Trading Metrics calculated at close of trading on 25-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,237.6 |
1,244.5 |
6.9 |
0.6% |
1,261.2 |
High |
1,249.5 |
1,259.5 |
10.0 |
0.8% |
1,266.5 |
Low |
1,228.0 |
1,241.6 |
13.6 |
1.1% |
1,225.2 |
Close |
1,245.9 |
1,256.2 |
10.3 |
0.8% |
1,256.2 |
Range |
21.5 |
17.9 |
-3.6 |
-16.7% |
41.3 |
ATR |
20.6 |
20.4 |
-0.2 |
-0.9% |
0.0 |
Volume |
138,832 |
130,027 |
-8,805 |
-6.3% |
661,597 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.1 |
1,299.1 |
1,266.0 |
|
R3 |
1,288.2 |
1,281.2 |
1,261.1 |
|
R2 |
1,270.3 |
1,270.3 |
1,259.5 |
|
R1 |
1,263.3 |
1,263.3 |
1,257.8 |
1,266.8 |
PP |
1,252.4 |
1,252.4 |
1,252.4 |
1,254.2 |
S1 |
1,245.4 |
1,245.4 |
1,254.6 |
1,248.9 |
S2 |
1,234.5 |
1,234.5 |
1,252.9 |
|
S3 |
1,216.6 |
1,227.5 |
1,251.3 |
|
S4 |
1,198.7 |
1,209.6 |
1,246.4 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.2 |
1,356.0 |
1,278.9 |
|
R3 |
1,331.9 |
1,314.7 |
1,267.6 |
|
R2 |
1,290.6 |
1,290.6 |
1,263.8 |
|
R1 |
1,273.4 |
1,273.4 |
1,260.0 |
1,261.4 |
PP |
1,249.3 |
1,249.3 |
1,249.3 |
1,243.3 |
S1 |
1,232.1 |
1,232.1 |
1,252.4 |
1,220.1 |
S2 |
1,208.0 |
1,208.0 |
1,248.6 |
|
S3 |
1,166.7 |
1,190.8 |
1,244.8 |
|
S4 |
1,125.4 |
1,149.5 |
1,233.5 |
|
|
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% |
21.5 |
1.7% |
75% |
False |
False |
132,319 |
10 |
1,266.5 |
1,217.5 |
49.0 |
3.9% |
19.7 |
1.6% |
79% |
False |
False |
116,714 |
20 |
1,266.5 |
1,198.1 |
68.4 |
5.4% |
19.9 |
1.6% |
85% |
False |
False |
119,875 |
40 |
1,266.5 |
1,157.6 |
108.9 |
8.7% |
21.5 |
1.7% |
91% |
False |
False |
76,575 |
60 |
1,266.5 |
1,114.0 |
152.5 |
12.1% |
19.3 |
1.5% |
93% |
False |
False |
51,874 |
80 |
1,266.5 |
1,087.8 |
178.7 |
14.2% |
18.2 |
1.4% |
94% |
False |
False |
39,396 |
100 |
1,266.5 |
1,050.0 |
216.5 |
17.2% |
18.4 |
1.5% |
95% |
False |
False |
31,816 |
120 |
1,266.5 |
1,050.0 |
216.5 |
17.2% |
17.9 |
1.4% |
95% |
False |
False |
26,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.6 |
2.618 |
1,306.4 |
1.618 |
1,288.5 |
1.000 |
1,277.4 |
0.618 |
1,270.6 |
HIGH |
1,259.5 |
0.618 |
1,252.7 |
0.500 |
1,250.6 |
0.382 |
1,248.4 |
LOW |
1,241.6 |
0.618 |
1,230.5 |
1.000 |
1,223.7 |
1.618 |
1,212.6 |
2.618 |
1,194.7 |
4.250 |
1,165.5 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,254.3 |
1,251.6 |
PP |
1,252.4 |
1,247.0 |
S1 |
1,250.6 |
1,242.4 |
|