Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,878.75 |
1,870.00 |
-8.75 |
-0.5% |
1,848.25 |
High |
1,890.00 |
1,875.25 |
-14.75 |
-0.8% |
1,924.75 |
Low |
1,857.75 |
1,837.25 |
-20.50 |
-1.1% |
1,842.50 |
Close |
1,873.75 |
1,849.50 |
-24.25 |
-1.3% |
1,909.50 |
Range |
32.25 |
38.00 |
5.75 |
17.8% |
82.25 |
ATR |
45.83 |
45.27 |
-0.56 |
-1.2% |
0.00 |
Volume |
335,379 |
321,722 |
-13,657 |
-4.1% |
1,639,489 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.00 |
1,946.75 |
1,870.50 |
|
R3 |
1,930.00 |
1,908.75 |
1,860.00 |
|
R2 |
1,892.00 |
1,892.00 |
1,856.50 |
|
R1 |
1,870.75 |
1,870.75 |
1,853.00 |
1,862.50 |
PP |
1,854.00 |
1,854.00 |
1,854.00 |
1,849.75 |
S1 |
1,832.75 |
1,832.75 |
1,846.00 |
1,824.50 |
S2 |
1,816.00 |
1,816.00 |
1,842.50 |
|
S3 |
1,778.00 |
1,794.75 |
1,839.00 |
|
S4 |
1,740.00 |
1,756.75 |
1,828.50 |
|
|
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 |
1,837.25 |
103.75 |
5.6% |
37.50 |
2.0% |
12% |
False |
True |
315,426 |
10 |
1,941.00 |
1,806.25 |
134.75 |
7.3% |
37.50 |
2.0% |
32% |
False |
False |
308,562 |
20 |
1,941.00 |
1,768.50 |
172.50 |
9.3% |
45.25 |
2.4% |
47% |
False |
False |
156,917 |
40 |
2,044.50 |
1,730.75 |
313.75 |
17.0% |
55.75 |
3.0% |
38% |
False |
False |
78,590 |
60 |
2,056.00 |
1,730.75 |
325.25 |
17.6% |
45.25 |
2.4% |
37% |
False |
False |
52,453 |
80 |
2,056.00 |
1,730.75 |
325.25 |
17.6% |
37.00 |
2.0% |
37% |
False |
False |
39,348 |
100 |
2,056.00 |
1,730.75 |
325.25 |
17.6% |
30.00 |
1.6% |
37% |
False |
False |
31,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,036.75 |
2.618 |
1,974.75 |
1.618 |
1,936.75 |
1.000 |
1,913.25 |
0.618 |
1,898.75 |
HIGH |
1,875.25 |
0.618 |
1,860.75 |
0.500 |
1,856.25 |
0.382 |
1,851.75 |
LOW |
1,837.25 |
0.618 |
1,813.75 |
1.000 |
1,799.25 |
1.618 |
1,775.75 |
2.618 |
1,737.75 |
4.250 |
1,675.75 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,856.25 |
1,877.00 |
PP |
1,854.00 |
1,867.75 |
S1 |
1,851.75 |
1,858.75 |
|