Trading Metrics calculated at close of trading on 11-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,779.50 |
1,820.50 |
41.00 |
2.3% |
1,833.50 |
High |
1,830.25 |
1,847.50 |
17.25 |
0.9% |
1,847.50 |
Low |
1,774.00 |
1,806.25 |
32.25 |
1.8% |
1,768.50 |
Close |
1,821.00 |
1,842.50 |
21.50 |
1.2% |
1,842.50 |
Range |
56.25 |
41.25 |
-15.00 |
-26.7% |
79.00 |
ATR |
53.93 |
53.03 |
-0.91 |
-1.7% |
0.00 |
Volume |
29,993 |
214,056 |
184,063 |
613.7% |
260,341 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.75 |
1,940.50 |
1,865.25 |
|
R3 |
1,914.50 |
1,899.25 |
1,853.75 |
|
R2 |
1,873.25 |
1,873.25 |
1,850.00 |
|
R1 |
1,858.00 |
1,858.00 |
1,846.25 |
1,865.50 |
PP |
1,832.00 |
1,832.00 |
1,832.00 |
1,836.00 |
S1 |
1,816.75 |
1,816.75 |
1,838.75 |
1,824.50 |
S2 |
1,790.75 |
1,790.75 |
1,835.00 |
|
S3 |
1,749.50 |
1,775.50 |
1,831.25 |
|
S4 |
1,708.25 |
1,734.25 |
1,819.75 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,056.50 |
2,028.50 |
1,886.00 |
|
R3 |
1,977.50 |
1,949.50 |
1,864.25 |
|
R2 |
1,898.50 |
1,898.50 |
1,857.00 |
|
R1 |
1,870.50 |
1,870.50 |
1,849.75 |
1,884.50 |
PP |
1,819.50 |
1,819.50 |
1,819.50 |
1,826.50 |
S1 |
1,791.50 |
1,791.50 |
1,835.25 |
1,805.50 |
S2 |
1,740.50 |
1,740.50 |
1,828.00 |
|
S3 |
1,661.50 |
1,712.50 |
1,820.75 |
|
S4 |
1,582.50 |
1,633.50 |
1,799.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,847.50 |
1,768.50 |
79.00 |
4.3% |
48.75 |
2.6% |
94% |
True |
False |
52,068 |
10 |
1,902.25 |
1,768.50 |
133.75 |
7.3% |
49.25 |
2.7% |
55% |
False |
False |
26,631 |
20 |
1,948.50 |
1,753.75 |
194.75 |
10.6% |
55.00 |
3.0% |
46% |
False |
False |
13,465 |
40 |
2,056.00 |
1,730.75 |
325.25 |
17.7% |
54.25 |
2.9% |
34% |
False |
False |
6,873 |
60 |
2,056.00 |
1,730.75 |
325.25 |
17.7% |
42.75 |
2.3% |
34% |
False |
False |
4,604 |
80 |
2,056.00 |
1,730.75 |
325.25 |
17.7% |
32.75 |
1.8% |
34% |
False |
False |
3,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,022.75 |
2.618 |
1,955.50 |
1.618 |
1,914.25 |
1.000 |
1,888.75 |
0.618 |
1,873.00 |
HIGH |
1,847.50 |
0.618 |
1,831.75 |
0.500 |
1,827.00 |
0.382 |
1,822.00 |
LOW |
1,806.25 |
0.618 |
1,780.75 |
1.000 |
1,765.00 |
1.618 |
1,739.50 |
2.618 |
1,698.25 |
4.250 |
1,631.00 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,837.25 |
1,831.50 |
PP |
1,832.00 |
1,820.75 |
S1 |
1,827.00 |
1,810.00 |
|