Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,246.0 |
1,242.1 |
-3.9 |
-0.3% |
1,236.7 |
High |
1,251.0 |
1,253.6 |
2.6 |
0.2% |
1,267.7 |
Low |
1,229.9 |
1,233.8 |
3.9 |
0.3% |
1,222.0 |
Close |
1,238.8 |
1,250.0 |
11.2 |
0.9% |
1,262.4 |
Range |
21.1 |
19.8 |
-1.3 |
-6.2% |
45.7 |
ATR |
19.9 |
19.9 |
0.0 |
0.0% |
0.0 |
Volume |
12,354 |
7,404 |
-4,950 |
-40.1% |
40,978 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.2 |
1,297.4 |
1,260.9 |
|
R3 |
1,285.4 |
1,277.6 |
1,255.4 |
|
R2 |
1,265.6 |
1,265.6 |
1,253.6 |
|
R1 |
1,257.8 |
1,257.8 |
1,251.8 |
1,261.7 |
PP |
1,245.8 |
1,245.8 |
1,245.8 |
1,247.8 |
S1 |
1,238.0 |
1,238.0 |
1,248.2 |
1,241.9 |
S2 |
1,226.0 |
1,226.0 |
1,246.4 |
|
S3 |
1,206.2 |
1,218.2 |
1,244.6 |
|
S4 |
1,186.4 |
1,198.4 |
1,239.1 |
|
|
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% |
21.1 |
1.7% |
49% |
False |
False |
10,102 |
10 |
1,270.6 |
1,222.0 |
48.6 |
3.9% |
18.3 |
1.5% |
58% |
False |
False |
7,985 |
20 |
1,270.6 |
1,202.0 |
68.6 |
5.5% |
18.8 |
1.5% |
70% |
False |
False |
6,427 |
40 |
1,270.6 |
1,161.2 |
109.4 |
8.8% |
20.5 |
1.6% |
81% |
False |
False |
5,582 |
60 |
1,270.6 |
1,107.5 |
163.1 |
13.0% |
18.6 |
1.5% |
87% |
False |
False |
4,307 |
80 |
1,270.6 |
1,089.9 |
180.7 |
14.5% |
17.7 |
1.4% |
89% |
False |
False |
3,568 |
100 |
1,270.6 |
1,048.2 |
222.4 |
17.8% |
18.2 |
1.5% |
91% |
False |
False |
3,284 |
120 |
1,270.6 |
1,048.2 |
222.4 |
17.8% |
18.4 |
1.5% |
91% |
False |
False |
3,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.8 |
2.618 |
1,305.4 |
1.618 |
1,285.6 |
1.000 |
1,273.4 |
0.618 |
1,265.8 |
HIGH |
1,253.6 |
0.618 |
1,246.0 |
0.500 |
1,243.7 |
0.382 |
1,241.4 |
LOW |
1,233.8 |
0.618 |
1,221.6 |
1.000 |
1,214.0 |
1.618 |
1,201.8 |
2.618 |
1,182.0 |
4.250 |
1,149.7 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,247.9 |
1,247.3 |
PP |
1,245.8 |
1,244.5 |
S1 |
1,243.7 |
1,241.8 |
|