Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,899.00 |
1,878.75 |
-20.25 |
-1.1% |
1,848.25 |
High |
1,916.75 |
1,890.00 |
-26.75 |
-1.4% |
1,924.75 |
Low |
1,876.50 |
1,857.75 |
-18.75 |
-1.0% |
1,842.50 |
Close |
1,878.25 |
1,873.75 |
-4.50 |
-0.2% |
1,909.50 |
Range |
40.25 |
32.25 |
-8.00 |
-19.9% |
82.25 |
ATR |
46.88 |
45.83 |
-1.04 |
-2.2% |
0.00 |
Volume |
328,037 |
335,379 |
7,342 |
2.2% |
1,639,489 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.50 |
1,954.50 |
1,891.50 |
|
R3 |
1,938.25 |
1,922.25 |
1,882.50 |
|
R2 |
1,906.00 |
1,906.00 |
1,879.75 |
|
R1 |
1,890.00 |
1,890.00 |
1,876.75 |
1,882.00 |
PP |
1,873.75 |
1,873.75 |
1,873.75 |
1,869.75 |
S1 |
1,857.75 |
1,857.75 |
1,870.75 |
1,849.50 |
S2 |
1,841.50 |
1,841.50 |
1,867.75 |
|
S3 |
1,809.25 |
1,825.50 |
1,865.00 |
|
S4 |
1,777.00 |
1,793.25 |
1,856.00 |
|
|
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 |
1,857.75 |
83.25 |
4.4% |
35.00 |
1.9% |
19% |
False |
True |
322,592 |
10 |
1,941.00 |
1,774.00 |
167.00 |
8.9% |
39.25 |
2.1% |
60% |
False |
False |
279,389 |
20 |
1,941.00 |
1,768.50 |
172.50 |
9.2% |
46.50 |
2.5% |
61% |
False |
False |
140,863 |
40 |
2,044.50 |
1,730.75 |
313.75 |
16.7% |
55.75 |
3.0% |
46% |
False |
False |
70,553 |
60 |
2,056.00 |
1,730.75 |
325.25 |
17.4% |
45.00 |
2.4% |
44% |
False |
False |
47,091 |
80 |
2,056.00 |
1,730.75 |
325.25 |
17.4% |
36.50 |
1.9% |
44% |
False |
False |
35,326 |
100 |
2,056.00 |
1,730.75 |
325.25 |
17.4% |
29.50 |
1.6% |
44% |
False |
False |
28,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,027.00 |
2.618 |
1,974.50 |
1.618 |
1,942.25 |
1.000 |
1,922.25 |
0.618 |
1,910.00 |
HIGH |
1,890.00 |
0.618 |
1,877.75 |
0.500 |
1,874.00 |
0.382 |
1,870.00 |
LOW |
1,857.75 |
0.618 |
1,837.75 |
1.000 |
1,825.50 |
1.618 |
1,805.50 |
2.618 |
1,773.25 |
4.250 |
1,720.75 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,874.00 |
1,899.50 |
PP |
1,873.75 |
1,890.75 |
S1 |
1,873.75 |
1,882.25 |
|