Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,079.75 |
1,087.50 |
7.75 |
0.7% |
1,059.50 |
High |
1,088.25 |
1,101.75 |
13.50 |
1.2% |
1,088.25 |
Low |
1,070.25 |
1,084.25 |
14.00 |
1.3% |
1,037.00 |
Close |
1,085.00 |
1,086.25 |
1.25 |
0.1% |
1,085.00 |
Range |
18.00 |
17.50 |
-0.50 |
-2.8% |
51.25 |
ATR |
28.88 |
28.07 |
-0.81 |
-2.8% |
0.00 |
Volume |
1,928,796 |
2,234,724 |
305,928 |
15.9% |
2,581,519 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,143.25 |
1,132.25 |
1,096.00 |
|
R3 |
1,125.75 |
1,114.75 |
1,091.00 |
|
R2 |
1,108.25 |
1,108.25 |
1,089.50 |
|
R1 |
1,097.25 |
1,097.25 |
1,087.75 |
1,094.00 |
PP |
1,090.75 |
1,090.75 |
1,090.75 |
1,089.00 |
S1 |
1,079.75 |
1,079.75 |
1,084.75 |
1,076.50 |
S2 |
1,073.25 |
1,073.25 |
1,083.00 |
|
S3 |
1,055.75 |
1,062.25 |
1,081.50 |
|
S4 |
1,038.25 |
1,044.75 |
1,076.50 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.75 |
1,205.75 |
1,113.25 |
|
R3 |
1,172.50 |
1,154.50 |
1,099.00 |
|
R2 |
1,121.25 |
1,121.25 |
1,094.50 |
|
R1 |
1,103.25 |
1,103.25 |
1,089.75 |
1,112.25 |
PP |
1,070.00 |
1,070.00 |
1,070.00 |
1,074.50 |
S1 |
1,052.00 |
1,052.00 |
1,080.25 |
1,061.00 |
S2 |
1,018.75 |
1,018.75 |
1,075.50 |
|
S3 |
967.50 |
1,000.75 |
1,071.00 |
|
S4 |
916.25 |
949.50 |
1,056.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,101.75 |
1,037.00 |
64.75 |
6.0% |
23.75 |
2.2% |
76% |
True |
False |
950,696 |
10 |
1,103.00 |
1,037.00 |
66.00 |
6.1% |
26.25 |
2.4% |
75% |
False |
False |
495,368 |
20 |
1,142.75 |
1,032.75 |
110.00 |
10.1% |
29.75 |
2.7% |
49% |
False |
False |
254,746 |
40 |
1,211.50 |
1,032.75 |
178.75 |
16.5% |
28.75 |
2.6% |
30% |
False |
False |
129,432 |
60 |
1,211.50 |
1,032.75 |
178.75 |
16.5% |
23.00 |
2.1% |
30% |
False |
False |
86,723 |
80 |
1,211.50 |
1,032.75 |
178.75 |
16.5% |
20.00 |
1.8% |
30% |
False |
False |
65,065 |
100 |
1,211.50 |
1,032.25 |
179.25 |
16.5% |
18.50 |
1.7% |
30% |
False |
False |
52,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,176.00 |
2.618 |
1,147.50 |
1.618 |
1,130.00 |
1.000 |
1,119.25 |
0.618 |
1,112.50 |
HIGH |
1,101.75 |
0.618 |
1,095.00 |
0.500 |
1,093.00 |
0.382 |
1,091.00 |
LOW |
1,084.25 |
0.618 |
1,073.50 |
1.000 |
1,066.75 |
1.618 |
1,056.00 |
2.618 |
1,038.50 |
4.250 |
1,010.00 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,093.00 |
1,082.50 |
PP |
1,090.75 |
1,078.50 |
S1 |
1,088.50 |
1,074.75 |
|