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 |
1,848.00 |
1,847.25 |
-0.75 |
0.0% |
1,831.75 |
High |
1,877.75 |
1,899.00 |
21.25 |
1.1% |
1,848.75 |
Low |
1,844.00 |
1,846.25 |
2.25 |
0.1% |
1,770.00 |
Close |
1,847.75 |
1,894.50 |
46.75 |
2.5% |
1,844.00 |
Range |
33.75 |
52.75 |
19.00 |
56.3% |
78.75 |
ATR |
52.62 |
52.63 |
0.01 |
0.0% |
0.00 |
Volume |
101,875 |
97,309 |
-4,566 |
-4.5% |
1,763,031 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.25 |
2,019.00 |
1,923.50 |
|
R3 |
1,985.50 |
1,966.25 |
1,909.00 |
|
R2 |
1,932.75 |
1,932.75 |
1,904.25 |
|
R1 |
1,913.50 |
1,913.50 |
1,899.25 |
1,923.00 |
PP |
1,880.00 |
1,880.00 |
1,880.00 |
1,884.75 |
S1 |
1,860.75 |
1,860.75 |
1,889.75 |
1,870.50 |
S2 |
1,827.25 |
1,827.25 |
1,884.75 |
|
S3 |
1,774.50 |
1,808.00 |
1,880.00 |
|
S4 |
1,721.75 |
1,755.25 |
1,865.50 |
|
|
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 |
1,899.00 |
1,773.75 |
125.25 |
6.6% |
46.75 |
2.5% |
96% |
True |
False |
240,378 |
10 |
1,904.50 |
1,770.00 |
134.50 |
7.1% |
49.25 |
2.6% |
93% |
False |
False |
292,302 |
20 |
1,932.00 |
1,754.25 |
177.75 |
9.4% |
54.25 |
2.9% |
79% |
False |
False |
349,742 |
40 |
2,058.75 |
1,730.25 |
328.50 |
17.3% |
55.25 |
2.9% |
50% |
False |
False |
369,077 |
60 |
2,058.75 |
1,730.25 |
328.50 |
17.3% |
44.50 |
2.3% |
50% |
False |
False |
325,134 |
80 |
2,058.75 |
1,730.25 |
328.50 |
17.3% |
38.75 |
2.0% |
50% |
False |
False |
263,034 |
100 |
2,058.75 |
1,708.50 |
350.25 |
18.5% |
37.75 |
2.0% |
53% |
False |
False |
210,534 |
120 |
2,058.75 |
1,708.50 |
350.25 |
18.5% |
35.50 |
1.9% |
53% |
False |
False |
175,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,123.25 |
2.618 |
2,037.00 |
1.618 |
1,984.25 |
1.000 |
1,951.75 |
0.618 |
1,931.50 |
HIGH |
1,899.00 |
0.618 |
1,878.75 |
0.500 |
1,872.50 |
0.382 |
1,866.50 |
LOW |
1,846.25 |
0.618 |
1,813.75 |
1.000 |
1,793.50 |
1.618 |
1,761.00 |
2.618 |
1,708.25 |
4.250 |
1,622.00 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,887.25 |
1,880.75 |
PP |
1,880.00 |
1,867.00 |
S1 |
1,872.50 |
1,853.50 |
|