Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,222.6 |
1,232.0 |
9.4 |
0.8% |
1,220.4 |
High |
1,236.0 |
1,237.6 |
1.6 |
0.1% |
1,252.1 |
Low |
1,222.4 |
1,228.5 |
6.1 |
0.5% |
1,211.0 |
Close |
1,233.2 |
1,229.3 |
-3.9 |
-0.3% |
1,228.9 |
Range |
13.6 |
9.1 |
-4.5 |
-33.1% |
41.1 |
ATR |
19.6 |
18.9 |
-0.8 |
-3.8% |
0.0 |
Volume |
989 |
251 |
-738 |
-74.6% |
3,626 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.1 |
1,253.3 |
1,234.3 |
|
R3 |
1,250.0 |
1,244.2 |
1,231.8 |
|
R2 |
1,240.9 |
1,240.9 |
1,231.0 |
|
R1 |
1,235.1 |
1,235.1 |
1,230.1 |
1,233.5 |
PP |
1,231.8 |
1,231.8 |
1,231.8 |
1,231.0 |
S1 |
1,226.0 |
1,226.0 |
1,228.5 |
1,224.4 |
S2 |
1,222.7 |
1,222.7 |
1,227.6 |
|
S3 |
1,213.6 |
1,216.9 |
1,226.8 |
|
S4 |
1,204.5 |
1,207.8 |
1,224.3 |
|
|
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 |
1,237.6 |
1,215.1 |
22.5 |
1.8% |
13.5 |
1.1% |
63% |
True |
False |
531 |
10 |
1,252.1 |
1,196.9 |
55.2 |
4.5% |
18.2 |
1.5% |
59% |
False |
False |
969 |
20 |
1,252.1 |
1,166.0 |
86.1 |
7.0% |
19.0 |
1.5% |
74% |
False |
False |
78,424 |
40 |
1,252.1 |
1,132.0 |
120.1 |
9.8% |
20.0 |
1.6% |
81% |
False |
False |
122,497 |
60 |
1,252.1 |
1,086.1 |
166.0 |
13.5% |
18.5 |
1.5% |
86% |
False |
False |
115,725 |
80 |
1,252.1 |
1,086.1 |
166.0 |
13.5% |
18.2 |
1.5% |
86% |
False |
False |
90,041 |
100 |
1,252.1 |
1,045.6 |
206.5 |
16.8% |
19.0 |
1.5% |
89% |
False |
False |
72,834 |
120 |
1,252.1 |
1,045.6 |
206.5 |
16.8% |
18.8 |
1.5% |
89% |
False |
False |
61,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,276.3 |
2.618 |
1,261.4 |
1.618 |
1,252.3 |
1.000 |
1,246.7 |
0.618 |
1,243.2 |
HIGH |
1,237.6 |
0.618 |
1,234.1 |
0.500 |
1,233.1 |
0.382 |
1,232.0 |
LOW |
1,228.5 |
0.618 |
1,222.9 |
1.000 |
1,219.4 |
1.618 |
1,213.8 |
2.618 |
1,204.7 |
4.250 |
1,189.8 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,233.1 |
1,228.8 |
PP |
1,231.8 |
1,228.2 |
S1 |
1,230.6 |
1,227.7 |
|