Trading Metrics calculated at close of trading on 30-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,135.72 |
9,868.34 |
-267.38 |
-2.6% |
10,452.46 |
High |
10,135.80 |
9,908.92 |
-226.88 |
-2.2% |
10,594.16 |
Low |
9,811.92 |
9,753.84 |
-58.08 |
-0.6% |
10,081.08 |
Close |
9,870.30 |
9,774.02 |
-96.28 |
-1.0% |
10,143.81 |
Range |
323.88 |
155.08 |
-168.80 |
-52.1% |
513.08 |
ATR |
187.50 |
185.18 |
-2.32 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,277.50 |
10,180.84 |
9,859.31 |
|
R3 |
10,122.42 |
10,025.76 |
9,816.67 |
|
R2 |
9,967.34 |
9,967.34 |
9,802.45 |
|
R1 |
9,870.68 |
9,870.68 |
9,788.24 |
9,841.47 |
PP |
9,812.26 |
9,812.26 |
9,812.26 |
9,797.66 |
S1 |
9,715.60 |
9,715.60 |
9,759.80 |
9,686.39 |
S2 |
9,657.18 |
9,657.18 |
9,745.59 |
|
S3 |
9,502.10 |
9,560.52 |
9,731.37 |
|
S4 |
9,347.02 |
9,405.44 |
9,688.73 |
|
|
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 |
10,298.06 |
9,753.84 |
544.22 |
5.6% |
174.10 |
1.8% |
4% |
False |
True |
|
10 |
10,594.16 |
9,753.84 |
840.32 |
8.6% |
160.10 |
1.6% |
2% |
False |
True |
|
20 |
10,594.16 |
9,753.84 |
840.32 |
8.6% |
176.94 |
1.8% |
2% |
False |
True |
|
40 |
10,946.79 |
9,753.84 |
1,192.95 |
12.2% |
226.88 |
2.3% |
2% |
False |
True |
|
60 |
11,258.01 |
9,753.84 |
1,504.17 |
15.4% |
192.87 |
2.0% |
1% |
False |
True |
|
80 |
11,258.01 |
9,753.84 |
1,504.17 |
15.4% |
165.36 |
1.7% |
1% |
False |
True |
|
100 |
11,258.01 |
9,753.84 |
1,504.17 |
15.4% |
155.54 |
1.6% |
1% |
False |
True |
|
120 |
11,258.01 |
9,753.84 |
1,504.17 |
15.4% |
154.06 |
1.6% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,568.01 |
2.618 |
10,314.92 |
1.618 |
10,159.84 |
1.000 |
10,064.00 |
0.618 |
10,004.76 |
HIGH |
9,908.92 |
0.618 |
9,849.68 |
0.500 |
9,831.38 |
0.382 |
9,813.08 |
LOW |
9,753.84 |
0.618 |
9,658.00 |
1.000 |
9,598.76 |
1.618 |
9,502.92 |
2.618 |
9,347.84 |
4.250 |
9,094.75 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,831.38 |
9,977.89 |
PP |
9,812.26 |
9,909.93 |
S1 |
9,793.14 |
9,841.98 |
|