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 |
1,111.50 |
1,116.00 |
4.50 |
0.4% |
1,087.50 |
High |
1,116.75 |
1,129.50 |
12.75 |
1.1% |
1,117.50 |
Low |
1,108.25 |
1,103.25 |
-5.00 |
-0.5% |
1,084.25 |
Close |
1,110.25 |
1,110.50 |
0.25 |
0.0% |
1,110.25 |
Range |
8.50 |
26.25 |
17.75 |
208.8% |
33.25 |
ATR |
25.05 |
25.14 |
0.09 |
0.3% |
0.00 |
Volume |
2,715,158 |
1,631,682 |
-1,083,476 |
-39.9% |
12,578,302 |
|
Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.25 |
1,178.00 |
1,125.00 |
|
R3 |
1,167.00 |
1,151.75 |
1,117.75 |
|
R2 |
1,140.75 |
1,140.75 |
1,115.25 |
|
R1 |
1,125.50 |
1,125.50 |
1,113.00 |
1,120.00 |
PP |
1,114.50 |
1,114.50 |
1,114.50 |
1,111.50 |
S1 |
1,099.25 |
1,099.25 |
1,108.00 |
1,093.75 |
S2 |
1,088.25 |
1,088.25 |
1,105.75 |
|
S3 |
1,062.00 |
1,073.00 |
1,103.25 |
|
S4 |
1,035.75 |
1,046.75 |
1,096.00 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,203.75 |
1,190.25 |
1,128.50 |
|
R3 |
1,170.50 |
1,157.00 |
1,119.50 |
|
R2 |
1,137.25 |
1,137.25 |
1,116.25 |
|
R1 |
1,123.75 |
1,123.75 |
1,113.25 |
1,130.50 |
PP |
1,104.00 |
1,104.00 |
1,104.00 |
1,107.50 |
S1 |
1,090.50 |
1,090.50 |
1,107.25 |
1,097.25 |
S2 |
1,070.75 |
1,070.75 |
1,104.25 |
|
S3 |
1,037.50 |
1,057.25 |
1,101.00 |
|
S4 |
1,004.25 |
1,024.00 |
1,092.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,129.50 |
1,084.25 |
45.25 |
4.1% |
18.75 |
1.7% |
58% |
True |
False |
2,395,052 |
10 |
1,129.50 |
1,037.00 |
92.50 |
8.3% |
21.25 |
1.9% |
79% |
True |
False |
1,672,874 |
20 |
1,129.50 |
1,032.75 |
96.75 |
8.7% |
26.00 |
2.3% |
80% |
True |
False |
851,842 |
40 |
1,211.50 |
1,032.75 |
178.75 |
16.1% |
29.25 |
2.6% |
43% |
False |
False |
428,457 |
60 |
1,211.50 |
1,032.75 |
178.75 |
16.1% |
23.50 |
2.1% |
43% |
False |
False |
286,214 |
80 |
1,211.50 |
1,032.75 |
178.75 |
16.1% |
20.25 |
1.8% |
43% |
False |
False |
214,753 |
100 |
1,211.50 |
1,032.25 |
179.25 |
16.1% |
18.75 |
1.7% |
44% |
False |
False |
171,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,241.00 |
2.618 |
1,198.25 |
1.618 |
1,172.00 |
1.000 |
1,155.75 |
0.618 |
1,145.75 |
HIGH |
1,129.50 |
0.618 |
1,119.50 |
0.500 |
1,116.50 |
0.382 |
1,113.25 |
LOW |
1,103.25 |
0.618 |
1,087.00 |
1.000 |
1,077.00 |
1.618 |
1,060.75 |
2.618 |
1,034.50 |
4.250 |
991.75 |
|
|
Fisher Pivots for day following 21-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,116.50 |
1,115.00 |
PP |
1,114.50 |
1,113.50 |
S1 |
1,112.50 |
1,112.00 |
|