Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,084.50 |
1,082.50 |
-2.00 |
-0.2% |
1,054.25 |
High |
1,097.00 |
1,107.25 |
10.25 |
0.9% |
1,083.00 |
Low |
1,080.25 |
1,080.00 |
-0.25 |
0.0% |
1,033.25 |
Close |
1,081.75 |
1,104.75 |
23.00 |
2.1% |
1,080.50 |
Range |
16.75 |
27.25 |
10.50 |
62.7% |
49.75 |
ATR |
26.38 |
26.45 |
0.06 |
0.2% |
0.00 |
Volume |
119 |
1,285 |
1,166 |
979.8% |
401 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.00 |
1,169.25 |
1,119.75 |
|
R3 |
1,151.75 |
1,142.00 |
1,112.25 |
|
R2 |
1,124.50 |
1,124.50 |
1,109.75 |
|
R1 |
1,114.75 |
1,114.75 |
1,107.25 |
1,119.50 |
PP |
1,097.25 |
1,097.25 |
1,097.25 |
1,099.75 |
S1 |
1,087.50 |
1,087.50 |
1,102.25 |
1,092.50 |
S2 |
1,070.00 |
1,070.00 |
1,099.75 |
|
S3 |
1,042.75 |
1,060.25 |
1,097.25 |
|
S4 |
1,015.50 |
1,033.00 |
1,089.75 |
|
|
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 |
1,107.25 |
1,043.25 |
64.00 |
5.8% |
24.00 |
2.2% |
96% |
True |
False |
315 |
10 |
1,107.25 |
1,033.25 |
74.00 |
6.7% |
25.25 |
2.3% |
97% |
True |
False |
193 |
20 |
1,138.00 |
1,029.25 |
108.75 |
9.8% |
28.25 |
2.6% |
69% |
False |
False |
150 |
40 |
1,208.00 |
1,029.25 |
178.75 |
16.2% |
27.00 |
2.5% |
42% |
False |
False |
142 |
60 |
1,208.00 |
1,029.25 |
178.75 |
16.2% |
21.25 |
1.9% |
42% |
False |
False |
107 |
80 |
1,208.00 |
1,029.25 |
178.75 |
16.2% |
17.25 |
1.6% |
42% |
False |
False |
103 |
100 |
1,208.00 |
1,029.25 |
178.75 |
16.2% |
15.50 |
1.4% |
42% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,223.00 |
2.618 |
1,178.50 |
1.618 |
1,151.25 |
1.000 |
1,134.50 |
0.618 |
1,124.00 |
HIGH |
1,107.25 |
0.618 |
1,096.75 |
0.500 |
1,093.50 |
0.382 |
1,090.50 |
LOW |
1,080.00 |
0.618 |
1,063.25 |
1.000 |
1,052.75 |
1.618 |
1,036.00 |
2.618 |
1,008.75 |
4.250 |
964.25 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,101.00 |
1,098.75 |
PP |
1,097.25 |
1,092.75 |
S1 |
1,093.50 |
1,087.00 |
|