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 |
1,820.50 |
1,848.25 |
27.75 |
1.5% |
1,833.50 |
High |
1,847.50 |
1,876.00 |
28.50 |
1.5% |
1,847.50 |
Low |
1,806.25 |
1,842.50 |
36.25 |
2.0% |
1,768.50 |
Close |
1,842.50 |
1,846.50 |
4.00 |
0.2% |
1,842.50 |
Range |
41.25 |
33.50 |
-7.75 |
-18.8% |
79.00 |
ATR |
53.03 |
51.63 |
-1.39 |
-2.6% |
0.00 |
Volume |
214,056 |
257,887 |
43,831 |
20.5% |
260,341 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.50 |
1,934.50 |
1,865.00 |
|
R3 |
1,922.00 |
1,901.00 |
1,855.75 |
|
R2 |
1,888.50 |
1,888.50 |
1,852.75 |
|
R1 |
1,867.50 |
1,867.50 |
1,849.50 |
1,861.25 |
PP |
1,855.00 |
1,855.00 |
1,855.00 |
1,852.00 |
S1 |
1,834.00 |
1,834.00 |
1,843.50 |
1,827.75 |
S2 |
1,821.50 |
1,821.50 |
1,840.25 |
|
S3 |
1,788.00 |
1,800.50 |
1,837.25 |
|
S4 |
1,754.50 |
1,767.00 |
1,828.00 |
|
|
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 |
1,876.00 |
1,768.50 |
107.50 |
5.8% |
45.50 |
2.5% |
73% |
True |
False |
103,323 |
10 |
1,902.25 |
1,768.50 |
133.75 |
7.2% |
48.75 |
2.6% |
58% |
False |
False |
52,351 |
20 |
1,930.25 |
1,753.75 |
176.50 |
9.6% |
53.25 |
2.9% |
53% |
False |
False |
26,352 |
40 |
2,056.00 |
1,730.75 |
325.25 |
17.6% |
54.25 |
2.9% |
36% |
False |
False |
13,315 |
60 |
2,056.00 |
1,730.75 |
325.25 |
17.6% |
43.00 |
2.3% |
36% |
False |
False |
8,902 |
80 |
2,056.00 |
1,730.75 |
325.25 |
17.6% |
33.25 |
1.8% |
36% |
False |
False |
6,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,018.50 |
2.618 |
1,963.75 |
1.618 |
1,930.25 |
1.000 |
1,909.50 |
0.618 |
1,896.75 |
HIGH |
1,876.00 |
0.618 |
1,863.25 |
0.500 |
1,859.25 |
0.382 |
1,855.25 |
LOW |
1,842.50 |
0.618 |
1,821.75 |
1.000 |
1,809.00 |
1.618 |
1,788.25 |
2.618 |
1,754.75 |
4.250 |
1,700.00 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,859.25 |
1,839.25 |
PP |
1,855.00 |
1,832.25 |
S1 |
1,850.75 |
1,825.00 |
|