Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,236.7 |
1,228.0 |
-8.7 |
-0.7% |
1,225.8 |
High |
1,239.7 |
1,242.3 |
2.6 |
0.2% |
1,259.0 |
Low |
1,222.0 |
1,226.1 |
4.1 |
0.3% |
1,218.5 |
Close |
1,228.6 |
1,238.6 |
10.0 |
0.8% |
1,234.4 |
Range |
17.7 |
16.2 |
-1.5 |
-8.5% |
40.5 |
ATR |
20.2 |
19.9 |
-0.3 |
-1.4% |
0.0 |
Volume |
5,175 |
4,729 |
-446 |
-8.6% |
23,504 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.3 |
1,277.6 |
1,247.5 |
|
R3 |
1,268.1 |
1,261.4 |
1,243.1 |
|
R2 |
1,251.9 |
1,251.9 |
1,241.6 |
|
R1 |
1,245.2 |
1,245.2 |
1,240.1 |
1,248.6 |
PP |
1,235.7 |
1,235.7 |
1,235.7 |
1,237.3 |
S1 |
1,229.0 |
1,229.0 |
1,237.1 |
1,232.4 |
S2 |
1,219.5 |
1,219.5 |
1,235.6 |
|
S3 |
1,203.3 |
1,212.8 |
1,234.1 |
|
S4 |
1,187.1 |
1,196.6 |
1,229.7 |
|
|
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 |
1,246.5 |
1,220.5 |
26.0 |
2.1% |
16.9 |
1.4% |
70% |
False |
False |
4,834 |
10 |
1,259.0 |
1,202.0 |
57.0 |
4.6% |
19.6 |
1.6% |
64% |
False |
False |
4,114 |
20 |
1,259.0 |
1,172.0 |
87.0 |
7.0% |
19.8 |
1.6% |
77% |
False |
False |
4,880 |
40 |
1,259.0 |
1,135.9 |
123.1 |
9.9% |
19.9 |
1.6% |
83% |
False |
False |
4,301 |
60 |
1,259.0 |
1,089.9 |
169.1 |
13.7% |
17.9 |
1.4% |
88% |
False |
False |
3,391 |
80 |
1,259.0 |
1,089.9 |
169.1 |
13.7% |
17.4 |
1.4% |
88% |
False |
False |
2,859 |
100 |
1,259.0 |
1,048.2 |
210.8 |
17.0% |
18.0 |
1.5% |
90% |
False |
False |
2,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.2 |
2.618 |
1,284.7 |
1.618 |
1,268.5 |
1.000 |
1,258.5 |
0.618 |
1,252.3 |
HIGH |
1,242.3 |
0.618 |
1,236.1 |
0.500 |
1,234.2 |
0.382 |
1,232.3 |
LOW |
1,226.1 |
0.618 |
1,216.1 |
1.000 |
1,209.9 |
1.618 |
1,199.9 |
2.618 |
1,183.7 |
4.250 |
1,157.3 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,237.1 |
1,236.5 |
PP |
1,235.7 |
1,234.3 |
S1 |
1,234.2 |
1,232.2 |
|