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 |
1,272.00 |
1,288.50 |
16.50 |
1.3% |
1,262.00 |
High |
1,289.25 |
1,300.00 |
10.75 |
0.8% |
1,288.00 |
Low |
1,266.50 |
1,286.50 |
20.00 |
1.6% |
1,251.25 |
Close |
1,289.25 |
1,299.00 |
9.75 |
0.8% |
1,258.50 |
Range |
22.75 |
13.50 |
-9.25 |
-40.7% |
36.75 |
ATR |
18.40 |
18.05 |
-0.35 |
-1.9% |
0.00 |
Volume |
1,216 |
1,166 |
-50 |
-4.1% |
3,863 |
|
Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.75 |
1,330.75 |
1,306.50 |
|
R3 |
1,322.25 |
1,317.25 |
1,302.75 |
|
R2 |
1,308.75 |
1,308.75 |
1,301.50 |
|
R1 |
1,303.75 |
1,303.75 |
1,300.25 |
1,306.25 |
PP |
1,295.25 |
1,295.25 |
1,295.25 |
1,296.50 |
S1 |
1,290.25 |
1,290.25 |
1,297.75 |
1,292.75 |
S2 |
1,281.75 |
1,281.75 |
1,296.50 |
|
S3 |
1,268.25 |
1,276.75 |
1,295.25 |
|
S4 |
1,254.75 |
1,263.25 |
1,291.50 |
|
|
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 |
1,300.00 |
1,252.00 |
48.00 |
3.7% |
21.25 |
1.6% |
98% |
True |
False |
1,546 |
10 |
1,300.00 |
1,247.50 |
52.50 |
4.0% |
19.25 |
1.5% |
98% |
True |
False |
981 |
20 |
1,305.75 |
1,247.50 |
58.25 |
4.5% |
17.50 |
1.3% |
88% |
False |
False |
744 |
40 |
1,347.25 |
1,247.50 |
99.75 |
7.7% |
17.00 |
1.3% |
52% |
False |
False |
443 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.7% |
15.25 |
1.2% |
45% |
False |
False |
374 |
80 |
1,361.00 |
1,232.00 |
129.00 |
9.9% |
14.75 |
1.1% |
52% |
False |
False |
308 |
100 |
1,361.00 |
1,232.00 |
129.00 |
9.9% |
11.75 |
0.9% |
52% |
False |
False |
248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.50 |
2.618 |
1,335.25 |
1.618 |
1,321.75 |
1.000 |
1,313.50 |
0.618 |
1,308.25 |
HIGH |
1,300.00 |
0.618 |
1,294.75 |
0.500 |
1,293.25 |
0.382 |
1,291.75 |
LOW |
1,286.50 |
0.618 |
1,278.25 |
1.000 |
1,273.00 |
1.618 |
1,264.75 |
2.618 |
1,251.25 |
4.250 |
1,229.00 |
|
|
Fisher Pivots for day following 29-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,297.00 |
1,291.25 |
PP |
1,295.25 |
1,283.75 |
S1 |
1,293.25 |
1,276.00 |
|