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 |
6,235.0 |
6,142.0 |
-93.0 |
-1.5% |
6,304.0 |
High |
6,252.0 |
6,157.5 |
-94.5 |
-1.5% |
6,359.5 |
Low |
6,102.0 |
6,046.0 |
-56.0 |
-0.9% |
6,046.0 |
Close |
6,123.0 |
6,080.0 |
-43.0 |
-0.7% |
6,080.0 |
Range |
150.0 |
111.5 |
-38.5 |
-25.7% |
313.5 |
ATR |
129.8 |
128.5 |
-1.3 |
-1.0% |
0.0 |
Volume |
158,233 |
153,175 |
-5,058 |
-3.2% |
733,827 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,429.0 |
6,366.0 |
6,141.3 |
|
R3 |
6,317.5 |
6,254.5 |
6,110.7 |
|
R2 |
6,206.0 |
6,206.0 |
6,100.4 |
|
R1 |
6,143.0 |
6,143.0 |
6,090.2 |
6,118.8 |
PP |
6,094.5 |
6,094.5 |
6,094.5 |
6,082.4 |
S1 |
6,031.5 |
6,031.5 |
6,069.8 |
6,007.3 |
S2 |
5,983.0 |
5,983.0 |
6,059.6 |
|
S3 |
5,871.5 |
5,920.0 |
6,049.3 |
|
S4 |
5,760.0 |
5,808.5 |
6,018.7 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,102.3 |
6,904.7 |
6,252.4 |
|
R3 |
6,788.8 |
6,591.2 |
6,166.2 |
|
R2 |
6,475.3 |
6,475.3 |
6,137.5 |
|
R1 |
6,277.7 |
6,277.7 |
6,108.7 |
6,219.8 |
PP |
6,161.8 |
6,161.8 |
6,161.8 |
6,132.9 |
S1 |
5,964.2 |
5,964.2 |
6,051.3 |
5,906.3 |
S2 |
5,848.3 |
5,848.3 |
6,022.5 |
|
S3 |
5,534.8 |
5,650.7 |
5,993.8 |
|
S4 |
5,221.3 |
5,337.2 |
5,907.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,359.5 |
6,046.0 |
313.5 |
5.2% |
117.3 |
1.9% |
11% |
False |
True |
146,765 |
10 |
6,359.5 |
6,046.0 |
313.5 |
5.2% |
101.7 |
1.7% |
11% |
False |
True |
112,617 |
20 |
6,359.5 |
5,807.0 |
552.5 |
9.1% |
120.1 |
2.0% |
49% |
False |
False |
58,303 |
40 |
6,359.5 |
5,593.5 |
766.0 |
12.6% |
145.0 |
2.4% |
64% |
False |
False |
29,516 |
60 |
6,359.5 |
5,593.5 |
766.0 |
12.6% |
125.2 |
2.1% |
64% |
False |
False |
19,808 |
80 |
6,359.5 |
5,593.5 |
766.0 |
12.6% |
108.8 |
1.8% |
64% |
False |
False |
15,242 |
100 |
6,359.5 |
5,419.0 |
940.5 |
15.5% |
102.2 |
1.7% |
70% |
False |
False |
12,227 |
120 |
6,359.5 |
5,419.0 |
940.5 |
15.5% |
96.0 |
1.6% |
70% |
False |
False |
10,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,631.4 |
2.618 |
6,449.4 |
1.618 |
6,337.9 |
1.000 |
6,269.0 |
0.618 |
6,226.4 |
HIGH |
6,157.5 |
0.618 |
6,114.9 |
0.500 |
6,101.8 |
0.382 |
6,088.6 |
LOW |
6,046.0 |
0.618 |
5,977.1 |
1.000 |
5,934.5 |
1.618 |
5,865.6 |
2.618 |
5,754.1 |
4.250 |
5,572.1 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
6,101.8 |
6,162.5 |
PP |
6,094.5 |
6,135.0 |
S1 |
6,087.3 |
6,107.5 |
|