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 |
5,211.5 |
5,145.0 |
-66.5 |
-1.3% |
5,040.0 |
High |
5,217.5 |
5,280.5 |
63.0 |
1.2% |
5,201.0 |
Low |
5,142.0 |
5,145.0 |
3.0 |
0.1% |
4,970.0 |
Close |
5,197.5 |
5,215.0 |
17.5 |
0.3% |
5,161.5 |
Range |
75.5 |
135.5 |
60.0 |
79.5% |
231.0 |
ATR |
133.0 |
133.2 |
0.2 |
0.1% |
0.0 |
Volume |
147,073 |
261,930 |
114,857 |
78.1% |
723,910 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,620.0 |
5,553.0 |
5,289.5 |
|
R3 |
5,484.5 |
5,417.5 |
5,252.5 |
|
R2 |
5,349.0 |
5,349.0 |
5,240.0 |
|
R1 |
5,282.0 |
5,282.0 |
5,227.5 |
5,315.5 |
PP |
5,213.5 |
5,213.5 |
5,213.5 |
5,230.0 |
S1 |
5,146.5 |
5,146.5 |
5,202.5 |
5,180.0 |
S2 |
5,078.0 |
5,078.0 |
5,190.0 |
|
S3 |
4,942.5 |
5,011.0 |
5,177.5 |
|
S4 |
4,807.0 |
4,875.5 |
5,140.5 |
|
|
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 |
5,280.5 |
4,970.0 |
310.5 |
6.0% |
111.0 |
2.1% |
79% |
True |
False |
174,679 |
10 |
5,280.5 |
4,970.0 |
310.5 |
6.0% |
122.0 |
2.3% |
79% |
True |
False |
155,091 |
20 |
5,322.0 |
4,883.5 |
438.5 |
8.4% |
129.0 |
2.5% |
76% |
False |
False |
156,306 |
40 |
5,761.0 |
4,801.0 |
960.0 |
18.4% |
136.0 |
2.6% |
43% |
False |
False |
156,385 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.2% |
110.5 |
2.1% |
41% |
False |
False |
137,653 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.2% |
97.0 |
1.9% |
41% |
False |
False |
111,668 |
100 |
5,800.0 |
4,801.0 |
999.0 |
19.2% |
87.0 |
1.7% |
41% |
False |
False |
89,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,856.5 |
2.618 |
5,635.0 |
1.618 |
5,499.5 |
1.000 |
5,416.0 |
0.618 |
5,364.0 |
HIGH |
5,280.5 |
0.618 |
5,228.5 |
0.500 |
5,213.0 |
0.382 |
5,197.0 |
LOW |
5,145.0 |
0.618 |
5,061.5 |
1.000 |
5,009.5 |
1.618 |
4,926.0 |
2.618 |
4,790.5 |
4.250 |
4,569.0 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,214.0 |
5,209.0 |
PP |
5,213.5 |
5,203.5 |
S1 |
5,213.0 |
5,198.0 |
|