Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,893.50 |
1,905.50 |
12.00 |
0.6% |
1,833.50 |
High |
1,912.75 |
1,918.25 |
5.50 |
0.3% |
1,847.50 |
Low |
1,879.00 |
1,892.75 |
13.75 |
0.7% |
1,768.50 |
Close |
1,906.00 |
1,909.50 |
3.50 |
0.2% |
1,842.50 |
Range |
33.75 |
25.50 |
-8.25 |
-24.4% |
79.00 |
ATR |
50.48 |
48.69 |
-1.78 |
-3.5% |
0.00 |
Volume |
349,007 |
357,551 |
8,544 |
2.4% |
260,341 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,983.25 |
1,972.00 |
1,923.50 |
|
R3 |
1,957.75 |
1,946.50 |
1,916.50 |
|
R2 |
1,932.25 |
1,932.25 |
1,914.25 |
|
R1 |
1,921.00 |
1,921.00 |
1,911.75 |
1,926.50 |
PP |
1,906.75 |
1,906.75 |
1,906.75 |
1,909.75 |
S1 |
1,895.50 |
1,895.50 |
1,907.25 |
1,901.00 |
S2 |
1,881.25 |
1,881.25 |
1,904.75 |
|
S3 |
1,855.75 |
1,870.00 |
1,902.50 |
|
S4 |
1,830.25 |
1,844.50 |
1,895.50 |
|
|
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 |
1,918.25 |
1,806.25 |
112.00 |
5.9% |
37.50 |
2.0% |
92% |
True |
False |
301,698 |
10 |
1,918.25 |
1,768.50 |
149.75 |
7.8% |
47.00 |
2.5% |
94% |
True |
False |
155,556 |
20 |
1,918.25 |
1,753.75 |
164.50 |
8.6% |
51.50 |
2.7% |
95% |
True |
False |
78,146 |
40 |
2,056.00 |
1,730.75 |
325.25 |
17.0% |
55.25 |
2.9% |
55% |
False |
False |
39,220 |
60 |
2,056.00 |
1,730.75 |
325.25 |
17.0% |
43.75 |
2.3% |
55% |
False |
False |
26,173 |
80 |
2,056.00 |
1,730.75 |
325.25 |
17.0% |
34.75 |
1.8% |
55% |
False |
False |
19,634 |
100 |
2,056.00 |
1,730.75 |
325.25 |
17.0% |
28.00 |
1.5% |
55% |
False |
False |
15,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,026.50 |
2.618 |
1,985.00 |
1.618 |
1,959.50 |
1.000 |
1,943.75 |
0.618 |
1,934.00 |
HIGH |
1,918.25 |
0.618 |
1,908.50 |
0.500 |
1,905.50 |
0.382 |
1,902.50 |
LOW |
1,892.75 |
0.618 |
1,877.00 |
1.000 |
1,867.25 |
1.618 |
1,851.50 |
2.618 |
1,826.00 |
4.250 |
1,784.50 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,908.25 |
1,900.25 |
PP |
1,906.75 |
1,890.75 |
S1 |
1,905.50 |
1,881.50 |
|