Trading Metrics calculated at close of trading on 21-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,910.00 |
1,923.00 |
13.00 |
0.7% |
1,848.25 |
High |
1,924.75 |
1,941.00 |
16.25 |
0.8% |
1,924.75 |
Low |
1,905.00 |
1,883.75 |
-21.25 |
-1.1% |
1,842.50 |
Close |
1,909.50 |
1,899.50 |
-10.00 |
-0.5% |
1,909.50 |
Range |
19.75 |
57.25 |
37.50 |
189.9% |
82.25 |
ATR |
46.63 |
47.39 |
0.76 |
1.6% |
0.00 |
Volume |
345,053 |
246,943 |
-98,110 |
-28.4% |
1,639,489 |
|
Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,079.75 |
2,047.00 |
1,931.00 |
|
R3 |
2,022.50 |
1,989.75 |
1,915.25 |
|
R2 |
1,965.25 |
1,965.25 |
1,910.00 |
|
R1 |
1,932.50 |
1,932.50 |
1,904.75 |
1,920.25 |
PP |
1,908.00 |
1,908.00 |
1,908.00 |
1,902.00 |
S1 |
1,875.25 |
1,875.25 |
1,894.25 |
1,863.00 |
S2 |
1,850.75 |
1,850.75 |
1,889.00 |
|
S3 |
1,793.50 |
1,818.00 |
1,883.75 |
|
S4 |
1,736.25 |
1,760.75 |
1,868.00 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,139.00 |
2,106.50 |
1,954.75 |
|
R3 |
2,056.75 |
2,024.25 |
1,932.00 |
|
R2 |
1,974.50 |
1,974.50 |
1,924.50 |
|
R1 |
1,942.00 |
1,942.00 |
1,917.00 |
1,958.25 |
PP |
1,892.25 |
1,892.25 |
1,892.25 |
1,900.50 |
S1 |
1,859.75 |
1,859.75 |
1,902.00 |
1,876.00 |
S2 |
1,810.00 |
1,810.00 |
1,894.50 |
|
S3 |
1,727.75 |
1,777.50 |
1,887.00 |
|
S4 |
1,645.50 |
1,695.25 |
1,864.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,941.00 |
1,844.75 |
96.25 |
5.1% |
38.00 |
2.0% |
57% |
True |
False |
325,709 |
10 |
1,941.00 |
1,768.50 |
172.50 |
9.1% |
41.75 |
2.2% |
76% |
True |
False |
214,516 |
20 |
1,941.00 |
1,753.75 |
187.25 |
9.9% |
48.00 |
2.5% |
78% |
True |
False |
107,721 |
40 |
2,056.00 |
1,730.75 |
325.25 |
17.1% |
55.50 |
2.9% |
52% |
False |
False |
53,977 |
60 |
2,056.00 |
1,730.75 |
325.25 |
17.1% |
44.25 |
2.3% |
52% |
False |
False |
36,036 |
80 |
2,056.00 |
1,730.75 |
325.25 |
17.1% |
35.75 |
1.9% |
52% |
False |
False |
27,034 |
100 |
2,056.00 |
1,730.75 |
325.25 |
17.1% |
28.75 |
1.5% |
52% |
False |
False |
21,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,184.25 |
2.618 |
2,091.00 |
1.618 |
2,033.75 |
1.000 |
1,998.25 |
0.618 |
1,976.50 |
HIGH |
1,941.00 |
0.618 |
1,919.25 |
0.500 |
1,912.50 |
0.382 |
1,905.50 |
LOW |
1,883.75 |
0.618 |
1,848.25 |
1.000 |
1,826.50 |
1.618 |
1,791.00 |
2.618 |
1,733.75 |
4.250 |
1,640.50 |
|
|
Fisher Pivots for day following 21-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,912.50 |
1,912.50 |
PP |
1,908.00 |
1,908.00 |
S1 |
1,903.75 |
1,903.75 |
|