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 |
4,575.0 |
4,549.0 |
-26.0 |
-0.6% |
4,354.0 |
High |
4,584.0 |
4,567.0 |
-17.0 |
-0.4% |
4,519.0 |
Low |
4,548.0 |
4,549.0 |
1.0 |
0.0% |
4,303.0 |
Close |
4,561.0 |
4,552.0 |
-9.0 |
-0.2% |
4,514.0 |
Range |
36.0 |
18.0 |
-18.0 |
-50.0% |
216.0 |
ATR |
81.1 |
76.6 |
-4.5 |
-5.6% |
0.0 |
Volume |
83,786 |
6,587 |
-77,199 |
-92.1% |
208,089 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,610.0 |
4,599.0 |
4,561.9 |
|
R3 |
4,592.0 |
4,581.0 |
4,557.0 |
|
R2 |
4,574.0 |
4,574.0 |
4,555.3 |
|
R1 |
4,563.0 |
4,563.0 |
4,553.7 |
4,568.5 |
PP |
4,556.0 |
4,556.0 |
4,556.0 |
4,558.8 |
S1 |
4,545.0 |
4,545.0 |
4,550.4 |
4,550.5 |
S2 |
4,538.0 |
4,538.0 |
4,548.7 |
|
S3 |
4,520.0 |
4,527.0 |
4,547.1 |
|
S4 |
4,502.0 |
4,509.0 |
4,542.1 |
|
|
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 |
4,388.0 |
196.0 |
4.3% |
38.2 |
0.8% |
84% |
False |
False |
64,998 |
10 |
4,584.0 |
4,303.0 |
281.0 |
6.2% |
46.7 |
1.0% |
89% |
False |
False |
49,803 |
20 |
4,584.0 |
4,183.0 |
401.0 |
8.8% |
63.8 |
1.4% |
92% |
False |
False |
45,638 |
40 |
4,982.0 |
4,183.0 |
799.0 |
17.6% |
64.4 |
1.4% |
46% |
False |
False |
40,383 |
60 |
5,036.0 |
4,183.0 |
853.0 |
18.7% |
53.8 |
1.2% |
43% |
False |
False |
33,547 |
80 |
5,036.0 |
4,183.0 |
853.0 |
18.7% |
47.9 |
1.1% |
43% |
False |
False |
28,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,643.5 |
2.618 |
4,614.1 |
1.618 |
4,596.1 |
1.000 |
4,585.0 |
0.618 |
4,578.1 |
HIGH |
4,567.0 |
0.618 |
4,560.1 |
0.500 |
4,558.0 |
0.382 |
4,555.9 |
LOW |
4,549.0 |
0.618 |
4,537.9 |
1.000 |
4,531.0 |
1.618 |
4,519.9 |
2.618 |
4,501.9 |
4.250 |
4,472.5 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4,558.0 |
4,547.3 |
PP |
4,556.0 |
4,542.7 |
S1 |
4,554.0 |
4,538.0 |
|