Trading Metrics calculated at close of trading on 11-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,238.4 |
1,224.1 |
-14.3 |
-1.2% |
1,225.8 |
High |
1,239.6 |
1,235.5 |
-4.1 |
-0.3% |
1,259.0 |
Low |
1,220.5 |
1,223.1 |
2.6 |
0.2% |
1,218.5 |
Close |
1,226.3 |
1,234.4 |
8.1 |
0.7% |
1,234.4 |
Range |
19.1 |
12.4 |
-6.7 |
-35.1% |
40.5 |
ATR |
21.0 |
20.4 |
-0.6 |
-2.9% |
0.0 |
Volume |
3,872 |
4,378 |
506 |
13.1% |
23,504 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.2 |
1,263.7 |
1,241.2 |
|
R3 |
1,255.8 |
1,251.3 |
1,237.8 |
|
R2 |
1,243.4 |
1,243.4 |
1,236.7 |
|
R1 |
1,238.9 |
1,238.9 |
1,235.5 |
1,241.2 |
PP |
1,231.0 |
1,231.0 |
1,231.0 |
1,232.1 |
S1 |
1,226.5 |
1,226.5 |
1,233.3 |
1,228.8 |
S2 |
1,218.6 |
1,218.6 |
1,232.1 |
|
S3 |
1,206.2 |
1,214.1 |
1,231.0 |
|
S4 |
1,193.8 |
1,201.7 |
1,227.6 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.8 |
1,337.1 |
1,256.7 |
|
R3 |
1,318.3 |
1,296.6 |
1,245.5 |
|
R2 |
1,277.8 |
1,277.8 |
1,241.8 |
|
R1 |
1,256.1 |
1,256.1 |
1,238.1 |
1,267.0 |
PP |
1,237.3 |
1,237.3 |
1,237.3 |
1,242.7 |
S1 |
1,215.6 |
1,215.6 |
1,230.7 |
1,226.5 |
S2 |
1,196.8 |
1,196.8 |
1,227.0 |
|
S3 |
1,156.3 |
1,175.1 |
1,223.3 |
|
S4 |
1,115.8 |
1,134.6 |
1,212.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,259.0 |
1,218.5 |
40.5 |
3.3% |
20.5 |
1.7% |
39% |
False |
False |
4,700 |
10 |
1,259.0 |
1,202.0 |
57.0 |
4.6% |
19.3 |
1.6% |
57% |
False |
False |
4,225 |
20 |
1,259.0 |
1,172.0 |
87.0 |
7.0% |
20.9 |
1.7% |
72% |
False |
False |
4,877 |
40 |
1,259.0 |
1,127.8 |
131.2 |
10.6% |
20.1 |
1.6% |
81% |
False |
False |
4,113 |
60 |
1,259.0 |
1,089.9 |
169.1 |
13.7% |
17.9 |
1.5% |
85% |
False |
False |
3,253 |
80 |
1,259.0 |
1,089.9 |
169.1 |
13.7% |
17.6 |
1.4% |
85% |
False |
False |
2,809 |
100 |
1,259.0 |
1,048.2 |
210.8 |
17.1% |
18.3 |
1.5% |
88% |
False |
False |
2,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.2 |
2.618 |
1,268.0 |
1.618 |
1,255.6 |
1.000 |
1,247.9 |
0.618 |
1,243.2 |
HIGH |
1,235.5 |
0.618 |
1,230.8 |
0.500 |
1,229.3 |
0.382 |
1,227.8 |
LOW |
1,223.1 |
0.618 |
1,215.4 |
1.000 |
1,210.7 |
1.618 |
1,203.0 |
2.618 |
1,190.6 |
4.250 |
1,170.4 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,232.7 |
1,234.1 |
PP |
1,231.0 |
1,233.8 |
S1 |
1,229.3 |
1,233.5 |
|