Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,228.0 |
1,241.0 |
13.0 |
1.1% |
1,225.8 |
High |
1,242.3 |
1,243.3 |
1.0 |
0.1% |
1,259.0 |
Low |
1,226.1 |
1,232.8 |
6.7 |
0.5% |
1,218.5 |
Close |
1,238.6 |
1,234.7 |
-3.9 |
-0.3% |
1,234.4 |
Range |
16.2 |
10.5 |
-5.7 |
-35.2% |
40.5 |
ATR |
19.9 |
19.2 |
-0.7 |
-3.4% |
0.0 |
Volume |
4,729 |
11,899 |
7,170 |
151.6% |
23,504 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.4 |
1,262.1 |
1,240.5 |
|
R3 |
1,257.9 |
1,251.6 |
1,237.6 |
|
R2 |
1,247.4 |
1,247.4 |
1,236.6 |
|
R1 |
1,241.1 |
1,241.1 |
1,235.7 |
1,239.0 |
PP |
1,236.9 |
1,236.9 |
1,236.9 |
1,235.9 |
S1 |
1,230.6 |
1,230.6 |
1,233.7 |
1,228.5 |
S2 |
1,226.4 |
1,226.4 |
1,232.8 |
|
S3 |
1,215.9 |
1,220.1 |
1,231.8 |
|
S4 |
1,205.4 |
1,209.6 |
1,228.9 |
|
|
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 |
1,243.3 |
1,220.5 |
22.8 |
1.8% |
15.2 |
1.2% |
62% |
True |
False |
6,010 |
10 |
1,259.0 |
1,202.0 |
57.0 |
4.6% |
19.3 |
1.6% |
57% |
False |
False |
5,112 |
20 |
1,259.0 |
1,172.0 |
87.0 |
7.0% |
19.2 |
1.6% |
72% |
False |
False |
5,280 |
40 |
1,259.0 |
1,135.9 |
123.1 |
10.0% |
19.9 |
1.6% |
80% |
False |
False |
4,580 |
60 |
1,259.0 |
1,089.9 |
169.1 |
13.7% |
17.8 |
1.4% |
86% |
False |
False |
3,577 |
80 |
1,259.0 |
1,089.9 |
169.1 |
13.7% |
17.3 |
1.4% |
86% |
False |
False |
2,990 |
100 |
1,259.0 |
1,048.2 |
210.8 |
17.1% |
18.0 |
1.5% |
88% |
False |
False |
2,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.9 |
2.618 |
1,270.8 |
1.618 |
1,260.3 |
1.000 |
1,253.8 |
0.618 |
1,249.8 |
HIGH |
1,243.3 |
0.618 |
1,239.3 |
0.500 |
1,238.1 |
0.382 |
1,236.8 |
LOW |
1,232.8 |
0.618 |
1,226.3 |
1.000 |
1,222.3 |
1.618 |
1,215.8 |
2.618 |
1,205.3 |
4.250 |
1,188.2 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,238.1 |
1,234.0 |
PP |
1,236.9 |
1,233.3 |
S1 |
1,235.8 |
1,232.7 |
|