Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,239.0 |
1,246.0 |
7.0 |
0.6% |
1,236.7 |
High |
1,246.7 |
1,251.0 |
4.3 |
0.3% |
1,267.7 |
Low |
1,237.0 |
1,229.9 |
-7.1 |
-0.6% |
1,222.0 |
Close |
1,244.7 |
1,238.8 |
-5.9 |
-0.5% |
1,262.4 |
Range |
9.7 |
21.1 |
11.4 |
117.5% |
45.7 |
ATR |
19.8 |
19.9 |
0.1 |
0.5% |
0.0 |
Volume |
10,770 |
12,354 |
1,584 |
14.7% |
40,978 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.2 |
1,292.1 |
1,250.4 |
|
R3 |
1,282.1 |
1,271.0 |
1,244.6 |
|
R2 |
1,261.0 |
1,261.0 |
1,242.7 |
|
R1 |
1,249.9 |
1,249.9 |
1,240.7 |
1,244.9 |
PP |
1,239.9 |
1,239.9 |
1,239.9 |
1,237.4 |
S1 |
1,228.8 |
1,228.8 |
1,236.9 |
1,223.8 |
S2 |
1,218.8 |
1,218.8 |
1,234.9 |
|
S3 |
1,197.7 |
1,207.7 |
1,233.0 |
|
S4 |
1,176.6 |
1,186.6 |
1,227.2 |
|
|
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 |
1,229.9 |
40.7 |
3.3% |
21.2 |
1.7% |
22% |
False |
True |
9,253 |
10 |
1,270.6 |
1,220.5 |
50.1 |
4.0% |
18.2 |
1.5% |
37% |
False |
False |
7,632 |
20 |
1,270.6 |
1,202.0 |
68.6 |
5.5% |
18.6 |
1.5% |
54% |
False |
False |
6,562 |
40 |
1,270.6 |
1,161.2 |
109.4 |
8.8% |
20.3 |
1.6% |
71% |
False |
False |
5,492 |
60 |
1,270.6 |
1,106.6 |
164.0 |
13.2% |
18.5 |
1.5% |
81% |
False |
False |
4,224 |
80 |
1,270.6 |
1,089.9 |
180.7 |
14.6% |
17.7 |
1.4% |
82% |
False |
False |
3,489 |
100 |
1,270.6 |
1,048.2 |
222.4 |
18.0% |
18.3 |
1.5% |
86% |
False |
False |
3,242 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.0% |
18.3 |
1.5% |
86% |
False |
False |
3,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.7 |
2.618 |
1,306.2 |
1.618 |
1,285.1 |
1.000 |
1,272.1 |
0.618 |
1,264.0 |
HIGH |
1,251.0 |
0.618 |
1,242.9 |
0.500 |
1,240.5 |
0.382 |
1,238.0 |
LOW |
1,229.9 |
0.618 |
1,216.9 |
1.000 |
1,208.8 |
1.618 |
1,195.8 |
2.618 |
1,174.7 |
4.250 |
1,140.2 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,240.5 |
1,250.3 |
PP |
1,239.9 |
1,246.4 |
S1 |
1,239.4 |
1,242.6 |
|