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 |
6,200.0 |
6,181.5 |
-18.5 |
-0.3% |
5,861.5 |
High |
6,218.5 |
6,243.5 |
25.0 |
0.4% |
6,094.0 |
Low |
6,143.0 |
6,166.5 |
23.5 |
0.4% |
5,798.5 |
Close |
6,192.0 |
6,218.5 |
26.5 |
0.4% |
6,043.5 |
Range |
75.5 |
77.0 |
1.5 |
2.0% |
295.5 |
ATR |
146.4 |
141.5 |
-5.0 |
-3.4% |
0.0 |
Volume |
193,412 |
192,627 |
-785 |
-0.4% |
909,856 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,440.5 |
6,406.5 |
6,260.9 |
|
R3 |
6,363.5 |
6,329.5 |
6,239.7 |
|
R2 |
6,286.5 |
6,286.5 |
6,232.6 |
|
R1 |
6,252.5 |
6,252.5 |
6,225.6 |
6,269.5 |
PP |
6,209.5 |
6,209.5 |
6,209.5 |
6,218.0 |
S1 |
6,175.5 |
6,175.5 |
6,211.4 |
6,192.5 |
S2 |
6,132.5 |
6,132.5 |
6,204.4 |
|
S3 |
6,055.5 |
6,098.5 |
6,197.3 |
|
S4 |
5,978.5 |
6,021.5 |
6,176.2 |
|
|
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 |
6,243.5 |
5,982.5 |
261.0 |
4.2% |
95.5 |
1.5% |
90% |
True |
False |
182,727 |
10 |
6,243.5 |
5,798.5 |
445.0 |
7.2% |
131.5 |
2.1% |
94% |
True |
False |
183,303 |
20 |
6,243.5 |
5,608.0 |
635.5 |
10.2% |
140.3 |
2.3% |
96% |
True |
False |
182,259 |
40 |
6,347.0 |
5,557.0 |
790.0 |
12.7% |
153.9 |
2.5% |
84% |
False |
False |
210,187 |
60 |
6,347.0 |
5,557.0 |
790.0 |
12.7% |
125.9 |
2.0% |
84% |
False |
False |
185,361 |
80 |
6,347.0 |
5,527.0 |
820.0 |
13.2% |
112.8 |
1.8% |
84% |
False |
False |
146,258 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.2% |
111.0 |
1.8% |
86% |
False |
False |
117,102 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.2% |
106.5 |
1.7% |
86% |
False |
False |
97,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,570.8 |
2.618 |
6,445.1 |
1.618 |
6,368.1 |
1.000 |
6,320.5 |
0.618 |
6,291.1 |
HIGH |
6,243.5 |
0.618 |
6,214.1 |
0.500 |
6,205.0 |
0.382 |
6,195.9 |
LOW |
6,166.5 |
0.618 |
6,118.9 |
1.000 |
6,089.5 |
1.618 |
6,041.9 |
2.618 |
5,964.9 |
4.250 |
5,839.3 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
6,214.0 |
6,199.3 |
PP |
6,209.5 |
6,180.0 |
S1 |
6,205.0 |
6,160.8 |
|