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 |
5,136.0 |
5,211.5 |
75.5 |
1.5% |
5,040.0 |
High |
5,201.0 |
5,217.5 |
16.5 |
0.3% |
5,201.0 |
Low |
5,115.0 |
5,142.0 |
27.0 |
0.5% |
4,970.0 |
Close |
5,161.5 |
5,197.5 |
36.0 |
0.7% |
5,161.5 |
Range |
86.0 |
75.5 |
-10.5 |
-12.2% |
231.0 |
ATR |
137.4 |
133.0 |
-4.4 |
-3.2% |
0.0 |
Volume |
163,057 |
147,073 |
-15,984 |
-9.8% |
723,910 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,412.0 |
5,380.5 |
5,239.0 |
|
R3 |
5,336.5 |
5,305.0 |
5,218.5 |
|
R2 |
5,261.0 |
5,261.0 |
5,211.5 |
|
R1 |
5,229.5 |
5,229.5 |
5,204.5 |
5,207.5 |
PP |
5,185.5 |
5,185.5 |
5,185.5 |
5,175.0 |
S1 |
5,154.0 |
5,154.0 |
5,190.5 |
5,132.0 |
S2 |
5,110.0 |
5,110.0 |
5,183.5 |
|
S3 |
5,034.5 |
5,078.5 |
5,176.5 |
|
S4 |
4,959.0 |
5,003.0 |
5,156.0 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,804.0 |
5,713.5 |
5,288.5 |
|
R3 |
5,573.0 |
5,482.5 |
5,225.0 |
|
R2 |
5,342.0 |
5,342.0 |
5,204.0 |
|
R1 |
5,251.5 |
5,251.5 |
5,182.5 |
5,297.0 |
PP |
5,111.0 |
5,111.0 |
5,111.0 |
5,133.5 |
S1 |
5,020.5 |
5,020.5 |
5,140.5 |
5,066.0 |
S2 |
4,880.0 |
4,880.0 |
5,119.0 |
|
S3 |
4,649.0 |
4,789.5 |
5,098.0 |
|
S4 |
4,418.0 |
4,558.5 |
5,034.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,217.5 |
4,970.0 |
247.5 |
4.8% |
104.0 |
2.0% |
92% |
True |
False |
147,024 |
10 |
5,264.0 |
4,970.0 |
294.0 |
5.7% |
120.5 |
2.3% |
77% |
False |
False |
128,898 |
20 |
5,322.0 |
4,883.5 |
438.5 |
8.4% |
128.0 |
2.5% |
72% |
False |
False |
151,287 |
40 |
5,800.0 |
4,801.0 |
999.0 |
19.2% |
135.5 |
2.6% |
40% |
False |
False |
151,621 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.2% |
108.5 |
2.1% |
40% |
False |
False |
137,478 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.2% |
95.5 |
1.8% |
40% |
False |
False |
108,394 |
100 |
5,800.0 |
4,801.0 |
999.0 |
19.2% |
85.5 |
1.6% |
40% |
False |
False |
86,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,538.5 |
2.618 |
5,415.0 |
1.618 |
5,339.5 |
1.000 |
5,293.0 |
0.618 |
5,264.0 |
HIGH |
5,217.5 |
0.618 |
5,188.5 |
0.500 |
5,180.0 |
0.382 |
5,171.0 |
LOW |
5,142.0 |
0.618 |
5,095.5 |
1.000 |
5,066.5 |
1.618 |
5,020.0 |
2.618 |
4,944.5 |
4.250 |
4,821.0 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,191.5 |
5,170.5 |
PP |
5,185.5 |
5,143.5 |
S1 |
5,180.0 |
5,116.5 |
|