Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,848.25 |
1,845.50 |
-2.75 |
-0.1% |
1,833.50 |
High |
1,876.00 |
1,898.25 |
22.25 |
1.2% |
1,847.50 |
Low |
1,842.50 |
1,844.75 |
2.25 |
0.1% |
1,768.50 |
Close |
1,846.50 |
1,893.25 |
46.75 |
2.5% |
1,842.50 |
Range |
33.50 |
53.50 |
20.00 |
59.7% |
79.00 |
ATR |
51.63 |
51.77 |
0.13 |
0.3% |
0.00 |
Volume |
257,887 |
329,991 |
72,104 |
28.0% |
260,341 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,039.25 |
2,019.75 |
1,922.75 |
|
R3 |
1,985.75 |
1,966.25 |
1,908.00 |
|
R2 |
1,932.25 |
1,932.25 |
1,903.00 |
|
R1 |
1,912.75 |
1,912.75 |
1,898.25 |
1,922.50 |
PP |
1,878.75 |
1,878.75 |
1,878.75 |
1,883.50 |
S1 |
1,859.25 |
1,859.25 |
1,888.25 |
1,869.00 |
S2 |
1,825.25 |
1,825.25 |
1,883.50 |
|
S3 |
1,771.75 |
1,805.75 |
1,878.50 |
|
S4 |
1,718.25 |
1,752.25 |
1,863.75 |
|
|
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 |
1,898.25 |
1,772.25 |
126.00 |
6.7% |
46.75 |
2.5% |
96% |
True |
False |
168,230 |
10 |
1,902.25 |
1,768.50 |
133.75 |
7.1% |
48.75 |
2.6% |
93% |
False |
False |
85,274 |
20 |
1,930.25 |
1,753.75 |
176.50 |
9.3% |
53.50 |
2.8% |
79% |
False |
False |
42,843 |
40 |
2,056.00 |
1,730.75 |
325.25 |
17.2% |
54.75 |
2.9% |
50% |
False |
False |
21,561 |
60 |
2,056.00 |
1,730.75 |
325.25 |
17.2% |
43.50 |
2.3% |
50% |
False |
False |
14,401 |
80 |
2,056.00 |
1,730.75 |
325.25 |
17.2% |
34.00 |
1.8% |
50% |
False |
False |
10,803 |
100 |
2,056.00 |
1,730.75 |
325.25 |
17.2% |
27.75 |
1.5% |
50% |
False |
False |
8,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,125.50 |
2.618 |
2,038.25 |
1.618 |
1,984.75 |
1.000 |
1,951.75 |
0.618 |
1,931.25 |
HIGH |
1,898.25 |
0.618 |
1,877.75 |
0.500 |
1,871.50 |
0.382 |
1,865.25 |
LOW |
1,844.75 |
0.618 |
1,811.75 |
1.000 |
1,791.25 |
1.618 |
1,758.25 |
2.618 |
1,704.75 |
4.250 |
1,617.50 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,886.00 |
1,879.50 |
PP |
1,878.75 |
1,866.00 |
S1 |
1,871.50 |
1,852.25 |
|