Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,090.25 |
1,113.50 |
23.25 |
2.1% |
1,064.00 |
High |
1,115.75 |
1,119.00 |
3.25 |
0.3% |
1,092.25 |
Low |
1,088.50 |
1,104.25 |
15.75 |
1.4% |
1,041.25 |
Close |
1,113.50 |
1,114.00 |
0.50 |
0.0% |
1,089.25 |
Range |
27.25 |
14.75 |
-12.50 |
-45.9% |
51.00 |
ATR |
28.05 |
27.10 |
-0.95 |
-3.4% |
0.00 |
Volume |
887,313 |
796,631 |
-90,682 |
-10.2% |
14,395,235 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,156.75 |
1,150.00 |
1,122.00 |
|
R3 |
1,142.00 |
1,135.25 |
1,118.00 |
|
R2 |
1,127.25 |
1,127.25 |
1,116.75 |
|
R1 |
1,120.50 |
1,120.50 |
1,115.25 |
1,124.00 |
PP |
1,112.50 |
1,112.50 |
1,112.50 |
1,114.00 |
S1 |
1,105.75 |
1,105.75 |
1,112.75 |
1,109.00 |
S2 |
1,097.75 |
1,097.75 |
1,111.25 |
|
S3 |
1,083.00 |
1,091.00 |
1,110.00 |
|
S4 |
1,068.25 |
1,076.25 |
1,106.00 |
|
|
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 |
1,119.00 |
1,052.25 |
66.75 |
6.0% |
22.50 |
2.0% |
93% |
True |
False |
1,651,540 |
10 |
1,119.00 |
1,041.25 |
77.75 |
7.0% |
24.75 |
2.2% |
94% |
True |
False |
2,150,932 |
20 |
1,122.75 |
1,036.75 |
86.00 |
7.7% |
28.75 |
2.6% |
90% |
False |
False |
2,638,118 |
40 |
1,216.75 |
1,036.75 |
180.00 |
16.2% |
29.25 |
2.6% |
43% |
False |
False |
2,736,229 |
60 |
1,216.75 |
1,036.75 |
180.00 |
16.2% |
23.50 |
2.1% |
43% |
False |
False |
2,422,250 |
80 |
1,216.75 |
1,036.75 |
180.00 |
16.2% |
20.75 |
1.9% |
43% |
False |
False |
1,988,741 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.2% |
20.25 |
1.8% |
43% |
False |
False |
1,591,652 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.2% |
19.25 |
1.7% |
43% |
False |
False |
1,326,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,181.75 |
2.618 |
1,157.50 |
1.618 |
1,142.75 |
1.000 |
1,133.75 |
0.618 |
1,128.00 |
HIGH |
1,119.00 |
0.618 |
1,113.25 |
0.500 |
1,111.50 |
0.382 |
1,110.00 |
LOW |
1,104.25 |
0.618 |
1,095.25 |
1.000 |
1,089.50 |
1.618 |
1,080.50 |
2.618 |
1,065.75 |
4.250 |
1,041.50 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,113.25 |
1,110.50 |
PP |
1,112.50 |
1,107.25 |
S1 |
1,111.50 |
1,103.75 |
|