Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,082.50 |
1,103.50 |
21.00 |
1.9% |
1,054.25 |
High |
1,107.25 |
1,110.00 |
2.75 |
0.2% |
1,083.00 |
Low |
1,080.00 |
1,096.25 |
16.25 |
1.5% |
1,033.25 |
Close |
1,104.75 |
1,105.25 |
0.50 |
0.0% |
1,080.50 |
Range |
27.25 |
13.75 |
-13.50 |
-49.5% |
49.75 |
ATR |
26.45 |
25.54 |
-0.91 |
-3.4% |
0.00 |
Volume |
1,285 |
163 |
-1,122 |
-87.3% |
401 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,145.00 |
1,139.00 |
1,112.75 |
|
R3 |
1,131.25 |
1,125.25 |
1,109.00 |
|
R2 |
1,117.50 |
1,117.50 |
1,107.75 |
|
R1 |
1,111.50 |
1,111.50 |
1,106.50 |
1,114.50 |
PP |
1,103.75 |
1,103.75 |
1,103.75 |
1,105.50 |
S1 |
1,097.75 |
1,097.75 |
1,104.00 |
1,100.75 |
S2 |
1,090.00 |
1,090.00 |
1,102.75 |
|
S3 |
1,076.25 |
1,084.00 |
1,101.50 |
|
S4 |
1,062.50 |
1,070.25 |
1,097.75 |
|
|
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 |
1,110.00 |
1,044.00 |
66.00 |
6.0% |
21.75 |
2.0% |
93% |
True |
False |
336 |
10 |
1,110.00 |
1,033.25 |
76.75 |
6.9% |
23.75 |
2.1% |
94% |
True |
False |
206 |
20 |
1,113.00 |
1,029.25 |
83.75 |
7.6% |
27.25 |
2.5% |
91% |
False |
False |
156 |
40 |
1,208.00 |
1,029.25 |
178.75 |
16.2% |
27.25 |
2.5% |
43% |
False |
False |
145 |
60 |
1,208.00 |
1,029.25 |
178.75 |
16.2% |
21.50 |
1.9% |
43% |
False |
False |
109 |
80 |
1,208.00 |
1,029.25 |
178.75 |
16.2% |
17.50 |
1.6% |
43% |
False |
False |
105 |
100 |
1,208.00 |
1,029.25 |
178.75 |
16.2% |
15.50 |
1.4% |
43% |
False |
False |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,168.50 |
2.618 |
1,146.00 |
1.618 |
1,132.25 |
1.000 |
1,123.75 |
0.618 |
1,118.50 |
HIGH |
1,110.00 |
0.618 |
1,104.75 |
0.500 |
1,103.00 |
0.382 |
1,101.50 |
LOW |
1,096.25 |
0.618 |
1,087.75 |
1.000 |
1,082.50 |
1.618 |
1,074.00 |
2.618 |
1,060.25 |
4.250 |
1,037.75 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,104.50 |
1,101.75 |
PP |
1,103.75 |
1,098.50 |
S1 |
1,103.00 |
1,095.00 |
|