Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,084.00 |
1,090.50 |
6.50 |
0.6% |
1,064.00 |
High |
1,092.25 |
1,106.00 |
13.75 |
1.3% |
1,092.25 |
Low |
1,074.50 |
1,088.75 |
14.25 |
1.3% |
1,041.25 |
Close |
1,089.25 |
1,090.50 |
1.25 |
0.1% |
1,089.25 |
Range |
17.75 |
17.25 |
-0.50 |
-2.8% |
51.00 |
ATR |
28.95 |
28.12 |
-0.84 |
-2.9% |
0.00 |
Volume |
2,421,258 |
1,182,031 |
-1,239,227 |
-51.2% |
14,395,235 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,146.75 |
1,136.00 |
1,100.00 |
|
R3 |
1,129.50 |
1,118.75 |
1,095.25 |
|
R2 |
1,112.25 |
1,112.25 |
1,093.75 |
|
R1 |
1,101.50 |
1,101.50 |
1,092.00 |
1,099.00 |
PP |
1,095.00 |
1,095.00 |
1,095.00 |
1,094.00 |
S1 |
1,084.25 |
1,084.25 |
1,089.00 |
1,082.00 |
S2 |
1,077.75 |
1,077.75 |
1,087.25 |
|
S3 |
1,060.50 |
1,067.00 |
1,085.75 |
|
S4 |
1,043.25 |
1,049.75 |
1,081.00 |
|
|
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 |
1,106.00 |
1,041.25 |
64.75 |
5.9% |
23.75 |
2.2% |
76% |
True |
False |
2,473,154 |
10 |
1,107.75 |
1,041.25 |
66.50 |
6.1% |
26.50 |
2.4% |
74% |
False |
False |
2,478,805 |
20 |
1,147.50 |
1,036.75 |
110.75 |
10.2% |
29.50 |
2.7% |
49% |
False |
False |
2,855,533 |
40 |
1,216.75 |
1,036.75 |
180.00 |
16.5% |
29.00 |
2.7% |
30% |
False |
False |
2,845,751 |
60 |
1,216.75 |
1,036.75 |
180.00 |
16.5% |
23.25 |
2.1% |
30% |
False |
False |
2,460,610 |
80 |
1,216.75 |
1,036.75 |
180.00 |
16.5% |
20.50 |
1.9% |
30% |
False |
False |
1,967,832 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.6% |
20.50 |
1.9% |
30% |
False |
False |
1,574,864 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.6% |
19.00 |
1.7% |
30% |
False |
False |
1,312,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,179.25 |
2.618 |
1,151.25 |
1.618 |
1,134.00 |
1.000 |
1,123.25 |
0.618 |
1,116.75 |
HIGH |
1,106.00 |
0.618 |
1,099.50 |
0.500 |
1,097.50 |
0.382 |
1,095.25 |
LOW |
1,088.75 |
0.618 |
1,078.00 |
1.000 |
1,071.50 |
1.618 |
1,060.75 |
2.618 |
1,043.50 |
4.250 |
1,015.50 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,097.50 |
1,086.75 |
PP |
1,095.00 |
1,083.00 |
S1 |
1,092.75 |
1,079.00 |
|