Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,240.6 |
1,237.6 |
-3.0 |
-0.2% |
1,229.3 |
High |
1,247.4 |
1,249.5 |
2.1 |
0.2% |
1,263.7 |
Low |
1,225.2 |
1,228.0 |
2.8 |
0.2% |
1,217.5 |
Close |
1,234.8 |
1,245.9 |
11.1 |
0.9% |
1,258.3 |
Range |
22.2 |
21.5 |
-0.7 |
-3.2% |
46.2 |
ATR |
20.6 |
20.6 |
0.1 |
0.3% |
0.0 |
Volume |
122,705 |
138,832 |
16,127 |
13.1% |
505,552 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.6 |
1,297.3 |
1,257.7 |
|
R3 |
1,284.1 |
1,275.8 |
1,251.8 |
|
R2 |
1,262.6 |
1,262.6 |
1,249.8 |
|
R1 |
1,254.3 |
1,254.3 |
1,247.9 |
1,258.5 |
PP |
1,241.1 |
1,241.1 |
1,241.1 |
1,243.2 |
S1 |
1,232.8 |
1,232.8 |
1,243.9 |
1,237.0 |
S2 |
1,219.6 |
1,219.6 |
1,242.0 |
|
S3 |
1,198.1 |
1,211.3 |
1,240.0 |
|
S4 |
1,176.6 |
1,189.8 |
1,234.1 |
|
|
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 |
1,225.2 |
41.3 |
3.3% |
22.0 |
1.8% |
50% |
False |
False |
134,331 |
10 |
1,266.5 |
1,217.5 |
49.0 |
3.9% |
19.3 |
1.6% |
58% |
False |
False |
115,580 |
20 |
1,266.5 |
1,198.1 |
68.4 |
5.5% |
19.7 |
1.6% |
70% |
False |
False |
121,157 |
40 |
1,266.5 |
1,157.6 |
108.9 |
8.7% |
21.3 |
1.7% |
81% |
False |
False |
73,413 |
60 |
1,266.5 |
1,105.3 |
161.2 |
12.9% |
19.2 |
1.5% |
87% |
False |
False |
49,735 |
80 |
1,266.5 |
1,087.8 |
178.7 |
14.3% |
18.1 |
1.5% |
88% |
False |
False |
37,795 |
100 |
1,266.5 |
1,050.0 |
216.5 |
17.4% |
18.3 |
1.5% |
90% |
False |
False |
30,520 |
120 |
1,266.5 |
1,050.0 |
216.5 |
17.4% |
17.9 |
1.4% |
90% |
False |
False |
25,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.9 |
2.618 |
1,305.8 |
1.618 |
1,284.3 |
1.000 |
1,271.0 |
0.618 |
1,262.8 |
HIGH |
1,249.5 |
0.618 |
1,241.3 |
0.500 |
1,238.8 |
0.382 |
1,236.2 |
LOW |
1,228.0 |
0.618 |
1,214.7 |
1.000 |
1,206.5 |
1.618 |
1,193.2 |
2.618 |
1,171.7 |
4.250 |
1,136.6 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,243.5 |
1,243.1 |
PP |
1,241.1 |
1,240.2 |
S1 |
1,238.8 |
1,237.4 |
|