Trading Metrics calculated at close of trading on 28-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,260.00 |
1,272.00 |
12.00 |
1.0% |
1,262.00 |
High |
1,274.50 |
1,289.25 |
14.75 |
1.2% |
1,288.00 |
Low |
1,252.00 |
1,266.50 |
14.50 |
1.2% |
1,251.25 |
Close |
1,271.00 |
1,289.25 |
18.25 |
1.4% |
1,258.50 |
Range |
22.50 |
22.75 |
0.25 |
1.1% |
36.75 |
ATR |
18.06 |
18.40 |
0.33 |
1.9% |
0.00 |
Volume |
2,489 |
1,216 |
-1,273 |
-51.1% |
3,863 |
|
Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.00 |
1,342.25 |
1,301.75 |
|
R3 |
1,327.25 |
1,319.50 |
1,295.50 |
|
R2 |
1,304.50 |
1,304.50 |
1,293.50 |
|
R1 |
1,296.75 |
1,296.75 |
1,291.25 |
1,300.50 |
PP |
1,281.75 |
1,281.75 |
1,281.75 |
1,283.50 |
S1 |
1,274.00 |
1,274.00 |
1,287.25 |
1,278.00 |
S2 |
1,259.00 |
1,259.00 |
1,285.00 |
|
S3 |
1,236.25 |
1,251.25 |
1,283.00 |
|
S4 |
1,213.50 |
1,228.50 |
1,276.75 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.25 |
1,354.00 |
1,278.75 |
|
R3 |
1,339.50 |
1,317.25 |
1,268.50 |
|
R2 |
1,302.75 |
1,302.75 |
1,265.25 |
|
R1 |
1,280.50 |
1,280.50 |
1,261.75 |
1,273.25 |
PP |
1,266.00 |
1,266.00 |
1,266.00 |
1,262.25 |
S1 |
1,243.75 |
1,243.75 |
1,255.25 |
1,236.50 |
S2 |
1,229.25 |
1,229.25 |
1,251.75 |
|
S3 |
1,192.50 |
1,207.00 |
1,248.50 |
|
S4 |
1,155.75 |
1,170.25 |
1,238.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,289.25 |
1,252.00 |
37.25 |
2.9% |
21.25 |
1.6% |
100% |
True |
False |
1,373 |
10 |
1,289.25 |
1,247.50 |
41.75 |
3.2% |
20.50 |
1.6% |
100% |
True |
False |
1,183 |
20 |
1,336.25 |
1,247.50 |
88.75 |
6.9% |
18.50 |
1.4% |
47% |
False |
False |
689 |
40 |
1,347.25 |
1,247.50 |
99.75 |
7.7% |
17.00 |
1.3% |
42% |
False |
False |
415 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.8% |
15.00 |
1.2% |
37% |
False |
False |
355 |
80 |
1,361.00 |
1,232.00 |
129.00 |
10.0% |
14.50 |
1.1% |
44% |
False |
False |
294 |
100 |
1,361.00 |
1,232.00 |
129.00 |
10.0% |
11.75 |
0.9% |
44% |
False |
False |
237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.00 |
2.618 |
1,348.75 |
1.618 |
1,326.00 |
1.000 |
1,312.00 |
0.618 |
1,303.25 |
HIGH |
1,289.25 |
0.618 |
1,280.50 |
0.500 |
1,278.00 |
0.382 |
1,275.25 |
LOW |
1,266.50 |
0.618 |
1,252.50 |
1.000 |
1,243.75 |
1.618 |
1,229.75 |
2.618 |
1,207.00 |
4.250 |
1,169.75 |
|
|
Fisher Pivots for day following 28-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,285.50 |
1,283.00 |
PP |
1,281.75 |
1,276.75 |
S1 |
1,278.00 |
1,270.50 |
|