Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,219.5 |
1,230.2 |
10.7 |
0.9% |
1,220.4 |
High |
1,229.6 |
1,232.7 |
3.1 |
0.3% |
1,252.1 |
Low |
1,218.0 |
1,217.7 |
-0.3 |
0.0% |
1,211.0 |
Close |
1,228.9 |
1,223.3 |
-5.6 |
-0.5% |
1,228.9 |
Range |
11.6 |
15.0 |
3.4 |
29.3% |
41.1 |
ATR |
20.5 |
20.1 |
-0.4 |
-1.9% |
0.0 |
Volume |
488 |
481 |
-7 |
-1.4% |
3,626 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.6 |
1,261.4 |
1,231.6 |
|
R3 |
1,254.6 |
1,246.4 |
1,227.4 |
|
R2 |
1,239.6 |
1,239.6 |
1,226.1 |
|
R1 |
1,231.4 |
1,231.4 |
1,224.7 |
1,228.0 |
PP |
1,224.6 |
1,224.6 |
1,224.6 |
1,222.9 |
S1 |
1,216.4 |
1,216.4 |
1,221.9 |
1,213.0 |
S2 |
1,209.6 |
1,209.6 |
1,220.6 |
|
S3 |
1,194.6 |
1,201.4 |
1,219.2 |
|
S4 |
1,179.6 |
1,186.4 |
1,215.1 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.0 |
1,332.5 |
1,251.5 |
|
R3 |
1,312.9 |
1,291.4 |
1,240.2 |
|
R2 |
1,271.8 |
1,271.8 |
1,236.4 |
|
R1 |
1,250.3 |
1,250.3 |
1,232.7 |
1,261.1 |
PP |
1,230.7 |
1,230.7 |
1,230.7 |
1,236.0 |
S1 |
1,209.2 |
1,209.2 |
1,225.1 |
1,220.0 |
S2 |
1,189.6 |
1,189.6 |
1,221.4 |
|
S3 |
1,148.5 |
1,168.1 |
1,217.6 |
|
S4 |
1,107.4 |
1,127.0 |
1,206.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,252.1 |
1,215.1 |
37.0 |
3.0% |
15.8 |
1.3% |
22% |
False |
False |
607 |
10 |
1,252.1 |
1,196.9 |
55.2 |
4.5% |
19.1 |
1.6% |
48% |
False |
False |
2,590 |
20 |
1,252.1 |
1,166.0 |
86.1 |
7.0% |
20.2 |
1.6% |
67% |
False |
False |
98,820 |
40 |
1,252.1 |
1,124.3 |
127.8 |
10.4% |
20.1 |
1.6% |
77% |
False |
False |
130,641 |
60 |
1,252.1 |
1,086.1 |
166.0 |
13.6% |
18.8 |
1.5% |
83% |
False |
False |
116,224 |
80 |
1,252.1 |
1,086.1 |
166.0 |
13.6% |
18.5 |
1.5% |
83% |
False |
False |
90,168 |
100 |
1,252.1 |
1,045.6 |
206.5 |
16.9% |
19.2 |
1.6% |
86% |
False |
False |
72,882 |
120 |
1,252.1 |
1,045.6 |
206.5 |
16.9% |
19.1 |
1.6% |
86% |
False |
False |
61,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.5 |
2.618 |
1,272.0 |
1.618 |
1,257.0 |
1.000 |
1,247.7 |
0.618 |
1,242.0 |
HIGH |
1,232.7 |
0.618 |
1,227.0 |
0.500 |
1,225.2 |
0.382 |
1,223.4 |
LOW |
1,217.7 |
0.618 |
1,208.4 |
1.000 |
1,202.7 |
1.618 |
1,193.4 |
2.618 |
1,178.4 |
4.250 |
1,154.0 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,225.2 |
1,224.3 |
PP |
1,224.6 |
1,224.0 |
S1 |
1,223.9 |
1,223.6 |
|