Trading Metrics calculated at close of trading on 22-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,261.2 |
1,233.3 |
-27.9 |
-2.2% |
1,229.3 |
High |
1,266.5 |
1,244.0 |
-22.5 |
-1.8% |
1,263.7 |
Low |
1,231.6 |
1,233.0 |
1.4 |
0.1% |
1,217.5 |
Close |
1,240.7 |
1,240.8 |
0.1 |
0.0% |
1,258.3 |
Range |
34.9 |
11.0 |
-23.9 |
-68.5% |
46.2 |
ATR |
21.2 |
20.5 |
-0.7 |
-3.4% |
0.0 |
Volume |
115,423 |
154,610 |
39,187 |
34.0% |
505,552 |
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.3 |
1,267.5 |
1,246.9 |
|
R3 |
1,261.3 |
1,256.5 |
1,243.8 |
|
R2 |
1,250.3 |
1,250.3 |
1,242.8 |
|
R1 |
1,245.5 |
1,245.5 |
1,241.8 |
1,247.9 |
PP |
1,239.3 |
1,239.3 |
1,239.3 |
1,240.5 |
S1 |
1,234.5 |
1,234.5 |
1,239.8 |
1,236.9 |
S2 |
1,228.3 |
1,228.3 |
1,238.8 |
|
S3 |
1,217.3 |
1,223.5 |
1,237.8 |
|
S4 |
1,206.3 |
1,212.5 |
1,234.8 |
|
|
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 |
1,228.3 |
38.2 |
3.1% |
19.9 |
1.6% |
33% |
False |
False |
119,637 |
10 |
1,266.5 |
1,216.2 |
50.3 |
4.1% |
18.9 |
1.5% |
49% |
False |
False |
116,368 |
20 |
1,266.5 |
1,186.9 |
79.6 |
6.4% |
19.3 |
1.6% |
68% |
False |
False |
117,476 |
40 |
1,266.5 |
1,148.3 |
118.2 |
9.5% |
21.2 |
1.7% |
78% |
False |
False |
67,057 |
60 |
1,266.5 |
1,104.3 |
162.2 |
13.1% |
18.8 |
1.5% |
84% |
False |
False |
45,420 |
80 |
1,266.5 |
1,087.8 |
178.7 |
14.4% |
18.0 |
1.4% |
86% |
False |
False |
34,567 |
100 |
1,266.5 |
1,050.0 |
216.5 |
17.4% |
18.2 |
1.5% |
88% |
False |
False |
27,911 |
120 |
1,266.5 |
1,050.0 |
216.5 |
17.4% |
17.7 |
1.4% |
88% |
False |
False |
23,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.8 |
2.618 |
1,272.8 |
1.618 |
1,261.8 |
1.000 |
1,255.0 |
0.618 |
1,250.8 |
HIGH |
1,244.0 |
0.618 |
1,239.8 |
0.500 |
1,238.5 |
0.382 |
1,237.2 |
LOW |
1,233.0 |
0.618 |
1,226.2 |
1.000 |
1,222.0 |
1.618 |
1,215.2 |
2.618 |
1,204.2 |
4.250 |
1,186.3 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,240.0 |
1,249.1 |
PP |
1,239.3 |
1,246.3 |
S1 |
1,238.5 |
1,243.6 |
|