Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4,501.0 |
4,527.0 |
26.0 |
0.6% |
4,354.0 |
High |
4,519.0 |
4,527.0 |
8.0 |
0.2% |
4,519.0 |
Low |
4,482.0 |
4,492.0 |
10.0 |
0.2% |
4,303.0 |
Close |
4,514.0 |
4,522.0 |
8.0 |
0.2% |
4,514.0 |
Range |
37.0 |
35.0 |
-2.0 |
-5.4% |
216.0 |
ATR |
86.2 |
82.6 |
-3.7 |
-4.2% |
0.0 |
Volume |
53,885 |
141,225 |
87,340 |
162.1% |
208,089 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,618.7 |
4,605.3 |
4,541.3 |
|
R3 |
4,583.7 |
4,570.3 |
4,531.6 |
|
R2 |
4,548.7 |
4,548.7 |
4,528.4 |
|
R1 |
4,535.3 |
4,535.3 |
4,525.2 |
4,524.5 |
PP |
4,513.7 |
4,513.7 |
4,513.7 |
4,508.3 |
S1 |
4,500.3 |
4,500.3 |
4,518.8 |
4,489.5 |
S2 |
4,478.7 |
4,478.7 |
4,515.6 |
|
S3 |
4,443.7 |
4,465.3 |
4,512.4 |
|
S4 |
4,408.7 |
4,430.3 |
4,502.8 |
|
|
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 |
4,527.0 |
4,318.0 |
209.0 |
4.6% |
54.4 |
1.2% |
98% |
True |
False |
61,284 |
10 |
4,527.0 |
4,303.0 |
224.0 |
5.0% |
51.6 |
1.1% |
98% |
True |
False |
48,059 |
20 |
4,538.0 |
4,183.0 |
355.0 |
7.9% |
68.2 |
1.5% |
95% |
False |
False |
45,182 |
40 |
4,982.0 |
4,183.0 |
799.0 |
17.7% |
64.6 |
1.4% |
42% |
False |
False |
39,080 |
60 |
5,036.0 |
4,183.0 |
853.0 |
18.9% |
53.9 |
1.2% |
40% |
False |
False |
32,741 |
80 |
5,036.0 |
4,183.0 |
853.0 |
18.9% |
47.8 |
1.1% |
40% |
False |
False |
27,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,675.8 |
2.618 |
4,618.6 |
1.618 |
4,583.6 |
1.000 |
4,562.0 |
0.618 |
4,548.6 |
HIGH |
4,527.0 |
0.618 |
4,513.6 |
0.500 |
4,509.5 |
0.382 |
4,505.4 |
LOW |
4,492.0 |
0.618 |
4,470.4 |
1.000 |
4,457.0 |
1.618 |
4,435.4 |
2.618 |
4,400.4 |
4.250 |
4,343.3 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4,517.8 |
4,500.5 |
PP |
4,513.7 |
4,479.0 |
S1 |
4,509.5 |
4,457.5 |
|