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 |
5,240.0 |
5,261.5 |
21.5 |
0.4% |
5,211.5 |
High |
5,296.0 |
5,297.5 |
1.5 |
0.0% |
5,297.5 |
Low |
5,235.0 |
5,255.0 |
20.0 |
0.4% |
5,142.0 |
Close |
5,248.5 |
5,287.0 |
38.5 |
0.7% |
5,287.0 |
Range |
61.0 |
42.5 |
-18.5 |
-30.3% |
155.5 |
ATR |
124.0 |
118.6 |
-5.4 |
-4.3% |
0.0 |
Volume |
319,309 |
201,106 |
-118,203 |
-37.0% |
1,239,979 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,407.5 |
5,389.5 |
5,310.5 |
|
R3 |
5,365.0 |
5,347.0 |
5,298.5 |
|
R2 |
5,322.5 |
5,322.5 |
5,295.0 |
|
R1 |
5,304.5 |
5,304.5 |
5,291.0 |
5,313.5 |
PP |
5,280.0 |
5,280.0 |
5,280.0 |
5,284.0 |
S1 |
5,262.0 |
5,262.0 |
5,283.0 |
5,271.0 |
S2 |
5,237.5 |
5,237.5 |
5,279.0 |
|
S3 |
5,195.0 |
5,219.5 |
5,275.5 |
|
S4 |
5,152.5 |
5,177.0 |
5,263.5 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,708.5 |
5,653.5 |
5,372.5 |
|
R3 |
5,553.0 |
5,498.0 |
5,330.0 |
|
R2 |
5,397.5 |
5,397.5 |
5,315.5 |
|
R1 |
5,342.5 |
5,342.5 |
5,301.5 |
5,370.0 |
PP |
5,242.0 |
5,242.0 |
5,242.0 |
5,256.0 |
S1 |
5,187.0 |
5,187.0 |
5,272.5 |
5,214.5 |
S2 |
5,086.5 |
5,086.5 |
5,258.5 |
|
S3 |
4,931.0 |
5,031.5 |
5,244.0 |
|
S4 |
4,775.5 |
4,876.0 |
5,201.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,297.5 |
5,142.0 |
155.5 |
2.9% |
77.5 |
1.5% |
93% |
True |
False |
247,995 |
10 |
5,297.5 |
4,970.0 |
327.5 |
6.2% |
94.0 |
1.8% |
97% |
True |
False |
196,388 |
20 |
5,297.5 |
4,883.5 |
414.0 |
7.8% |
112.5 |
2.1% |
97% |
True |
False |
173,674 |
40 |
5,761.0 |
4,801.0 |
960.0 |
18.2% |
135.5 |
2.6% |
51% |
False |
False |
168,223 |
60 |
5,800.0 |
4,801.0 |
999.0 |
18.9% |
110.0 |
2.1% |
49% |
False |
False |
144,463 |
80 |
5,800.0 |
4,801.0 |
999.0 |
18.9% |
97.0 |
1.8% |
49% |
False |
False |
122,050 |
100 |
5,800.0 |
4,801.0 |
999.0 |
18.9% |
89.0 |
1.7% |
49% |
False |
False |
97,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,478.0 |
2.618 |
5,409.0 |
1.618 |
5,366.5 |
1.000 |
5,340.0 |
0.618 |
5,324.0 |
HIGH |
5,297.5 |
0.618 |
5,281.5 |
0.500 |
5,276.0 |
0.382 |
5,271.0 |
LOW |
5,255.0 |
0.618 |
5,228.5 |
1.000 |
5,212.5 |
1.618 |
5,186.0 |
2.618 |
5,143.5 |
4.250 |
5,074.5 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,283.5 |
5,276.0 |
PP |
5,280.0 |
5,265.0 |
S1 |
5,276.0 |
5,254.0 |
|