Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5,258.5 |
5,240.0 |
-18.5 |
-0.4% |
5,040.0 |
High |
5,283.0 |
5,296.0 |
13.0 |
0.2% |
5,201.0 |
Low |
5,210.5 |
5,235.0 |
24.5 |
0.5% |
4,970.0 |
Close |
5,241.5 |
5,248.5 |
7.0 |
0.1% |
5,161.5 |
Range |
72.5 |
61.0 |
-11.5 |
-15.9% |
231.0 |
ATR |
128.8 |
124.0 |
-4.8 |
-3.8% |
0.0 |
Volume |
310,561 |
319,309 |
8,748 |
2.8% |
723,910 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,443.0 |
5,406.5 |
5,282.0 |
|
R3 |
5,382.0 |
5,345.5 |
5,265.5 |
|
R2 |
5,321.0 |
5,321.0 |
5,259.5 |
|
R1 |
5,284.5 |
5,284.5 |
5,254.0 |
5,303.0 |
PP |
5,260.0 |
5,260.0 |
5,260.0 |
5,269.0 |
S1 |
5,223.5 |
5,223.5 |
5,243.0 |
5,242.0 |
S2 |
5,199.0 |
5,199.0 |
5,237.5 |
|
S3 |
5,138.0 |
5,162.5 |
5,231.5 |
|
S4 |
5,077.0 |
5,101.5 |
5,215.0 |
|
|
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 |
5,296.0 |
5,115.0 |
181.0 |
3.4% |
86.0 |
1.6% |
74% |
True |
False |
240,386 |
10 |
5,296.0 |
4,970.0 |
326.0 |
6.2% |
111.5 |
2.1% |
85% |
True |
False |
188,416 |
20 |
5,296.0 |
4,883.5 |
412.5 |
7.9% |
122.5 |
2.3% |
88% |
True |
False |
173,497 |
40 |
5,761.0 |
4,801.0 |
960.0 |
18.3% |
136.5 |
2.6% |
47% |
False |
False |
165,822 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.0% |
110.5 |
2.1% |
45% |
False |
False |
143,947 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.0% |
96.5 |
1.8% |
45% |
False |
False |
119,536 |
100 |
5,800.0 |
4,801.0 |
999.0 |
19.0% |
88.5 |
1.7% |
45% |
False |
False |
95,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,555.0 |
2.618 |
5,455.5 |
1.618 |
5,394.5 |
1.000 |
5,357.0 |
0.618 |
5,333.5 |
HIGH |
5,296.0 |
0.618 |
5,272.5 |
0.500 |
5,265.5 |
0.382 |
5,258.5 |
LOW |
5,235.0 |
0.618 |
5,197.5 |
1.000 |
5,174.0 |
1.618 |
5,136.5 |
2.618 |
5,075.5 |
4.250 |
4,976.0 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,265.5 |
5,239.0 |
PP |
5,260.0 |
5,230.0 |
S1 |
5,254.0 |
5,220.5 |
|