Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,845.50 |
1,893.50 |
48.00 |
2.6% |
1,833.50 |
High |
1,898.25 |
1,912.75 |
14.50 |
0.8% |
1,847.50 |
Low |
1,844.75 |
1,879.00 |
34.25 |
1.9% |
1,768.50 |
Close |
1,893.25 |
1,906.00 |
12.75 |
0.7% |
1,842.50 |
Range |
53.50 |
33.75 |
-19.75 |
-36.9% |
79.00 |
ATR |
51.77 |
50.48 |
-1.29 |
-2.5% |
0.00 |
Volume |
329,991 |
349,007 |
19,016 |
5.8% |
260,341 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,000.50 |
1,987.00 |
1,924.50 |
|
R3 |
1,966.75 |
1,953.25 |
1,915.25 |
|
R2 |
1,933.00 |
1,933.00 |
1,912.25 |
|
R1 |
1,919.50 |
1,919.50 |
1,909.00 |
1,926.25 |
PP |
1,899.25 |
1,899.25 |
1,899.25 |
1,902.50 |
S1 |
1,885.75 |
1,885.75 |
1,903.00 |
1,892.50 |
S2 |
1,865.50 |
1,865.50 |
1,899.75 |
|
S3 |
1,831.75 |
1,852.00 |
1,896.75 |
|
S4 |
1,798.00 |
1,818.25 |
1,887.50 |
|
|
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 |
1,912.75 |
1,774.00 |
138.75 |
7.3% |
43.75 |
2.3% |
95% |
True |
False |
236,186 |
10 |
1,912.75 |
1,768.50 |
144.25 |
7.6% |
47.00 |
2.5% |
95% |
True |
False |
119,892 |
20 |
1,912.75 |
1,753.75 |
159.00 |
8.3% |
52.50 |
2.8% |
96% |
True |
False |
60,281 |
40 |
2,056.00 |
1,730.75 |
325.25 |
17.1% |
55.25 |
2.9% |
54% |
False |
False |
30,283 |
60 |
2,056.00 |
1,730.75 |
325.25 |
17.1% |
43.50 |
2.3% |
54% |
False |
False |
20,217 |
80 |
2,056.00 |
1,730.75 |
325.25 |
17.1% |
34.50 |
1.8% |
54% |
False |
False |
15,165 |
100 |
2,056.00 |
1,730.75 |
325.25 |
17.1% |
27.75 |
1.5% |
54% |
False |
False |
12,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,056.25 |
2.618 |
2,001.00 |
1.618 |
1,967.25 |
1.000 |
1,946.50 |
0.618 |
1,933.50 |
HIGH |
1,912.75 |
0.618 |
1,899.75 |
0.500 |
1,896.00 |
0.382 |
1,892.00 |
LOW |
1,879.00 |
0.618 |
1,858.25 |
1.000 |
1,845.25 |
1.618 |
1,824.50 |
2.618 |
1,790.75 |
4.250 |
1,735.50 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,902.50 |
1,896.50 |
PP |
1,899.25 |
1,887.00 |
S1 |
1,896.00 |
1,877.50 |
|