Trading Metrics calculated at close of trading on 21-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,247.6 |
1,261.2 |
13.6 |
1.1% |
1,229.3 |
High |
1,263.7 |
1,266.5 |
2.8 |
0.2% |
1,263.7 |
Low |
1,243.1 |
1,231.6 |
-11.5 |
-0.9% |
1,217.5 |
Close |
1,258.3 |
1,240.7 |
-17.6 |
-1.4% |
1,258.3 |
Range |
20.6 |
34.9 |
14.3 |
69.4% |
46.2 |
ATR |
20.1 |
21.2 |
1.1 |
5.2% |
0.0 |
Volume |
140,087 |
115,423 |
-24,664 |
-17.6% |
505,552 |
|
Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.0 |
1,330.7 |
1,259.9 |
|
R3 |
1,316.1 |
1,295.8 |
1,250.3 |
|
R2 |
1,281.2 |
1,281.2 |
1,247.1 |
|
R1 |
1,260.9 |
1,260.9 |
1,243.9 |
1,253.6 |
PP |
1,246.3 |
1,246.3 |
1,246.3 |
1,242.6 |
S1 |
1,226.0 |
1,226.0 |
1,237.5 |
1,218.7 |
S2 |
1,211.4 |
1,211.4 |
1,234.3 |
|
S3 |
1,176.5 |
1,191.1 |
1,231.1 |
|
S4 |
1,141.6 |
1,156.2 |
1,221.5 |
|
|
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 |
1,266.5 |
1,221.1 |
45.4 |
3.7% |
21.2 |
1.7% |
43% |
True |
False |
108,161 |
10 |
1,266.5 |
1,216.2 |
50.3 |
4.1% |
19.7 |
1.6% |
49% |
True |
False |
116,405 |
20 |
1,266.5 |
1,178.6 |
87.9 |
7.1% |
19.8 |
1.6% |
71% |
True |
False |
111,171 |
40 |
1,266.5 |
1,148.3 |
118.2 |
9.5% |
21.1 |
1.7% |
78% |
True |
False |
63,293 |
60 |
1,266.5 |
1,091.0 |
175.5 |
14.1% |
19.0 |
1.5% |
85% |
True |
False |
42,861 |
80 |
1,266.5 |
1,087.8 |
178.7 |
14.4% |
18.0 |
1.5% |
86% |
True |
False |
32,646 |
100 |
1,266.5 |
1,050.0 |
216.5 |
17.4% |
18.2 |
1.5% |
88% |
True |
False |
26,367 |
120 |
1,266.5 |
1,050.0 |
216.5 |
17.4% |
17.7 |
1.4% |
88% |
True |
False |
22,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,414.8 |
2.618 |
1,357.9 |
1.618 |
1,323.0 |
1.000 |
1,301.4 |
0.618 |
1,288.1 |
HIGH |
1,266.5 |
0.618 |
1,253.2 |
0.500 |
1,249.1 |
0.382 |
1,244.9 |
LOW |
1,231.6 |
0.618 |
1,210.0 |
1.000 |
1,196.7 |
1.618 |
1,175.1 |
2.618 |
1,140.2 |
4.250 |
1,083.3 |
|
|
Fisher Pivots for day following 21-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,249.1 |
1,248.8 |
PP |
1,246.3 |
1,246.1 |
S1 |
1,243.5 |
1,243.4 |
|