Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,236.4 |
1,250.5 |
14.1 |
1.1% |
1,236.7 |
High |
1,256.6 |
1,267.7 |
11.1 |
0.9% |
1,267.7 |
Low |
1,236.4 |
1,247.5 |
11.1 |
0.9% |
1,222.0 |
Close |
1,252.8 |
1,262.4 |
9.6 |
0.8% |
1,262.4 |
Range |
20.2 |
20.2 |
0.0 |
0.0% |
45.7 |
ATR |
19.4 |
19.5 |
0.1 |
0.3% |
0.0 |
Volume |
3,158 |
16,017 |
12,859 |
407.2% |
40,978 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.8 |
1,311.3 |
1,273.5 |
|
R3 |
1,299.6 |
1,291.1 |
1,268.0 |
|
R2 |
1,279.4 |
1,279.4 |
1,266.1 |
|
R1 |
1,270.9 |
1,270.9 |
1,264.3 |
1,275.2 |
PP |
1,259.2 |
1,259.2 |
1,259.2 |
1,261.3 |
S1 |
1,250.7 |
1,250.7 |
1,260.5 |
1,255.0 |
S2 |
1,239.0 |
1,239.0 |
1,258.7 |
|
S3 |
1,218.8 |
1,230.5 |
1,256.8 |
|
S4 |
1,198.6 |
1,210.3 |
1,251.3 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.8 |
1,370.8 |
1,287.5 |
|
R3 |
1,342.1 |
1,325.1 |
1,275.0 |
|
R2 |
1,296.4 |
1,296.4 |
1,270.8 |
|
R1 |
1,279.4 |
1,279.4 |
1,266.6 |
1,287.9 |
PP |
1,250.7 |
1,250.7 |
1,250.7 |
1,255.0 |
S1 |
1,233.7 |
1,233.7 |
1,258.2 |
1,242.2 |
S2 |
1,205.0 |
1,205.0 |
1,254.0 |
|
S3 |
1,159.3 |
1,188.0 |
1,249.8 |
|
S4 |
1,113.6 |
1,142.3 |
1,237.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,267.7 |
1,222.0 |
45.7 |
3.6% |
17.0 |
1.3% |
88% |
True |
False |
8,195 |
10 |
1,267.7 |
1,218.5 |
49.2 |
3.9% |
18.7 |
1.5% |
89% |
True |
False |
6,448 |
20 |
1,267.7 |
1,172.0 |
95.7 |
7.6% |
18.2 |
1.4% |
94% |
True |
False |
5,837 |
40 |
1,267.7 |
1,139.0 |
128.7 |
10.2% |
20.2 |
1.6% |
96% |
True |
False |
4,958 |
60 |
1,267.7 |
1,091.9 |
175.8 |
13.9% |
18.0 |
1.4% |
97% |
True |
False |
3,837 |
80 |
1,267.7 |
1,089.9 |
177.8 |
14.1% |
17.4 |
1.4% |
97% |
True |
False |
3,205 |
100 |
1,267.7 |
1,048.2 |
219.5 |
17.4% |
18.1 |
1.4% |
98% |
True |
False |
3,010 |
120 |
1,267.7 |
1,048.2 |
219.5 |
17.4% |
18.0 |
1.4% |
98% |
True |
False |
2,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.6 |
2.618 |
1,320.6 |
1.618 |
1,300.4 |
1.000 |
1,287.9 |
0.618 |
1,280.2 |
HIGH |
1,267.7 |
0.618 |
1,260.0 |
0.500 |
1,257.6 |
0.382 |
1,255.2 |
LOW |
1,247.5 |
0.618 |
1,235.0 |
1.000 |
1,227.3 |
1.618 |
1,214.8 |
2.618 |
1,194.6 |
4.250 |
1,161.7 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,260.8 |
1,258.4 |
PP |
1,259.2 |
1,254.3 |
S1 |
1,257.6 |
1,250.3 |
|