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 |
1,847.25 |
1,894.50 |
47.25 |
2.6% |
1,831.75 |
High |
1,899.00 |
1,913.50 |
14.50 |
0.8% |
1,848.75 |
Low |
1,846.25 |
1,880.00 |
33.75 |
1.8% |
1,770.00 |
Close |
1,894.50 |
1,907.00 |
12.50 |
0.7% |
1,844.00 |
Range |
52.75 |
33.50 |
-19.25 |
-36.5% |
78.75 |
ATR |
52.63 |
51.26 |
-1.37 |
-2.6% |
0.00 |
Volume |
97,309 |
76,687 |
-20,622 |
-21.2% |
1,763,031 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,000.75 |
1,987.25 |
1,925.50 |
|
R3 |
1,967.25 |
1,953.75 |
1,916.25 |
|
R2 |
1,933.75 |
1,933.75 |
1,913.25 |
|
R1 |
1,920.25 |
1,920.25 |
1,910.00 |
1,927.00 |
PP |
1,900.25 |
1,900.25 |
1,900.25 |
1,903.50 |
S1 |
1,886.75 |
1,886.75 |
1,904.00 |
1,893.50 |
S2 |
1,866.75 |
1,866.75 |
1,900.75 |
|
S3 |
1,833.25 |
1,853.25 |
1,897.75 |
|
S4 |
1,799.75 |
1,819.75 |
1,888.50 |
|
|
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 |
1,913.50 |
1,775.25 |
138.25 |
7.2% |
43.50 |
2.3% |
95% |
True |
False |
173,826 |
10 |
1,913.50 |
1,770.00 |
143.50 |
7.5% |
47.50 |
2.5% |
95% |
True |
False |
263,115 |
20 |
1,913.50 |
1,754.25 |
159.25 |
8.4% |
53.25 |
2.8% |
96% |
True |
False |
335,425 |
40 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
55.75 |
2.9% |
54% |
False |
False |
362,539 |
60 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
44.50 |
2.3% |
54% |
False |
False |
321,483 |
80 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
39.00 |
2.0% |
54% |
False |
False |
263,989 |
100 |
2,058.75 |
1,708.50 |
350.25 |
18.4% |
37.50 |
2.0% |
57% |
False |
False |
211,293 |
120 |
2,058.75 |
1,708.50 |
350.25 |
18.4% |
35.50 |
1.9% |
57% |
False |
False |
176,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,056.00 |
2.618 |
2,001.25 |
1.618 |
1,967.75 |
1.000 |
1,947.00 |
0.618 |
1,934.25 |
HIGH |
1,913.50 |
0.618 |
1,900.75 |
0.500 |
1,896.75 |
0.382 |
1,892.75 |
LOW |
1,880.00 |
0.618 |
1,859.25 |
1.000 |
1,846.50 |
1.618 |
1,825.75 |
2.618 |
1,792.25 |
4.250 |
1,737.50 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,903.50 |
1,897.50 |
PP |
1,900.25 |
1,888.25 |
S1 |
1,896.75 |
1,878.75 |
|