Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,241.0 |
1,236.4 |
-4.6 |
-0.4% |
1,225.8 |
High |
1,243.3 |
1,256.6 |
13.3 |
1.1% |
1,259.0 |
Low |
1,232.8 |
1,236.4 |
3.6 |
0.3% |
1,218.5 |
Close |
1,234.7 |
1,252.8 |
18.1 |
1.5% |
1,234.4 |
Range |
10.5 |
20.2 |
9.7 |
92.4% |
40.5 |
ATR |
19.2 |
19.4 |
0.2 |
1.0% |
0.0 |
Volume |
11,899 |
3,158 |
-8,741 |
-73.5% |
23,504 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.2 |
1,301.2 |
1,263.9 |
|
R3 |
1,289.0 |
1,281.0 |
1,258.4 |
|
R2 |
1,268.8 |
1,268.8 |
1,256.5 |
|
R1 |
1,260.8 |
1,260.8 |
1,254.7 |
1,264.8 |
PP |
1,248.6 |
1,248.6 |
1,248.6 |
1,250.6 |
S1 |
1,240.6 |
1,240.6 |
1,250.9 |
1,244.6 |
S2 |
1,228.4 |
1,228.4 |
1,249.1 |
|
S3 |
1,208.2 |
1,220.4 |
1,247.2 |
|
S4 |
1,188.0 |
1,200.2 |
1,241.7 |
|
|
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 |
1,256.6 |
1,222.0 |
34.6 |
2.8% |
15.4 |
1.2% |
89% |
True |
False |
5,867 |
10 |
1,259.0 |
1,202.0 |
57.0 |
4.5% |
19.1 |
1.5% |
89% |
False |
False |
5,255 |
20 |
1,259.0 |
1,172.0 |
87.0 |
6.9% |
18.3 |
1.5% |
93% |
False |
False |
5,286 |
40 |
1,259.0 |
1,135.9 |
123.1 |
9.8% |
20.1 |
1.6% |
95% |
False |
False |
4,611 |
60 |
1,259.0 |
1,089.9 |
169.1 |
13.5% |
18.0 |
1.4% |
96% |
False |
False |
3,607 |
80 |
1,259.0 |
1,089.9 |
169.1 |
13.5% |
17.3 |
1.4% |
96% |
False |
False |
3,017 |
100 |
1,259.0 |
1,048.2 |
210.8 |
16.8% |
18.1 |
1.4% |
97% |
False |
False |
2,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.5 |
2.618 |
1,309.5 |
1.618 |
1,289.3 |
1.000 |
1,276.8 |
0.618 |
1,269.1 |
HIGH |
1,256.6 |
0.618 |
1,248.9 |
0.500 |
1,246.5 |
0.382 |
1,244.1 |
LOW |
1,236.4 |
0.618 |
1,223.9 |
1.000 |
1,216.2 |
1.618 |
1,203.7 |
2.618 |
1,183.5 |
4.250 |
1,150.6 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,250.7 |
1,249.0 |
PP |
1,248.6 |
1,245.2 |
S1 |
1,246.5 |
1,241.4 |
|