Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,218.8 |
1,229.3 |
10.5 |
0.9% |
1,221.1 |
High |
1,232.4 |
1,235.9 |
3.5 |
0.3% |
1,254.5 |
Low |
1,218.1 |
1,217.5 |
-0.6 |
0.0% |
1,212.1 |
Close |
1,230.2 |
1,224.5 |
-5.7 |
-0.5% |
1,230.2 |
Range |
14.3 |
18.4 |
4.1 |
28.7% |
42.4 |
ATR |
21.0 |
20.8 |
-0.2 |
-0.9% |
0.0 |
Volume |
118,687 |
80,168 |
-38,519 |
-32.5% |
683,010 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.2 |
1,271.2 |
1,234.6 |
|
R3 |
1,262.8 |
1,252.8 |
1,229.6 |
|
R2 |
1,244.4 |
1,244.4 |
1,227.9 |
|
R1 |
1,234.4 |
1,234.4 |
1,226.2 |
1,230.2 |
PP |
1,226.0 |
1,226.0 |
1,226.0 |
1,223.9 |
S1 |
1,216.0 |
1,216.0 |
1,222.8 |
1,211.8 |
S2 |
1,207.6 |
1,207.6 |
1,221.1 |
|
S3 |
1,189.2 |
1,197.6 |
1,219.4 |
|
S4 |
1,170.8 |
1,179.2 |
1,214.4 |
|
|
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 |
1,216.2 |
38.3 |
3.1% |
18.3 |
1.5% |
22% |
False |
False |
124,649 |
10 |
1,254.5 |
1,198.1 |
56.4 |
4.6% |
20.7 |
1.7% |
47% |
False |
False |
117,226 |
20 |
1,254.5 |
1,168.0 |
86.5 |
7.1% |
21.0 |
1.7% |
65% |
False |
False |
90,371 |
40 |
1,254.5 |
1,125.9 |
128.6 |
10.5% |
20.4 |
1.7% |
77% |
False |
False |
50,122 |
60 |
1,254.5 |
1,087.8 |
166.7 |
13.6% |
18.6 |
1.5% |
82% |
False |
False |
33,976 |
80 |
1,254.5 |
1,087.8 |
166.7 |
13.6% |
18.0 |
1.5% |
82% |
False |
False |
25,946 |
100 |
1,254.5 |
1,050.0 |
204.5 |
16.7% |
17.9 |
1.5% |
85% |
False |
False |
20,986 |
120 |
1,254.5 |
1,050.0 |
204.5 |
16.7% |
17.4 |
1.4% |
85% |
False |
False |
17,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,314.1 |
2.618 |
1,284.1 |
1.618 |
1,265.7 |
1.000 |
1,254.3 |
0.618 |
1,247.3 |
HIGH |
1,235.9 |
0.618 |
1,228.9 |
0.500 |
1,226.7 |
0.382 |
1,224.5 |
LOW |
1,217.5 |
0.618 |
1,206.1 |
1.000 |
1,199.1 |
1.618 |
1,187.7 |
2.618 |
1,169.3 |
4.250 |
1,139.3 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,226.7 |
1,226.1 |
PP |
1,226.0 |
1,225.6 |
S1 |
1,225.2 |
1,225.0 |
|