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 |
12,187.63 |
12,262.25 |
74.62 |
0.6% |
12,004.28 |
High |
12,284.39 |
12,427.09 |
142.70 |
1.2% |
12,217.33 |
Low |
12,175.86 |
12,262.10 |
86.24 |
0.7% |
11,874.94 |
Close |
12,261.42 |
12,414.34 |
152.92 |
1.2% |
11,934.58 |
Range |
108.53 |
164.99 |
56.46 |
52.0% |
342.39 |
ATR |
138.95 |
140.86 |
1.91 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,862.81 |
12,803.57 |
12,505.08 |
|
R3 |
12,697.82 |
12,638.58 |
12,459.71 |
|
R2 |
12,532.83 |
12,532.83 |
12,444.59 |
|
R1 |
12,473.59 |
12,473.59 |
12,429.46 |
12,503.21 |
PP |
12,367.84 |
12,367.84 |
12,367.84 |
12,382.66 |
S1 |
12,308.60 |
12,308.60 |
12,399.22 |
12,338.22 |
S2 |
12,202.85 |
12,202.85 |
12,384.09 |
|
S3 |
12,037.86 |
12,143.61 |
12,368.97 |
|
S4 |
11,872.87 |
11,978.62 |
12,323.60 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,036.12 |
12,827.74 |
12,122.89 |
|
R3 |
12,693.73 |
12,485.35 |
12,028.74 |
|
R2 |
12,351.34 |
12,351.34 |
11,997.35 |
|
R1 |
12,142.96 |
12,142.96 |
11,965.97 |
12,075.96 |
PP |
12,008.95 |
12,008.95 |
12,008.95 |
11,975.45 |
S1 |
11,800.57 |
11,800.57 |
11,903.19 |
11,733.57 |
S2 |
11,666.56 |
11,666.56 |
11,871.81 |
|
S3 |
11,324.17 |
11,458.18 |
11,840.42 |
|
S4 |
10,981.78 |
11,115.79 |
11,746.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,427.09 |
11,925.42 |
501.67 |
4.0% |
143.64 |
1.2% |
97% |
True |
False |
|
10 |
12,427.09 |
11,874.94 |
552.15 |
4.4% |
142.92 |
1.2% |
98% |
True |
False |
|
20 |
12,427.09 |
11,862.53 |
564.56 |
4.5% |
137.60 |
1.1% |
98% |
True |
False |
|
40 |
12,781.06 |
11,862.53 |
918.53 |
7.4% |
140.20 |
1.1% |
60% |
False |
False |
|
60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.2% |
131.80 |
1.1% |
54% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
133.10 |
1.1% |
65% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
131.59 |
1.1% |
65% |
False |
False |
|
120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
124.75 |
1.0% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,128.30 |
2.618 |
12,859.03 |
1.618 |
12,694.04 |
1.000 |
12,592.08 |
0.618 |
12,529.05 |
HIGH |
12,427.09 |
0.618 |
12,364.06 |
0.500 |
12,344.60 |
0.382 |
12,325.13 |
LOW |
12,262.10 |
0.618 |
12,160.14 |
1.000 |
12,097.11 |
1.618 |
11,995.15 |
2.618 |
11,830.16 |
4.250 |
11,560.89 |
|
|
Fisher Pivots for day following 30-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,391.09 |
12,354.46 |
PP |
12,367.84 |
12,294.57 |
S1 |
12,344.60 |
12,234.69 |
|