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 |
1,288.50 |
1,298.00 |
9.50 |
0.7% |
1,262.00 |
High |
1,300.00 |
1,311.75 |
11.75 |
0.9% |
1,288.00 |
Low |
1,286.50 |
1,297.00 |
10.50 |
0.8% |
1,251.25 |
Close |
1,299.00 |
1,310.00 |
11.00 |
0.8% |
1,258.50 |
Range |
13.50 |
14.75 |
1.25 |
9.3% |
36.75 |
ATR |
18.05 |
17.81 |
-0.24 |
-1.3% |
0.00 |
Volume |
1,166 |
840 |
-326 |
-28.0% |
3,863 |
|
Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.50 |
1,345.00 |
1,318.00 |
|
R3 |
1,335.75 |
1,330.25 |
1,314.00 |
|
R2 |
1,321.00 |
1,321.00 |
1,312.75 |
|
R1 |
1,315.50 |
1,315.50 |
1,311.25 |
1,318.25 |
PP |
1,306.25 |
1,306.25 |
1,306.25 |
1,307.50 |
S1 |
1,300.75 |
1,300.75 |
1,308.75 |
1,303.50 |
S2 |
1,291.50 |
1,291.50 |
1,307.25 |
|
S3 |
1,276.75 |
1,286.00 |
1,306.00 |
|
S4 |
1,262.00 |
1,271.25 |
1,302.00 |
|
|
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 |
1,311.75 |
1,252.00 |
59.75 |
4.6% |
19.50 |
1.5% |
97% |
True |
False |
1,568 |
10 |
1,311.75 |
1,251.25 |
60.50 |
4.6% |
19.00 |
1.5% |
97% |
True |
False |
1,048 |
20 |
1,311.75 |
1,247.50 |
64.25 |
4.9% |
17.50 |
1.3% |
97% |
True |
False |
784 |
40 |
1,347.25 |
1,247.50 |
99.75 |
7.6% |
17.00 |
1.3% |
63% |
False |
False |
463 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.7% |
15.25 |
1.2% |
55% |
False |
False |
388 |
80 |
1,361.00 |
1,232.00 |
129.00 |
9.8% |
15.00 |
1.1% |
60% |
False |
False |
319 |
100 |
1,361.00 |
1,232.00 |
129.00 |
9.8% |
12.00 |
0.9% |
60% |
False |
False |
257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.50 |
2.618 |
1,350.25 |
1.618 |
1,335.50 |
1.000 |
1,326.50 |
0.618 |
1,320.75 |
HIGH |
1,311.75 |
0.618 |
1,306.00 |
0.500 |
1,304.50 |
0.382 |
1,302.75 |
LOW |
1,297.00 |
0.618 |
1,288.00 |
1.000 |
1,282.25 |
1.618 |
1,273.25 |
2.618 |
1,258.50 |
4.250 |
1,234.25 |
|
|
Fisher Pivots for day following 30-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1,308.00 |
1,303.00 |
PP |
1,306.25 |
1,296.00 |
S1 |
1,304.50 |
1,289.00 |
|