Trading Metrics calculated at close of trading on 25-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,242.1 |
1,247.7 |
5.6 |
0.5% |
1,266.0 |
High |
1,253.6 |
1,263.1 |
9.5 |
0.8% |
1,270.6 |
Low |
1,233.8 |
1,246.2 |
12.4 |
1.0% |
1,229.9 |
Close |
1,250.0 |
1,260.3 |
10.3 |
0.8% |
1,260.3 |
Range |
19.8 |
16.9 |
-2.9 |
-14.6% |
40.7 |
ATR |
19.9 |
19.7 |
-0.2 |
-1.1% |
0.0 |
Volume |
7,404 |
4,761 |
-2,643 |
-35.7% |
39,258 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.2 |
1,300.7 |
1,269.6 |
|
R3 |
1,290.3 |
1,283.8 |
1,264.9 |
|
R2 |
1,273.4 |
1,273.4 |
1,263.4 |
|
R1 |
1,266.9 |
1,266.9 |
1,261.8 |
1,270.2 |
PP |
1,256.5 |
1,256.5 |
1,256.5 |
1,258.2 |
S1 |
1,250.0 |
1,250.0 |
1,258.8 |
1,253.3 |
S2 |
1,239.6 |
1,239.6 |
1,257.2 |
|
S3 |
1,222.7 |
1,233.1 |
1,255.7 |
|
S4 |
1,205.8 |
1,216.2 |
1,251.0 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.7 |
1,358.7 |
1,282.7 |
|
R3 |
1,335.0 |
1,318.0 |
1,271.5 |
|
R2 |
1,294.3 |
1,294.3 |
1,267.8 |
|
R1 |
1,277.3 |
1,277.3 |
1,264.0 |
1,265.5 |
PP |
1,253.6 |
1,253.6 |
1,253.6 |
1,247.7 |
S1 |
1,236.6 |
1,236.6 |
1,256.6 |
1,224.8 |
S2 |
1,212.9 |
1,212.9 |
1,252.8 |
|
S3 |
1,172.2 |
1,195.9 |
1,249.1 |
|
S4 |
1,131.5 |
1,155.2 |
1,237.9 |
|
|
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 |
3.2% |
20.5 |
1.6% |
75% |
False |
False |
7,851 |
10 |
1,270.6 |
1,222.0 |
48.6 |
3.9% |
18.7 |
1.5% |
79% |
False |
False |
8,023 |
20 |
1,270.6 |
1,202.0 |
68.6 |
5.4% |
19.0 |
1.5% |
85% |
False |
False |
6,124 |
40 |
1,270.6 |
1,161.2 |
109.4 |
8.7% |
20.7 |
1.6% |
91% |
False |
False |
5,625 |
60 |
1,270.6 |
1,116.3 |
154.3 |
12.2% |
18.7 |
1.5% |
93% |
False |
False |
4,353 |
80 |
1,270.6 |
1,089.9 |
180.7 |
14.3% |
17.7 |
1.4% |
94% |
False |
False |
3,612 |
100 |
1,270.6 |
1,048.2 |
222.4 |
17.6% |
18.2 |
1.4% |
95% |
False |
False |
3,318 |
120 |
1,270.6 |
1,048.2 |
222.4 |
17.6% |
18.3 |
1.5% |
95% |
False |
False |
3,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.9 |
2.618 |
1,307.3 |
1.618 |
1,290.4 |
1.000 |
1,280.0 |
0.618 |
1,273.5 |
HIGH |
1,263.1 |
0.618 |
1,256.6 |
0.500 |
1,254.7 |
0.382 |
1,252.7 |
LOW |
1,246.2 |
0.618 |
1,235.8 |
1.000 |
1,229.3 |
1.618 |
1,218.9 |
2.618 |
1,202.0 |
4.250 |
1,174.4 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,258.4 |
1,255.7 |
PP |
1,256.5 |
1,251.1 |
S1 |
1,254.7 |
1,246.5 |
|