Trading Metrics calculated at close of trading on 01-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1,513.8 |
1,504.1 |
-9.7 |
-0.6% |
1,504.0 |
High |
1,516.4 |
1,504.9 |
-11.5 |
-0.8% |
1,516.4 |
Low |
1,501.7 |
1,481.0 |
-20.7 |
-1.4% |
1,481.0 |
Close |
1,505.0 |
1,484.9 |
-20.1 |
-1.3% |
1,484.9 |
Range |
14.7 |
23.9 |
9.2 |
62.6% |
35.4 |
ATR |
18.2 |
18.6 |
0.4 |
2.3% |
0.0 |
Volume |
6,683 |
14,583 |
7,900 |
118.2% |
45,954 |
|
Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,562.0 |
1,547.3 |
1,498.0 |
|
R3 |
1,538.1 |
1,523.4 |
1,491.5 |
|
R2 |
1,514.2 |
1,514.2 |
1,489.3 |
|
R1 |
1,499.5 |
1,499.5 |
1,487.1 |
1,494.9 |
PP |
1,490.3 |
1,490.3 |
1,490.3 |
1,488.0 |
S1 |
1,475.6 |
1,475.6 |
1,482.7 |
1,471.0 |
S2 |
1,466.4 |
1,466.4 |
1,480.5 |
|
S3 |
1,442.5 |
1,451.7 |
1,478.3 |
|
S4 |
1,418.6 |
1,427.8 |
1,471.8 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.3 |
1,578.0 |
1,504.4 |
|
R3 |
1,564.9 |
1,542.6 |
1,494.6 |
|
R2 |
1,529.5 |
1,529.5 |
1,491.4 |
|
R1 |
1,507.2 |
1,507.2 |
1,488.1 |
1,500.7 |
PP |
1,494.1 |
1,494.1 |
1,494.1 |
1,490.8 |
S1 |
1,471.8 |
1,471.8 |
1,481.7 |
1,465.3 |
S2 |
1,458.7 |
1,458.7 |
1,478.4 |
|
S3 |
1,423.3 |
1,436.4 |
1,475.2 |
|
S4 |
1,387.9 |
1,401.0 |
1,465.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,516.4 |
1,481.0 |
35.4 |
2.4% |
15.3 |
1.0% |
11% |
False |
True |
9,190 |
10 |
1,561.0 |
1,481.0 |
80.0 |
5.4% |
18.2 |
1.2% |
5% |
False |
True |
7,724 |
20 |
1,561.0 |
1,481.0 |
80.0 |
5.4% |
17.2 |
1.2% |
5% |
False |
True |
5,748 |
40 |
1,561.0 |
1,474.7 |
86.3 |
5.8% |
18.6 |
1.3% |
12% |
False |
False |
5,429 |
60 |
1,579.5 |
1,450.0 |
129.5 |
8.7% |
19.6 |
1.3% |
27% |
False |
False |
4,374 |
80 |
1,579.5 |
1,387.1 |
192.4 |
13.0% |
19.1 |
1.3% |
51% |
False |
False |
3,636 |
100 |
1,579.5 |
1,359.0 |
220.5 |
14.8% |
18.3 |
1.2% |
57% |
False |
False |
3,173 |
120 |
1,579.5 |
1,317.4 |
262.1 |
17.7% |
18.4 |
1.2% |
64% |
False |
False |
2,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,606.5 |
2.618 |
1,567.5 |
1.618 |
1,543.6 |
1.000 |
1,528.8 |
0.618 |
1,519.7 |
HIGH |
1,504.9 |
0.618 |
1,495.8 |
0.500 |
1,493.0 |
0.382 |
1,490.1 |
LOW |
1,481.0 |
0.618 |
1,466.2 |
1.000 |
1,457.1 |
1.618 |
1,442.3 |
2.618 |
1,418.4 |
4.250 |
1,379.4 |
|
|
Fisher Pivots for day following 01-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1,493.0 |
1,498.7 |
PP |
1,490.3 |
1,494.1 |
S1 |
1,487.6 |
1,489.5 |
|