
|