Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,090.50 |
1,090.25 |
-0.25 |
0.0% |
1,064.00 |
High |
1,106.00 |
1,115.75 |
9.75 |
0.9% |
1,092.25 |
Low |
1,088.75 |
1,088.50 |
-0.25 |
0.0% |
1,041.25 |
Close |
1,090.50 |
1,113.50 |
23.00 |
2.1% |
1,089.25 |
Range |
17.25 |
27.25 |
10.00 |
58.0% |
51.00 |
ATR |
28.12 |
28.05 |
-0.06 |
-0.2% |
0.00 |
Volume |
1,182,031 |
887,313 |
-294,718 |
-24.9% |
14,395,235 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,187.75 |
1,177.75 |
1,128.50 |
|
R3 |
1,160.50 |
1,150.50 |
1,121.00 |
|
R2 |
1,133.25 |
1,133.25 |
1,118.50 |
|
R1 |
1,123.25 |
1,123.25 |
1,116.00 |
1,128.25 |
PP |
1,106.00 |
1,106.00 |
1,106.00 |
1,108.50 |
S1 |
1,096.00 |
1,096.00 |
1,111.00 |
1,101.00 |
S2 |
1,078.75 |
1,078.75 |
1,108.50 |
|
S3 |
1,051.50 |
1,068.75 |
1,106.00 |
|
S4 |
1,024.25 |
1,041.50 |
1,098.50 |
|
|
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 |
1,115.75 |
1,051.25 |
64.50 |
5.8% |
24.75 |
2.2% |
97% |
True |
False |
2,172,420 |
10 |
1,115.75 |
1,041.25 |
74.50 |
6.7% |
26.50 |
2.4% |
97% |
True |
False |
2,330,664 |
20 |
1,147.50 |
1,036.75 |
110.75 |
9.9% |
29.50 |
2.7% |
69% |
False |
False |
2,750,923 |
40 |
1,216.75 |
1,036.75 |
180.00 |
16.2% |
29.25 |
2.6% |
43% |
False |
False |
2,778,314 |
60 |
1,216.75 |
1,036.75 |
180.00 |
16.2% |
23.50 |
2.1% |
43% |
False |
False |
2,445,071 |
80 |
1,216.75 |
1,036.75 |
180.00 |
16.2% |
20.50 |
1.9% |
43% |
False |
False |
1,978,851 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.2% |
20.50 |
1.8% |
43% |
False |
False |
1,583,714 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.2% |
19.00 |
1.7% |
43% |
False |
False |
1,319,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,231.50 |
2.618 |
1,187.00 |
1.618 |
1,159.75 |
1.000 |
1,143.00 |
0.618 |
1,132.50 |
HIGH |
1,115.75 |
0.618 |
1,105.25 |
0.500 |
1,102.00 |
0.382 |
1,099.00 |
LOW |
1,088.50 |
0.618 |
1,071.75 |
1.000 |
1,061.25 |
1.618 |
1,044.50 |
2.618 |
1,017.25 |
4.250 |
972.75 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,109.75 |
1,107.50 |
PP |
1,106.00 |
1,101.25 |
S1 |
1,102.00 |
1,095.00 |
|