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 |
1,234.4 |
1,218.8 |
-15.6 |
-1.3% |
1,221.1 |
High |
1,236.0 |
1,232.4 |
-3.6 |
-0.3% |
1,254.5 |
Low |
1,216.2 |
1,218.1 |
1.9 |
0.2% |
1,212.1 |
Close |
1,222.2 |
1,230.2 |
8.0 |
0.7% |
1,230.2 |
Range |
19.8 |
14.3 |
-5.5 |
-27.8% |
42.4 |
ATR |
21.5 |
21.0 |
-0.5 |
-2.4% |
0.0 |
Volume |
125,493 |
118,687 |
-6,806 |
-5.4% |
683,010 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.8 |
1,264.3 |
1,238.1 |
|
R3 |
1,255.5 |
1,250.0 |
1,234.1 |
|
R2 |
1,241.2 |
1,241.2 |
1,232.8 |
|
R1 |
1,235.7 |
1,235.7 |
1,231.5 |
1,238.5 |
PP |
1,226.9 |
1,226.9 |
1,226.9 |
1,228.3 |
S1 |
1,221.4 |
1,221.4 |
1,228.9 |
1,224.2 |
S2 |
1,212.6 |
1,212.6 |
1,227.6 |
|
S3 |
1,198.3 |
1,207.1 |
1,226.3 |
|
S4 |
1,184.0 |
1,192.8 |
1,222.3 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.5 |
1,337.2 |
1,253.5 |
|
R3 |
1,317.1 |
1,294.8 |
1,241.9 |
|
R2 |
1,274.7 |
1,274.7 |
1,238.0 |
|
R1 |
1,252.4 |
1,252.4 |
1,234.1 |
1,263.6 |
PP |
1,232.3 |
1,232.3 |
1,232.3 |
1,237.8 |
S1 |
1,210.0 |
1,210.0 |
1,226.3 |
1,221.2 |
S2 |
1,189.9 |
1,189.9 |
1,222.4 |
|
S3 |
1,147.5 |
1,167.6 |
1,218.5 |
|
S4 |
1,105.1 |
1,125.2 |
1,206.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,254.5 |
1,212.1 |
42.4 |
3.4% |
21.5 |
1.8% |
43% |
False |
False |
136,602 |
10 |
1,254.5 |
1,198.1 |
56.4 |
4.6% |
20.2 |
1.6% |
57% |
False |
False |
123,036 |
20 |
1,254.5 |
1,168.0 |
86.5 |
7.0% |
21.7 |
1.8% |
72% |
False |
False |
87,486 |
40 |
1,254.5 |
1,125.9 |
128.6 |
10.5% |
20.7 |
1.7% |
81% |
False |
False |
48,203 |
60 |
1,254.5 |
1,087.8 |
166.7 |
13.6% |
18.4 |
1.5% |
85% |
False |
False |
32,660 |
80 |
1,254.5 |
1,087.8 |
166.7 |
13.6% |
18.1 |
1.5% |
85% |
False |
False |
24,967 |
100 |
1,254.5 |
1,050.0 |
204.5 |
16.6% |
18.0 |
1.5% |
88% |
False |
False |
20,194 |
120 |
1,254.5 |
1,050.0 |
204.5 |
16.6% |
17.3 |
1.4% |
88% |
False |
False |
16,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,293.2 |
2.618 |
1,269.8 |
1.618 |
1,255.5 |
1.000 |
1,246.7 |
0.618 |
1,241.2 |
HIGH |
1,232.4 |
0.618 |
1,226.9 |
0.500 |
1,225.3 |
0.382 |
1,223.6 |
LOW |
1,218.1 |
0.618 |
1,209.3 |
1.000 |
1,203.8 |
1.618 |
1,195.0 |
2.618 |
1,180.7 |
4.250 |
1,157.3 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,228.6 |
1,229.9 |
PP |
1,226.9 |
1,229.7 |
S1 |
1,225.3 |
1,229.4 |
|