Trading Metrics calculated at close of trading on 21-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,250.5 |
1,266.0 |
15.5 |
1.2% |
1,236.7 |
High |
1,267.7 |
1,270.6 |
2.9 |
0.2% |
1,267.7 |
Low |
1,247.5 |
1,235.7 |
-11.8 |
-0.9% |
1,222.0 |
Close |
1,262.4 |
1,244.6 |
-17.8 |
-1.4% |
1,262.4 |
Range |
20.2 |
34.9 |
14.7 |
72.8% |
45.7 |
ATR |
19.5 |
20.6 |
1.1 |
5.7% |
0.0 |
Volume |
16,017 |
3,969 |
-12,048 |
-75.2% |
40,978 |
|
Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.0 |
1,334.7 |
1,263.8 |
|
R3 |
1,320.1 |
1,299.8 |
1,254.2 |
|
R2 |
1,285.2 |
1,285.2 |
1,251.0 |
|
R1 |
1,264.9 |
1,264.9 |
1,247.8 |
1,257.6 |
PP |
1,250.3 |
1,250.3 |
1,250.3 |
1,246.7 |
S1 |
1,230.0 |
1,230.0 |
1,241.4 |
1,222.7 |
S2 |
1,215.4 |
1,215.4 |
1,238.2 |
|
S3 |
1,180.5 |
1,195.1 |
1,235.0 |
|
S4 |
1,145.6 |
1,160.2 |
1,225.4 |
|
|
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 |
1,270.6 |
1,226.1 |
44.5 |
3.6% |
20.4 |
1.6% |
42% |
True |
False |
7,954 |
10 |
1,270.6 |
1,220.5 |
50.1 |
4.0% |
19.0 |
1.5% |
48% |
True |
False |
6,452 |
20 |
1,270.6 |
1,185.8 |
84.8 |
6.8% |
18.9 |
1.5% |
69% |
True |
False |
5,750 |
40 |
1,270.6 |
1,150.7 |
119.9 |
9.6% |
20.4 |
1.6% |
78% |
True |
False |
4,990 |
60 |
1,270.6 |
1,094.0 |
176.6 |
14.2% |
18.4 |
1.5% |
85% |
True |
False |
3,884 |
80 |
1,270.6 |
1,089.9 |
180.7 |
14.5% |
17.6 |
1.4% |
86% |
True |
False |
3,236 |
100 |
1,270.6 |
1,048.2 |
222.4 |
17.9% |
18.3 |
1.5% |
88% |
True |
False |
3,033 |
120 |
1,270.6 |
1,048.2 |
222.4 |
17.9% |
18.2 |
1.5% |
88% |
True |
False |
2,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,418.9 |
2.618 |
1,362.0 |
1.618 |
1,327.1 |
1.000 |
1,305.5 |
0.618 |
1,292.2 |
HIGH |
1,270.6 |
0.618 |
1,257.3 |
0.500 |
1,253.2 |
0.382 |
1,249.0 |
LOW |
1,235.7 |
0.618 |
1,214.1 |
1.000 |
1,200.8 |
1.618 |
1,179.2 |
2.618 |
1,144.3 |
4.250 |
1,087.4 |
|
|
Fisher Pivots for day following 21-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,253.2 |
1,253.2 |
PP |
1,250.3 |
1,250.3 |
S1 |
1,247.5 |
1,247.5 |
|