Trading Metrics calculated at close of trading on 11-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4,390.0 |
4,501.0 |
111.0 |
2.5% |
4,354.0 |
High |
4,453.0 |
4,519.0 |
66.0 |
1.5% |
4,519.0 |
Low |
4,388.0 |
4,482.0 |
94.0 |
2.1% |
4,303.0 |
Close |
4,441.0 |
4,514.0 |
73.0 |
1.6% |
4,514.0 |
Range |
65.0 |
37.0 |
-28.0 |
-43.1% |
216.0 |
ATR |
86.9 |
86.2 |
-0.6 |
-0.7% |
0.0 |
Volume |
39,511 |
53,885 |
14,374 |
36.4% |
208,089 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,616.0 |
4,602.0 |
4,534.4 |
|
R3 |
4,579.0 |
4,565.0 |
4,524.2 |
|
R2 |
4,542.0 |
4,542.0 |
4,520.8 |
|
R1 |
4,528.0 |
4,528.0 |
4,517.4 |
4,535.0 |
PP |
4,505.0 |
4,505.0 |
4,505.0 |
4,508.5 |
S1 |
4,491.0 |
4,491.0 |
4,510.6 |
4,498.0 |
S2 |
4,468.0 |
4,468.0 |
4,507.2 |
|
S3 |
4,431.0 |
4,454.0 |
4,503.8 |
|
S4 |
4,394.0 |
4,417.0 |
4,493.7 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,093.3 |
5,019.7 |
4,632.8 |
|
R3 |
4,877.3 |
4,803.7 |
4,573.4 |
|
R2 |
4,661.3 |
4,661.3 |
4,553.6 |
|
R1 |
4,587.7 |
4,587.7 |
4,533.8 |
4,624.5 |
PP |
4,445.3 |
4,445.3 |
4,445.3 |
4,463.8 |
S1 |
4,371.7 |
4,371.7 |
4,494.2 |
4,408.5 |
S2 |
4,229.3 |
4,229.3 |
4,474.4 |
|
S3 |
4,013.3 |
4,155.7 |
4,454.6 |
|
S4 |
3,797.3 |
3,939.7 |
4,395.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,519.0 |
4,303.0 |
216.0 |
4.8% |
57.6 |
1.3% |
98% |
True |
False |
41,617 |
10 |
4,519.0 |
4,303.0 |
216.0 |
4.8% |
52.0 |
1.2% |
98% |
True |
False |
36,839 |
20 |
4,552.0 |
4,183.0 |
369.0 |
8.2% |
70.7 |
1.6% |
90% |
False |
False |
40,135 |
40 |
5,017.0 |
4,183.0 |
834.0 |
18.5% |
64.5 |
1.4% |
40% |
False |
False |
35,995 |
60 |
5,036.0 |
4,183.0 |
853.0 |
18.9% |
54.1 |
1.2% |
39% |
False |
False |
31,552 |
80 |
5,036.0 |
4,183.0 |
853.0 |
18.9% |
47.5 |
1.1% |
39% |
False |
False |
25,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,676.3 |
2.618 |
4,615.9 |
1.618 |
4,578.9 |
1.000 |
4,556.0 |
0.618 |
4,541.9 |
HIGH |
4,519.0 |
0.618 |
4,504.9 |
0.500 |
4,500.5 |
0.382 |
4,496.1 |
LOW |
4,482.0 |
0.618 |
4,459.1 |
1.000 |
4,445.0 |
1.618 |
4,422.1 |
2.618 |
4,385.1 |
4.250 |
4,324.8 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4,509.5 |
4,488.7 |
PP |
4,505.0 |
4,463.3 |
S1 |
4,500.5 |
4,438.0 |
|