Trading Metrics calculated at close of trading on 11-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,055.00 |
1,084.00 |
29.00 |
2.7% |
1,064.00 |
High |
1,087.75 |
1,092.25 |
4.50 |
0.4% |
1,092.25 |
Low |
1,052.25 |
1,074.50 |
22.25 |
2.1% |
1,041.25 |
Close |
1,083.75 |
1,089.25 |
5.50 |
0.5% |
1,089.25 |
Range |
35.50 |
17.75 |
-17.75 |
-50.0% |
51.00 |
ATR |
29.81 |
28.95 |
-0.86 |
-2.9% |
0.00 |
Volume |
2,970,468 |
2,421,258 |
-549,210 |
-18.5% |
14,395,235 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,138.50 |
1,131.75 |
1,099.00 |
|
R3 |
1,120.75 |
1,114.00 |
1,094.25 |
|
R2 |
1,103.00 |
1,103.00 |
1,092.50 |
|
R1 |
1,096.25 |
1,096.25 |
1,091.00 |
1,099.50 |
PP |
1,085.25 |
1,085.25 |
1,085.25 |
1,087.00 |
S1 |
1,078.50 |
1,078.50 |
1,087.50 |
1,082.00 |
S2 |
1,067.50 |
1,067.50 |
1,086.00 |
|
S3 |
1,049.75 |
1,060.75 |
1,084.25 |
|
S4 |
1,032.00 |
1,043.00 |
1,079.50 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,227.25 |
1,209.25 |
1,117.25 |
|
R3 |
1,176.25 |
1,158.25 |
1,103.25 |
|
R2 |
1,125.25 |
1,125.25 |
1,098.50 |
|
R1 |
1,107.25 |
1,107.25 |
1,094.00 |
1,116.25 |
PP |
1,074.25 |
1,074.25 |
1,074.25 |
1,078.75 |
S1 |
1,056.25 |
1,056.25 |
1,084.50 |
1,065.25 |
S2 |
1,023.25 |
1,023.25 |
1,080.00 |
|
S3 |
972.25 |
1,005.25 |
1,075.25 |
|
S4 |
921.25 |
954.25 |
1,061.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,092.25 |
1,041.25 |
51.00 |
4.7% |
25.00 |
2.3% |
94% |
True |
False |
2,879,047 |
10 |
1,107.75 |
1,041.25 |
66.50 |
6.1% |
27.00 |
2.5% |
72% |
False |
False |
2,621,940 |
20 |
1,159.50 |
1,036.75 |
122.75 |
11.3% |
30.50 |
2.8% |
43% |
False |
False |
2,894,611 |
40 |
1,216.75 |
1,036.75 |
180.00 |
16.5% |
29.25 |
2.7% |
29% |
False |
False |
2,859,511 |
60 |
1,216.75 |
1,036.75 |
180.00 |
16.5% |
23.25 |
2.1% |
29% |
False |
False |
2,474,885 |
80 |
1,216.75 |
1,036.75 |
180.00 |
16.5% |
20.50 |
1.9% |
29% |
False |
False |
1,953,121 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.6% |
20.50 |
1.9% |
29% |
False |
False |
1,563,052 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.6% |
19.00 |
1.7% |
29% |
False |
False |
1,302,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,167.75 |
2.618 |
1,138.75 |
1.618 |
1,121.00 |
1.000 |
1,110.00 |
0.618 |
1,103.25 |
HIGH |
1,092.25 |
0.618 |
1,085.50 |
0.500 |
1,083.50 |
0.382 |
1,081.25 |
LOW |
1,074.50 |
0.618 |
1,063.50 |
1.000 |
1,056.75 |
1.618 |
1,045.75 |
2.618 |
1,028.00 |
4.250 |
999.00 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,087.25 |
1,083.50 |
PP |
1,085.25 |
1,077.50 |
S1 |
1,083.50 |
1,071.75 |
|