Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4,527.0 |
4,575.0 |
48.0 |
1.1% |
4,354.0 |
High |
4,527.0 |
4,584.0 |
57.0 |
1.3% |
4,519.0 |
Low |
4,492.0 |
4,548.0 |
56.0 |
1.2% |
4,303.0 |
Close |
4,522.0 |
4,561.0 |
39.0 |
0.9% |
4,514.0 |
Range |
35.0 |
36.0 |
1.0 |
2.9% |
216.0 |
ATR |
82.6 |
81.1 |
-1.5 |
-1.8% |
0.0 |
Volume |
141,225 |
83,786 |
-57,439 |
-40.7% |
208,089 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,672.3 |
4,652.7 |
4,580.8 |
|
R3 |
4,636.3 |
4,616.7 |
4,570.9 |
|
R2 |
4,600.3 |
4,600.3 |
4,567.6 |
|
R1 |
4,580.7 |
4,580.7 |
4,564.3 |
4,572.5 |
PP |
4,564.3 |
4,564.3 |
4,564.3 |
4,560.3 |
S1 |
4,544.7 |
4,544.7 |
4,557.7 |
4,536.5 |
S2 |
4,528.3 |
4,528.3 |
4,554.4 |
|
S3 |
4,492.3 |
4,508.7 |
4,551.1 |
|
S4 |
4,456.3 |
4,472.7 |
4,541.2 |
|
|
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 |
4,584.0 |
4,357.0 |
227.0 |
5.0% |
45.8 |
1.0% |
90% |
True |
False |
69,581 |
10 |
4,584.0 |
4,303.0 |
281.0 |
6.2% |
51.0 |
1.1% |
92% |
True |
False |
53,135 |
20 |
4,584.0 |
4,183.0 |
401.0 |
8.8% |
65.8 |
1.4% |
94% |
True |
False |
47,496 |
40 |
4,982.0 |
4,183.0 |
799.0 |
17.5% |
64.7 |
1.4% |
47% |
False |
False |
40,615 |
60 |
5,036.0 |
4,183.0 |
853.0 |
18.7% |
53.9 |
1.2% |
44% |
False |
False |
33,704 |
80 |
5,036.0 |
4,183.0 |
853.0 |
18.7% |
48.2 |
1.1% |
44% |
False |
False |
28,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,737.0 |
2.618 |
4,678.2 |
1.618 |
4,642.2 |
1.000 |
4,620.0 |
0.618 |
4,606.2 |
HIGH |
4,584.0 |
0.618 |
4,570.2 |
0.500 |
4,566.0 |
0.382 |
4,561.8 |
LOW |
4,548.0 |
0.618 |
4,525.8 |
1.000 |
4,512.0 |
1.618 |
4,489.8 |
2.618 |
4,453.8 |
4.250 |
4,395.0 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4,566.0 |
4,551.7 |
PP |
4,564.3 |
4,542.3 |
S1 |
4,562.7 |
4,533.0 |
|