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 |
1,821.25 |
1,848.00 |
26.75 |
1.5% |
1,831.75 |
High |
1,848.75 |
1,877.75 |
29.00 |
1.6% |
1,848.75 |
Low |
1,807.75 |
1,844.00 |
36.25 |
2.0% |
1,770.00 |
Close |
1,844.00 |
1,847.75 |
3.75 |
0.2% |
1,844.00 |
Range |
41.00 |
33.75 |
-7.25 |
-17.7% |
78.75 |
ATR |
54.07 |
52.62 |
-1.45 |
-2.7% |
0.00 |
Volume |
231,353 |
101,875 |
-129,478 |
-56.0% |
1,763,031 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,957.75 |
1,936.50 |
1,866.25 |
|
R3 |
1,924.00 |
1,902.75 |
1,857.00 |
|
R2 |
1,890.25 |
1,890.25 |
1,854.00 |
|
R1 |
1,869.00 |
1,869.00 |
1,850.75 |
1,862.75 |
PP |
1,856.50 |
1,856.50 |
1,856.50 |
1,853.50 |
S1 |
1,835.25 |
1,835.25 |
1,844.75 |
1,829.00 |
S2 |
1,822.75 |
1,822.75 |
1,841.50 |
|
S3 |
1,789.00 |
1,801.50 |
1,838.50 |
|
S4 |
1,755.25 |
1,767.75 |
1,829.25 |
|
|
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 |
1,877.75 |
1,770.00 |
107.75 |
5.8% |
45.75 |
2.5% |
72% |
True |
False |
287,777 |
10 |
1,904.50 |
1,770.00 |
134.50 |
7.3% |
49.25 |
2.7% |
58% |
False |
False |
314,145 |
20 |
1,932.00 |
1,754.25 |
177.75 |
9.6% |
54.25 |
2.9% |
53% |
False |
False |
367,364 |
40 |
2,058.75 |
1,730.25 |
328.50 |
17.8% |
54.75 |
3.0% |
36% |
False |
False |
377,929 |
60 |
2,058.75 |
1,730.25 |
328.50 |
17.8% |
44.00 |
2.4% |
36% |
False |
False |
327,601 |
80 |
2,058.75 |
1,730.25 |
328.50 |
17.8% |
38.50 |
2.1% |
36% |
False |
False |
261,819 |
100 |
2,058.75 |
1,708.50 |
350.25 |
19.0% |
37.75 |
2.0% |
40% |
False |
False |
209,570 |
120 |
2,058.75 |
1,708.50 |
350.25 |
19.0% |
35.25 |
1.9% |
40% |
False |
False |
174,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,021.25 |
2.618 |
1,966.00 |
1.618 |
1,932.25 |
1.000 |
1,911.50 |
0.618 |
1,898.50 |
HIGH |
1,877.75 |
0.618 |
1,864.75 |
0.500 |
1,861.00 |
0.382 |
1,857.00 |
LOW |
1,844.00 |
0.618 |
1,823.25 |
1.000 |
1,810.25 |
1.618 |
1,789.50 |
2.618 |
1,755.75 |
4.250 |
1,700.50 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,861.00 |
1,840.75 |
PP |
1,856.50 |
1,833.50 |
S1 |
1,852.00 |
1,826.50 |
|