Trading Metrics calculated at close of trading on 25-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,870.00 |
1,846.00 |
-24.00 |
-1.3% |
1,923.00 |
High |
1,875.25 |
1,856.50 |
-18.75 |
-1.0% |
1,941.00 |
Low |
1,837.25 |
1,827.25 |
-10.00 |
-0.5% |
1,827.25 |
Close |
1,849.50 |
1,839.25 |
-10.25 |
-0.6% |
1,839.25 |
Range |
38.00 |
29.25 |
-8.75 |
-23.0% |
113.75 |
ATR |
45.27 |
44.13 |
-1.14 |
-2.5% |
0.00 |
Volume |
321,722 |
339,934 |
18,212 |
5.7% |
1,572,015 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.75 |
1,913.25 |
1,855.25 |
|
R3 |
1,899.50 |
1,884.00 |
1,847.25 |
|
R2 |
1,870.25 |
1,870.25 |
1,844.50 |
|
R1 |
1,854.75 |
1,854.75 |
1,842.00 |
1,848.00 |
PP |
1,841.00 |
1,841.00 |
1,841.00 |
1,837.50 |
S1 |
1,825.50 |
1,825.50 |
1,836.50 |
1,818.50 |
S2 |
1,811.75 |
1,811.75 |
1,834.00 |
|
S3 |
1,782.50 |
1,796.25 |
1,831.25 |
|
S4 |
1,753.25 |
1,767.00 |
1,823.25 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,210.50 |
2,138.50 |
1,901.75 |
|
R3 |
2,096.75 |
2,024.75 |
1,870.50 |
|
R2 |
1,983.00 |
1,983.00 |
1,860.00 |
|
R1 |
1,911.00 |
1,911.00 |
1,849.75 |
1,890.00 |
PP |
1,869.25 |
1,869.25 |
1,869.25 |
1,858.75 |
S1 |
1,797.25 |
1,797.25 |
1,828.75 |
1,776.50 |
S2 |
1,755.50 |
1,755.50 |
1,818.50 |
|
S3 |
1,641.75 |
1,683.50 |
1,808.00 |
|
S4 |
1,528.00 |
1,569.75 |
1,776.75 |
|
|
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 |
1,827.25 |
113.75 |
6.2% |
39.50 |
2.1% |
11% |
False |
True |
314,403 |
10 |
1,941.00 |
1,827.25 |
113.75 |
6.2% |
36.25 |
2.0% |
11% |
False |
True |
321,150 |
20 |
1,941.00 |
1,768.50 |
172.50 |
9.4% |
42.75 |
2.3% |
41% |
False |
False |
173,891 |
40 |
2,044.50 |
1,730.75 |
313.75 |
17.1% |
55.50 |
3.0% |
35% |
False |
False |
87,085 |
60 |
2,056.00 |
1,730.75 |
325.25 |
17.7% |
45.25 |
2.5% |
33% |
False |
False |
58,118 |
80 |
2,056.00 |
1,730.75 |
325.25 |
17.7% |
37.25 |
2.0% |
33% |
False |
False |
43,597 |
100 |
2,056.00 |
1,730.75 |
325.25 |
17.7% |
30.25 |
1.6% |
33% |
False |
False |
34,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,980.75 |
2.618 |
1,933.00 |
1.618 |
1,903.75 |
1.000 |
1,885.75 |
0.618 |
1,874.50 |
HIGH |
1,856.50 |
0.618 |
1,845.25 |
0.500 |
1,842.00 |
0.382 |
1,838.50 |
LOW |
1,827.25 |
0.618 |
1,809.25 |
1.000 |
1,798.00 |
1.618 |
1,780.00 |
2.618 |
1,750.75 |
4.250 |
1,703.00 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,842.00 |
1,858.50 |
PP |
1,841.00 |
1,852.25 |
S1 |
1,840.00 |
1,845.75 |
|