Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,894.50 |
1,906.75 |
12.25 |
0.6% |
1,831.75 |
High |
1,913.50 |
1,918.75 |
5.25 |
0.3% |
1,848.75 |
Low |
1,880.00 |
1,894.00 |
14.00 |
0.7% |
1,770.00 |
Close |
1,907.00 |
1,910.50 |
3.50 |
0.2% |
1,844.00 |
Range |
33.50 |
24.75 |
-8.75 |
-26.1% |
78.75 |
ATR |
51.26 |
49.37 |
-1.89 |
-3.7% |
0.00 |
Volume |
76,687 |
79,007 |
2,320 |
3.0% |
1,763,031 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.00 |
1,971.00 |
1,924.00 |
|
R3 |
1,957.25 |
1,946.25 |
1,917.25 |
|
R2 |
1,932.50 |
1,932.50 |
1,915.00 |
|
R1 |
1,921.50 |
1,921.50 |
1,912.75 |
1,927.00 |
PP |
1,907.75 |
1,907.75 |
1,907.75 |
1,910.50 |
S1 |
1,896.75 |
1,896.75 |
1,908.25 |
1,902.25 |
S2 |
1,883.00 |
1,883.00 |
1,906.00 |
|
S3 |
1,858.25 |
1,872.00 |
1,903.75 |
|
S4 |
1,833.50 |
1,847.25 |
1,897.00 |
|
|
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 |
1,918.75 |
1,807.75 |
111.00 |
5.8% |
37.25 |
1.9% |
93% |
True |
False |
117,246 |
10 |
1,918.75 |
1,770.00 |
148.75 |
7.8% |
47.25 |
2.5% |
94% |
True |
False |
240,300 |
20 |
1,918.75 |
1,754.25 |
164.50 |
8.6% |
52.25 |
2.7% |
95% |
True |
False |
319,125 |
40 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
55.75 |
2.9% |
55% |
False |
False |
358,802 |
60 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
44.50 |
2.3% |
55% |
False |
False |
318,099 |
80 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
38.75 |
2.0% |
55% |
False |
False |
264,972 |
100 |
2,058.75 |
1,708.50 |
350.25 |
18.3% |
37.50 |
2.0% |
58% |
False |
False |
212,080 |
120 |
2,058.75 |
1,708.50 |
350.25 |
18.3% |
35.75 |
1.9% |
58% |
False |
False |
176,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.00 |
2.618 |
1,983.50 |
1.618 |
1,958.75 |
1.000 |
1,943.50 |
0.618 |
1,934.00 |
HIGH |
1,918.75 |
0.618 |
1,909.25 |
0.500 |
1,906.50 |
0.382 |
1,903.50 |
LOW |
1,894.00 |
0.618 |
1,878.75 |
1.000 |
1,869.25 |
1.618 |
1,854.00 |
2.618 |
1,829.25 |
4.250 |
1,788.75 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,909.00 |
1,901.25 |
PP |
1,907.75 |
1,891.75 |
S1 |
1,906.50 |
1,882.50 |
|