Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,143.05 |
10,135.72 |
-7.33 |
-0.1% |
10,452.46 |
High |
10,201.93 |
10,135.80 |
-66.13 |
-0.6% |
10,594.16 |
Low |
10,101.41 |
9,811.92 |
-289.49 |
-2.9% |
10,081.08 |
Close |
10,138.52 |
9,870.30 |
-268.22 |
-2.6% |
10,143.81 |
Range |
100.52 |
323.88 |
223.36 |
222.2% |
513.08 |
ATR |
176.80 |
187.50 |
10.70 |
6.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,910.98 |
10,714.52 |
10,048.43 |
|
R3 |
10,587.10 |
10,390.64 |
9,959.37 |
|
R2 |
10,263.22 |
10,263.22 |
9,929.68 |
|
R1 |
10,066.76 |
10,066.76 |
9,899.99 |
10,003.05 |
PP |
9,939.34 |
9,939.34 |
9,939.34 |
9,907.49 |
S1 |
9,742.88 |
9,742.88 |
9,840.61 |
9,679.17 |
S2 |
9,615.46 |
9,615.46 |
9,810.92 |
|
S3 |
9,291.58 |
9,419.00 |
9,781.23 |
|
S4 |
8,967.70 |
9,095.12 |
9,692.17 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,812.26 |
11,491.11 |
10,426.00 |
|
R3 |
11,299.18 |
10,978.03 |
10,284.91 |
|
R2 |
10,786.10 |
10,786.10 |
10,237.87 |
|
R1 |
10,464.95 |
10,464.95 |
10,190.84 |
10,368.99 |
PP |
10,273.02 |
10,273.02 |
10,273.02 |
10,225.03 |
S1 |
9,951.87 |
9,951.87 |
10,096.78 |
9,855.91 |
S2 |
9,759.94 |
9,759.94 |
10,049.75 |
|
S3 |
9,246.86 |
9,438.79 |
10,002.71 |
|
S4 |
8,733.78 |
8,925.71 |
9,861.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,368.04 |
9,811.92 |
556.12 |
5.6% |
171.25 |
1.7% |
10% |
False |
True |
|
10 |
10,594.16 |
9,811.92 |
782.24 |
7.9% |
154.24 |
1.6% |
7% |
False |
True |
|
20 |
10,594.16 |
9,757.55 |
836.61 |
8.5% |
180.62 |
1.8% |
13% |
False |
False |
|
40 |
11,149.48 |
9,757.55 |
1,391.93 |
14.1% |
230.00 |
2.3% |
8% |
False |
False |
|
60 |
11,258.01 |
9,757.55 |
1,500.46 |
15.2% |
191.29 |
1.9% |
8% |
False |
False |
|
80 |
11,258.01 |
9,757.55 |
1,500.46 |
15.2% |
163.99 |
1.7% |
8% |
False |
False |
|
100 |
11,258.01 |
9,757.55 |
1,500.46 |
15.2% |
155.96 |
1.6% |
8% |
False |
False |
|
120 |
11,258.01 |
9,757.55 |
1,500.46 |
15.2% |
153.66 |
1.6% |
8% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,512.29 |
2.618 |
10,983.72 |
1.618 |
10,659.84 |
1.000 |
10,459.68 |
0.618 |
10,335.96 |
HIGH |
10,135.80 |
0.618 |
10,012.08 |
0.500 |
9,973.86 |
0.382 |
9,935.64 |
LOW |
9,811.92 |
0.618 |
9,611.76 |
1.000 |
9,488.04 |
1.618 |
9,287.88 |
2.618 |
8,964.00 |
4.250 |
8,435.43 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,973.86 |
10,007.42 |
PP |
9,939.34 |
9,961.71 |
S1 |
9,904.82 |
9,916.01 |
|