Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,233.9 |
1,247.7 |
13.8 |
1.1% |
1,230.2 |
High |
1,251.1 |
1,261.5 |
10.4 |
0.8% |
1,261.5 |
Low |
1,233.9 |
1,242.9 |
9.0 |
0.7% |
1,217.7 |
Close |
1,247.5 |
1,257.2 |
9.7 |
0.8% |
1,257.2 |
Range |
17.2 |
18.6 |
1.4 |
8.1% |
43.8 |
ATR |
19.1 |
19.0 |
0.0 |
-0.2% |
0.0 |
Volume |
318 |
266 |
-52 |
-16.4% |
2,305 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.7 |
1,302.0 |
1,267.4 |
|
R3 |
1,291.1 |
1,283.4 |
1,262.3 |
|
R2 |
1,272.5 |
1,272.5 |
1,260.6 |
|
R1 |
1,264.8 |
1,264.8 |
1,258.9 |
1,268.7 |
PP |
1,253.9 |
1,253.9 |
1,253.9 |
1,255.8 |
S1 |
1,246.2 |
1,246.2 |
1,255.5 |
1,250.1 |
S2 |
1,235.3 |
1,235.3 |
1,253.8 |
|
S3 |
1,216.7 |
1,227.6 |
1,252.1 |
|
S4 |
1,198.1 |
1,209.0 |
1,247.0 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.9 |
1,360.8 |
1,281.3 |
|
R3 |
1,333.1 |
1,317.0 |
1,269.2 |
|
R2 |
1,289.3 |
1,289.3 |
1,265.2 |
|
R1 |
1,273.2 |
1,273.2 |
1,261.2 |
1,281.3 |
PP |
1,245.5 |
1,245.5 |
1,245.5 |
1,249.5 |
S1 |
1,229.4 |
1,229.4 |
1,253.2 |
1,237.5 |
S2 |
1,201.7 |
1,201.7 |
1,249.2 |
|
S3 |
1,157.9 |
1,185.6 |
1,245.2 |
|
S4 |
1,114.1 |
1,141.8 |
1,233.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,261.5 |
1,217.7 |
43.8 |
3.5% |
14.7 |
1.2% |
90% |
True |
False |
461 |
10 |
1,261.5 |
1,211.0 |
50.5 |
4.0% |
17.1 |
1.4% |
91% |
True |
False |
593 |
20 |
1,261.5 |
1,166.0 |
95.5 |
7.6% |
17.5 |
1.4% |
95% |
True |
False |
57,865 |
40 |
1,261.5 |
1,135.2 |
126.3 |
10.0% |
20.1 |
1.6% |
97% |
True |
False |
116,695 |
60 |
1,261.5 |
1,086.6 |
174.9 |
13.9% |
18.5 |
1.5% |
98% |
True |
False |
114,551 |
80 |
1,261.5 |
1,086.1 |
175.4 |
14.0% |
18.1 |
1.4% |
98% |
True |
False |
89,895 |
100 |
1,261.5 |
1,045.6 |
215.9 |
17.2% |
19.1 |
1.5% |
98% |
True |
False |
72,776 |
120 |
1,261.5 |
1,045.6 |
215.9 |
17.2% |
18.9 |
1.5% |
98% |
True |
False |
61,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.6 |
2.618 |
1,310.2 |
1.618 |
1,291.6 |
1.000 |
1,280.1 |
0.618 |
1,273.0 |
HIGH |
1,261.5 |
0.618 |
1,254.4 |
0.500 |
1,252.2 |
0.382 |
1,250.0 |
LOW |
1,242.9 |
0.618 |
1,231.4 |
1.000 |
1,224.3 |
1.618 |
1,212.8 |
2.618 |
1,194.2 |
4.250 |
1,163.9 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,255.5 |
1,253.1 |
PP |
1,253.9 |
1,249.1 |
S1 |
1,252.2 |
1,245.0 |
|