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 |
6,105.0 |
6,103.0 |
-2.0 |
0.0% |
5,861.5 |
High |
6,138.5 |
6,224.0 |
85.5 |
1.4% |
6,094.0 |
Low |
6,071.0 |
6,078.0 |
7.0 |
0.1% |
5,798.5 |
Close |
6,118.5 |
6,175.0 |
56.5 |
0.9% |
6,043.5 |
Range |
67.5 |
146.0 |
78.5 |
116.3% |
295.5 |
ATR |
152.3 |
151.9 |
-0.5 |
-0.3% |
0.0 |
Volume |
152,977 |
200,807 |
47,830 |
31.3% |
909,856 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,597.0 |
6,532.0 |
6,255.3 |
|
R3 |
6,451.0 |
6,386.0 |
6,215.2 |
|
R2 |
6,305.0 |
6,305.0 |
6,201.8 |
|
R1 |
6,240.0 |
6,240.0 |
6,188.4 |
6,272.5 |
PP |
6,159.0 |
6,159.0 |
6,159.0 |
6,175.3 |
S1 |
6,094.0 |
6,094.0 |
6,161.6 |
6,126.5 |
S2 |
6,013.0 |
6,013.0 |
6,148.2 |
|
S3 |
5,867.0 |
5,948.0 |
6,134.9 |
|
S4 |
5,721.0 |
5,802.0 |
6,094.7 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,865.2 |
6,749.8 |
6,206.0 |
|
R3 |
6,569.7 |
6,454.3 |
6,124.8 |
|
R2 |
6,274.2 |
6,274.2 |
6,097.7 |
|
R1 |
6,158.8 |
6,158.8 |
6,070.6 |
6,216.5 |
PP |
5,978.7 |
5,978.7 |
5,978.7 |
6,007.5 |
S1 |
5,863.3 |
5,863.3 |
6,016.4 |
5,921.0 |
S2 |
5,683.2 |
5,683.2 |
5,989.3 |
|
S3 |
5,387.7 |
5,567.8 |
5,962.2 |
|
S4 |
5,092.2 |
5,272.3 |
5,881.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,224.0 |
5,833.0 |
391.0 |
6.3% |
130.6 |
2.1% |
87% |
True |
False |
180,511 |
10 |
6,224.0 |
5,798.5 |
425.5 |
6.9% |
141.0 |
2.3% |
88% |
True |
False |
173,918 |
20 |
6,224.0 |
5,608.0 |
616.0 |
10.0% |
145.6 |
2.4% |
92% |
True |
False |
188,327 |
40 |
6,347.0 |
5,557.0 |
790.0 |
12.8% |
154.2 |
2.5% |
78% |
False |
False |
208,249 |
60 |
6,347.0 |
5,557.0 |
790.0 |
12.8% |
126.5 |
2.0% |
78% |
False |
False |
183,934 |
80 |
6,347.0 |
5,527.0 |
820.0 |
13.3% |
113.1 |
1.8% |
79% |
False |
False |
141,444 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.3% |
111.9 |
1.8% |
82% |
False |
False |
113,249 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.3% |
106.2 |
1.7% |
82% |
False |
False |
94,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,844.5 |
2.618 |
6,606.2 |
1.618 |
6,460.2 |
1.000 |
6,370.0 |
0.618 |
6,314.2 |
HIGH |
6,224.0 |
0.618 |
6,168.2 |
0.500 |
6,151.0 |
0.382 |
6,133.8 |
LOW |
6,078.0 |
0.618 |
5,987.8 |
1.000 |
5,932.0 |
1.618 |
5,841.8 |
2.618 |
5,695.8 |
4.250 |
5,457.5 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
6,167.0 |
6,151.1 |
PP |
6,159.0 |
6,127.2 |
S1 |
6,151.0 |
6,103.3 |
|