Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,224.1 |
1,236.7 |
12.6 |
1.0% |
1,225.8 |
High |
1,235.5 |
1,239.7 |
4.2 |
0.3% |
1,259.0 |
Low |
1,223.1 |
1,222.0 |
-1.1 |
-0.1% |
1,218.5 |
Close |
1,234.4 |
1,228.6 |
-5.8 |
-0.5% |
1,234.4 |
Range |
12.4 |
17.7 |
5.3 |
42.7% |
40.5 |
ATR |
20.4 |
20.2 |
-0.2 |
-0.9% |
0.0 |
Volume |
4,378 |
5,175 |
797 |
18.2% |
23,504 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.2 |
1,273.6 |
1,238.3 |
|
R3 |
1,265.5 |
1,255.9 |
1,233.5 |
|
R2 |
1,247.8 |
1,247.8 |
1,231.8 |
|
R1 |
1,238.2 |
1,238.2 |
1,230.2 |
1,234.2 |
PP |
1,230.1 |
1,230.1 |
1,230.1 |
1,228.1 |
S1 |
1,220.5 |
1,220.5 |
1,227.0 |
1,216.5 |
S2 |
1,212.4 |
1,212.4 |
1,225.4 |
|
S3 |
1,194.7 |
1,202.8 |
1,223.7 |
|
S4 |
1,177.0 |
1,185.1 |
1,218.9 |
|
|
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 |
1,220.5 |
38.5 |
3.1% |
17.5 |
1.4% |
21% |
False |
False |
4,950 |
10 |
1,259.0 |
1,202.0 |
57.0 |
4.6% |
19.7 |
1.6% |
47% |
False |
False |
4,200 |
20 |
1,259.0 |
1,172.0 |
87.0 |
7.1% |
20.1 |
1.6% |
65% |
False |
False |
4,885 |
40 |
1,259.0 |
1,127.8 |
131.2 |
10.7% |
19.8 |
1.6% |
77% |
False |
False |
4,215 |
60 |
1,259.0 |
1,089.9 |
169.1 |
13.8% |
18.1 |
1.5% |
82% |
False |
False |
3,334 |
80 |
1,259.0 |
1,089.9 |
169.1 |
13.8% |
17.5 |
1.4% |
82% |
False |
False |
2,834 |
100 |
1,259.0 |
1,048.2 |
210.8 |
17.2% |
18.2 |
1.5% |
86% |
False |
False |
2,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,314.9 |
2.618 |
1,286.0 |
1.618 |
1,268.3 |
1.000 |
1,257.4 |
0.618 |
1,250.6 |
HIGH |
1,239.7 |
0.618 |
1,232.9 |
0.500 |
1,230.9 |
0.382 |
1,228.8 |
LOW |
1,222.0 |
0.618 |
1,211.1 |
1.000 |
1,204.3 |
1.618 |
1,193.4 |
2.618 |
1,175.7 |
4.250 |
1,146.8 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,230.9 |
1,230.1 |
PP |
1,230.1 |
1,229.6 |
S1 |
1,229.4 |
1,229.1 |
|