Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,077.50 |
1,084.50 |
7.00 |
0.6% |
1,054.25 |
High |
1,083.00 |
1,097.00 |
14.00 |
1.3% |
1,083.00 |
Low |
1,066.50 |
1,080.25 |
13.75 |
1.3% |
1,033.25 |
Close |
1,080.50 |
1,081.75 |
1.25 |
0.1% |
1,080.50 |
Range |
16.50 |
16.75 |
0.25 |
1.5% |
49.75 |
ATR |
27.12 |
26.38 |
-0.74 |
-2.7% |
0.00 |
Volume |
41 |
119 |
78 |
190.2% |
401 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,136.50 |
1,126.00 |
1,091.00 |
|
R3 |
1,119.75 |
1,109.25 |
1,086.25 |
|
R2 |
1,103.00 |
1,103.00 |
1,084.75 |
|
R1 |
1,092.50 |
1,092.50 |
1,083.25 |
1,089.50 |
PP |
1,086.25 |
1,086.25 |
1,086.25 |
1,084.75 |
S1 |
1,075.75 |
1,075.75 |
1,080.25 |
1,072.50 |
S2 |
1,069.50 |
1,069.50 |
1,078.75 |
|
S3 |
1,052.75 |
1,059.00 |
1,077.25 |
|
S4 |
1,036.00 |
1,042.25 |
1,072.50 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,214.75 |
1,197.50 |
1,107.75 |
|
R3 |
1,165.00 |
1,147.75 |
1,094.25 |
|
R2 |
1,115.25 |
1,115.25 |
1,089.50 |
|
R1 |
1,098.00 |
1,098.00 |
1,085.00 |
1,106.50 |
PP |
1,065.50 |
1,065.50 |
1,065.50 |
1,070.00 |
S1 |
1,048.25 |
1,048.25 |
1,076.00 |
1,057.00 |
S2 |
1,015.75 |
1,015.75 |
1,071.50 |
|
S3 |
966.00 |
998.50 |
1,066.75 |
|
S4 |
916.25 |
948.75 |
1,053.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,097.00 |
1,033.25 |
63.75 |
5.9% |
22.75 |
2.1% |
76% |
True |
False |
97 |
10 |
1,098.50 |
1,033.25 |
65.25 |
6.0% |
25.25 |
2.3% |
74% |
False |
False |
68 |
20 |
1,138.00 |
1,029.25 |
108.75 |
10.1% |
28.25 |
2.6% |
48% |
False |
False |
88 |
40 |
1,208.00 |
1,029.25 |
178.75 |
16.5% |
26.75 |
2.5% |
29% |
False |
False |
112 |
60 |
1,208.00 |
1,029.25 |
178.75 |
16.5% |
21.00 |
2.0% |
29% |
False |
False |
85 |
80 |
1,208.00 |
1,029.25 |
178.75 |
16.5% |
17.00 |
1.6% |
29% |
False |
False |
87 |
100 |
1,208.00 |
1,029.25 |
178.75 |
16.5% |
15.25 |
1.4% |
29% |
False |
False |
71 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,168.25 |
2.618 |
1,140.75 |
1.618 |
1,124.00 |
1.000 |
1,113.75 |
0.618 |
1,107.25 |
HIGH |
1,097.00 |
0.618 |
1,090.50 |
0.500 |
1,088.50 |
0.382 |
1,086.75 |
LOW |
1,080.25 |
0.618 |
1,070.00 |
1.000 |
1,063.50 |
1.618 |
1,053.25 |
2.618 |
1,036.50 |
4.250 |
1,009.00 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,088.50 |
1,078.00 |
PP |
1,086.25 |
1,074.25 |
S1 |
1,084.00 |
1,070.50 |
|