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 |
1,223.0 |
1,236.1 |
13.1 |
1.1% |
1,221.1 |
High |
1,238.5 |
1,239.5 |
1.0 |
0.1% |
1,254.5 |
Low |
1,221.1 |
1,228.3 |
7.2 |
0.6% |
1,212.1 |
Close |
1,234.4 |
1,230.5 |
-3.9 |
-0.3% |
1,230.2 |
Range |
17.4 |
11.2 |
-6.2 |
-35.6% |
42.4 |
ATR |
20.6 |
19.9 |
-0.7 |
-3.3% |
0.0 |
Volume |
97,231 |
104,401 |
7,170 |
7.4% |
683,010 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.4 |
1,259.6 |
1,236.7 |
|
R3 |
1,255.2 |
1,248.4 |
1,233.6 |
|
R2 |
1,244.0 |
1,244.0 |
1,232.6 |
|
R1 |
1,237.2 |
1,237.2 |
1,231.5 |
1,235.0 |
PP |
1,232.8 |
1,232.8 |
1,232.8 |
1,231.7 |
S1 |
1,226.0 |
1,226.0 |
1,229.5 |
1,223.8 |
S2 |
1,221.6 |
1,221.6 |
1,228.4 |
|
S3 |
1,210.4 |
1,214.8 |
1,227.4 |
|
S4 |
1,199.2 |
1,203.6 |
1,224.3 |
|
|
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 |
1,239.5 |
1,216.2 |
23.3 |
1.9% |
16.2 |
1.3% |
61% |
True |
False |
105,196 |
10 |
1,254.5 |
1,198.1 |
56.4 |
4.6% |
20.2 |
1.6% |
57% |
False |
False |
117,048 |
20 |
1,254.5 |
1,168.0 |
86.5 |
7.0% |
20.2 |
1.6% |
72% |
False |
False |
98,348 |
40 |
1,254.5 |
1,133.5 |
121.0 |
9.8% |
20.5 |
1.7% |
80% |
False |
False |
55,061 |
60 |
1,254.5 |
1,087.8 |
166.7 |
13.5% |
18.4 |
1.5% |
86% |
False |
False |
37,271 |
80 |
1,254.5 |
1,087.8 |
166.7 |
13.5% |
17.8 |
1.4% |
86% |
False |
False |
28,438 |
100 |
1,254.5 |
1,050.0 |
204.5 |
16.6% |
17.8 |
1.4% |
88% |
False |
False |
22,989 |
120 |
1,254.5 |
1,050.0 |
204.5 |
16.6% |
17.3 |
1.4% |
88% |
False |
False |
19,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.1 |
2.618 |
1,268.8 |
1.618 |
1,257.6 |
1.000 |
1,250.7 |
0.618 |
1,246.4 |
HIGH |
1,239.5 |
0.618 |
1,235.2 |
0.500 |
1,233.9 |
0.382 |
1,232.6 |
LOW |
1,228.3 |
0.618 |
1,221.4 |
1.000 |
1,217.1 |
1.618 |
1,210.2 |
2.618 |
1,199.0 |
4.250 |
1,180.7 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,233.9 |
1,229.8 |
PP |
1,232.8 |
1,229.2 |
S1 |
1,231.6 |
1,228.5 |
|