Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,231.6 |
1,247.6 |
16.0 |
1.3% |
1,229.3 |
High |
1,252.8 |
1,263.7 |
10.9 |
0.9% |
1,263.7 |
Low |
1,231.0 |
1,243.1 |
12.1 |
1.0% |
1,217.5 |
Close |
1,248.7 |
1,258.3 |
9.6 |
0.8% |
1,258.3 |
Range |
21.8 |
20.6 |
-1.2 |
-5.5% |
46.2 |
ATR |
20.1 |
20.1 |
0.0 |
0.2% |
0.0 |
Volume |
83,665 |
140,087 |
56,422 |
67.4% |
505,552 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.8 |
1,308.2 |
1,269.6 |
|
R3 |
1,296.2 |
1,287.6 |
1,264.0 |
|
R2 |
1,275.6 |
1,275.6 |
1,262.1 |
|
R1 |
1,267.0 |
1,267.0 |
1,260.2 |
1,271.3 |
PP |
1,255.0 |
1,255.0 |
1,255.0 |
1,257.2 |
S1 |
1,246.4 |
1,246.4 |
1,256.4 |
1,250.7 |
S2 |
1,234.4 |
1,234.4 |
1,254.5 |
|
S3 |
1,213.8 |
1,225.8 |
1,252.6 |
|
S4 |
1,193.2 |
1,205.2 |
1,247.0 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.1 |
1,367.9 |
1,283.7 |
|
R3 |
1,338.9 |
1,321.7 |
1,271.0 |
|
R2 |
1,292.7 |
1,292.7 |
1,266.8 |
|
R1 |
1,275.5 |
1,275.5 |
1,262.5 |
1,284.1 |
PP |
1,246.5 |
1,246.5 |
1,246.5 |
1,250.8 |
S1 |
1,229.3 |
1,229.3 |
1,254.1 |
1,237.9 |
S2 |
1,200.3 |
1,200.3 |
1,249.8 |
|
S3 |
1,154.1 |
1,183.1 |
1,245.6 |
|
S4 |
1,107.9 |
1,136.9 |
1,232.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,263.7 |
1,217.5 |
46.2 |
3.7% |
17.9 |
1.4% |
88% |
True |
False |
101,110 |
10 |
1,263.7 |
1,212.1 |
51.6 |
4.1% |
19.7 |
1.6% |
90% |
True |
False |
118,856 |
20 |
1,263.7 |
1,168.0 |
95.7 |
7.6% |
19.1 |
1.5% |
94% |
True |
False |
106,962 |
40 |
1,263.7 |
1,137.0 |
126.7 |
10.1% |
20.8 |
1.7% |
96% |
True |
False |
60,466 |
60 |
1,263.7 |
1,088.5 |
175.2 |
13.9% |
18.5 |
1.5% |
97% |
True |
False |
40,953 |
80 |
1,263.7 |
1,087.8 |
175.9 |
14.0% |
17.8 |
1.4% |
97% |
True |
False |
31,215 |
100 |
1,263.7 |
1,050.0 |
213.7 |
17.0% |
18.0 |
1.4% |
97% |
True |
False |
25,215 |
120 |
1,263.7 |
1,050.0 |
213.7 |
17.0% |
17.4 |
1.4% |
97% |
True |
False |
21,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.3 |
2.618 |
1,317.6 |
1.618 |
1,297.0 |
1.000 |
1,284.3 |
0.618 |
1,276.4 |
HIGH |
1,263.7 |
0.618 |
1,255.8 |
0.500 |
1,253.4 |
0.382 |
1,251.0 |
LOW |
1,243.1 |
0.618 |
1,230.4 |
1.000 |
1,222.5 |
1.618 |
1,209.8 |
2.618 |
1,189.2 |
4.250 |
1,155.6 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,256.7 |
1,254.2 |
PP |
1,255.0 |
1,250.1 |
S1 |
1,253.4 |
1,246.0 |
|