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 |
1,230.2 |
1,222.6 |
-7.6 |
-0.6% |
1,220.4 |
High |
1,232.7 |
1,236.0 |
3.3 |
0.3% |
1,252.1 |
Low |
1,217.7 |
1,222.4 |
4.7 |
0.4% |
1,211.0 |
Close |
1,223.3 |
1,233.2 |
9.9 |
0.8% |
1,228.9 |
Range |
15.0 |
13.6 |
-1.4 |
-9.3% |
41.1 |
ATR |
20.1 |
19.6 |
-0.5 |
-2.3% |
0.0 |
Volume |
481 |
989 |
508 |
105.6% |
3,626 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.3 |
1,265.9 |
1,240.7 |
|
R3 |
1,257.7 |
1,252.3 |
1,236.9 |
|
R2 |
1,244.1 |
1,244.1 |
1,235.7 |
|
R1 |
1,238.7 |
1,238.7 |
1,234.4 |
1,241.4 |
PP |
1,230.5 |
1,230.5 |
1,230.5 |
1,231.9 |
S1 |
1,225.1 |
1,225.1 |
1,232.0 |
1,227.8 |
S2 |
1,216.9 |
1,216.9 |
1,230.7 |
|
S3 |
1,203.3 |
1,211.5 |
1,229.5 |
|
S4 |
1,189.7 |
1,197.9 |
1,225.7 |
|
|
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 |
1,238.2 |
1,215.1 |
23.1 |
1.9% |
15.0 |
1.2% |
78% |
False |
False |
633 |
10 |
1,252.1 |
1,196.9 |
55.2 |
4.5% |
18.6 |
1.5% |
66% |
False |
False |
1,399 |
20 |
1,252.1 |
1,166.0 |
86.1 |
7.0% |
19.7 |
1.6% |
78% |
False |
False |
86,749 |
40 |
1,252.1 |
1,132.0 |
120.1 |
9.7% |
20.1 |
1.6% |
84% |
False |
False |
125,599 |
60 |
1,252.1 |
1,086.1 |
166.0 |
13.5% |
18.6 |
1.5% |
89% |
False |
False |
115,996 |
80 |
1,252.1 |
1,086.1 |
166.0 |
13.5% |
18.3 |
1.5% |
89% |
False |
False |
90,114 |
100 |
1,252.1 |
1,045.6 |
206.5 |
16.7% |
19.1 |
1.5% |
91% |
False |
False |
72,853 |
120 |
1,252.1 |
1,045.6 |
206.5 |
16.7% |
19.0 |
1.5% |
91% |
False |
False |
61,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,293.8 |
2.618 |
1,271.6 |
1.618 |
1,258.0 |
1.000 |
1,249.6 |
0.618 |
1,244.4 |
HIGH |
1,236.0 |
0.618 |
1,230.8 |
0.500 |
1,229.2 |
0.382 |
1,227.6 |
LOW |
1,222.4 |
0.618 |
1,214.0 |
1.000 |
1,208.8 |
1.618 |
1,200.4 |
2.618 |
1,186.8 |
4.250 |
1,164.6 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,231.9 |
1,231.1 |
PP |
1,230.5 |
1,229.0 |
S1 |
1,229.2 |
1,226.9 |
|