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 |
1,236.1 |
1,231.6 |
-4.5 |
-0.4% |
1,221.1 |
High |
1,239.5 |
1,252.8 |
13.3 |
1.1% |
1,254.5 |
Low |
1,228.3 |
1,231.0 |
2.7 |
0.2% |
1,212.1 |
Close |
1,230.5 |
1,248.7 |
18.2 |
1.5% |
1,230.2 |
Range |
11.2 |
21.8 |
10.6 |
94.6% |
42.4 |
ATR |
19.9 |
20.1 |
0.2 |
0.9% |
0.0 |
Volume |
104,401 |
83,665 |
-20,736 |
-19.9% |
683,010 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.6 |
1,300.9 |
1,260.7 |
|
R3 |
1,287.8 |
1,279.1 |
1,254.7 |
|
R2 |
1,266.0 |
1,266.0 |
1,252.7 |
|
R1 |
1,257.3 |
1,257.3 |
1,250.7 |
1,261.7 |
PP |
1,244.2 |
1,244.2 |
1,244.2 |
1,246.3 |
S1 |
1,235.5 |
1,235.5 |
1,246.7 |
1,239.9 |
S2 |
1,222.4 |
1,222.4 |
1,244.7 |
|
S3 |
1,200.6 |
1,213.7 |
1,242.7 |
|
S4 |
1,178.8 |
1,191.9 |
1,236.7 |
|
|
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 |
1,252.8 |
1,217.5 |
35.3 |
2.8% |
16.6 |
1.3% |
88% |
True |
False |
96,830 |
10 |
1,254.5 |
1,198.1 |
56.4 |
4.5% |
20.0 |
1.6% |
90% |
False |
False |
116,390 |
20 |
1,254.5 |
1,168.0 |
86.5 |
6.9% |
19.2 |
1.5% |
93% |
False |
False |
101,520 |
40 |
1,254.5 |
1,133.5 |
121.0 |
9.7% |
20.7 |
1.7% |
95% |
False |
False |
57,003 |
60 |
1,254.5 |
1,087.8 |
166.7 |
13.3% |
18.5 |
1.5% |
97% |
False |
False |
38,649 |
80 |
1,254.5 |
1,087.8 |
166.7 |
13.3% |
17.8 |
1.4% |
97% |
False |
False |
29,475 |
100 |
1,254.5 |
1,050.0 |
204.5 |
16.4% |
18.0 |
1.4% |
97% |
False |
False |
23,817 |
120 |
1,254.5 |
1,050.0 |
204.5 |
16.4% |
17.3 |
1.4% |
97% |
False |
False |
20,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,345.5 |
2.618 |
1,309.9 |
1.618 |
1,288.1 |
1.000 |
1,274.6 |
0.618 |
1,266.3 |
HIGH |
1,252.8 |
0.618 |
1,244.5 |
0.500 |
1,241.9 |
0.382 |
1,239.3 |
LOW |
1,231.0 |
0.618 |
1,217.5 |
1.000 |
1,209.2 |
1.618 |
1,195.7 |
2.618 |
1,173.9 |
4.250 |
1,138.4 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,246.4 |
1,244.8 |
PP |
1,244.2 |
1,240.9 |
S1 |
1,241.9 |
1,237.0 |
|