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 |
1,116.00 |
1,110.50 |
-5.50 |
-0.5% |
1,087.50 |
High |
1,129.50 |
1,117.00 |
-12.50 |
-1.1% |
1,117.50 |
Low |
1,103.25 |
1,089.50 |
-13.75 |
-1.2% |
1,084.25 |
Close |
1,110.50 |
1,090.50 |
-20.00 |
-1.8% |
1,110.25 |
Range |
26.25 |
27.50 |
1.25 |
4.8% |
33.25 |
ATR |
25.14 |
25.31 |
0.17 |
0.7% |
0.00 |
Volume |
1,631,682 |
2,162,081 |
530,399 |
32.5% |
12,578,302 |
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.50 |
1,163.50 |
1,105.50 |
|
R3 |
1,154.00 |
1,136.00 |
1,098.00 |
|
R2 |
1,126.50 |
1,126.50 |
1,095.50 |
|
R1 |
1,108.50 |
1,108.50 |
1,093.00 |
1,103.75 |
PP |
1,099.00 |
1,099.00 |
1,099.00 |
1,096.50 |
S1 |
1,081.00 |
1,081.00 |
1,088.00 |
1,076.25 |
S2 |
1,071.50 |
1,071.50 |
1,085.50 |
|
S3 |
1,044.00 |
1,053.50 |
1,083.00 |
|
S4 |
1,016.50 |
1,026.00 |
1,075.50 |
|
|
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 |
1,089.50 |
40.00 |
3.7% |
18.75 |
1.7% |
3% |
False |
True |
2,345,099 |
10 |
1,129.50 |
1,047.25 |
82.25 |
7.5% |
21.75 |
2.0% |
53% |
False |
False |
1,880,473 |
20 |
1,129.50 |
1,032.75 |
96.75 |
8.9% |
26.50 |
2.4% |
60% |
False |
False |
959,533 |
40 |
1,205.00 |
1,032.75 |
172.25 |
15.8% |
29.75 |
2.7% |
34% |
False |
False |
482,486 |
60 |
1,211.50 |
1,032.75 |
178.75 |
16.4% |
23.75 |
2.2% |
32% |
False |
False |
322,210 |
80 |
1,211.50 |
1,032.75 |
178.75 |
16.4% |
20.50 |
1.9% |
32% |
False |
False |
241,779 |
100 |
1,211.50 |
1,032.25 |
179.25 |
16.4% |
19.00 |
1.7% |
32% |
False |
False |
193,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,234.00 |
2.618 |
1,189.00 |
1.618 |
1,161.50 |
1.000 |
1,144.50 |
0.618 |
1,134.00 |
HIGH |
1,117.00 |
0.618 |
1,106.50 |
0.500 |
1,103.25 |
0.382 |
1,100.00 |
LOW |
1,089.50 |
0.618 |
1,072.50 |
1.000 |
1,062.00 |
1.618 |
1,045.00 |
2.618 |
1,017.50 |
4.250 |
972.50 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,103.25 |
1,109.50 |
PP |
1,099.00 |
1,103.25 |
S1 |
1,094.75 |
1,096.75 |
|