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 |
1,780.50 |
1,821.25 |
40.75 |
2.3% |
1,831.75 |
High |
1,831.75 |
1,848.75 |
17.00 |
0.9% |
1,848.75 |
Low |
1,775.25 |
1,807.75 |
32.50 |
1.8% |
1,770.00 |
Close |
1,822.50 |
1,844.00 |
21.50 |
1.2% |
1,844.00 |
Range |
56.50 |
41.00 |
-15.50 |
-27.4% |
78.75 |
ATR |
55.08 |
54.07 |
-1.01 |
-1.8% |
0.00 |
Volume |
361,910 |
231,353 |
-130,557 |
-36.1% |
1,763,031 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,956.50 |
1,941.25 |
1,866.50 |
|
R3 |
1,915.50 |
1,900.25 |
1,855.25 |
|
R2 |
1,874.50 |
1,874.50 |
1,851.50 |
|
R1 |
1,859.25 |
1,859.25 |
1,847.75 |
1,867.00 |
PP |
1,833.50 |
1,833.50 |
1,833.50 |
1,837.25 |
S1 |
1,818.25 |
1,818.25 |
1,840.25 |
1,826.00 |
S2 |
1,792.50 |
1,792.50 |
1,836.50 |
|
S3 |
1,751.50 |
1,777.25 |
1,832.75 |
|
S4 |
1,710.50 |
1,736.25 |
1,821.50 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,057.25 |
2,029.25 |
1,887.25 |
|
R3 |
1,978.50 |
1,950.50 |
1,865.75 |
|
R2 |
1,899.75 |
1,899.75 |
1,858.50 |
|
R1 |
1,871.75 |
1,871.75 |
1,851.25 |
1,885.75 |
PP |
1,821.00 |
1,821.00 |
1,821.00 |
1,828.00 |
S1 |
1,793.00 |
1,793.00 |
1,836.75 |
1,807.00 |
S2 |
1,742.25 |
1,742.25 |
1,829.50 |
|
S3 |
1,663.50 |
1,714.25 |
1,822.25 |
|
S4 |
1,584.75 |
1,635.50 |
1,800.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,848.75 |
1,770.00 |
78.75 |
4.3% |
49.25 |
2.7% |
94% |
True |
False |
352,606 |
10 |
1,904.50 |
1,770.00 |
134.50 |
7.3% |
49.75 |
2.7% |
55% |
False |
False |
336,645 |
20 |
1,950.50 |
1,754.25 |
196.25 |
10.6% |
55.75 |
3.0% |
46% |
False |
False |
378,759 |
40 |
2,058.75 |
1,730.25 |
328.50 |
17.8% |
54.75 |
3.0% |
35% |
False |
False |
381,665 |
60 |
2,058.75 |
1,730.25 |
328.50 |
17.8% |
43.75 |
2.4% |
35% |
False |
False |
330,583 |
80 |
2,058.75 |
1,730.25 |
328.50 |
17.8% |
38.25 |
2.1% |
35% |
False |
False |
260,557 |
100 |
2,058.75 |
1,708.50 |
350.25 |
19.0% |
37.75 |
2.0% |
39% |
False |
False |
208,552 |
120 |
2,058.75 |
1,708.50 |
350.25 |
19.0% |
35.00 |
1.9% |
39% |
False |
False |
173,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,023.00 |
2.618 |
1,956.00 |
1.618 |
1,915.00 |
1.000 |
1,889.75 |
0.618 |
1,874.00 |
HIGH |
1,848.75 |
0.618 |
1,833.00 |
0.500 |
1,828.25 |
0.382 |
1,823.50 |
LOW |
1,807.75 |
0.618 |
1,782.50 |
1.000 |
1,766.75 |
1.618 |
1,741.50 |
2.618 |
1,700.50 |
4.250 |
1,633.50 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,838.75 |
1,833.00 |
PP |
1,833.50 |
1,822.25 |
S1 |
1,828.25 |
1,811.25 |
|