Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,103.50 |
1,105.00 |
1.50 |
0.1% |
1,054.25 |
High |
1,110.00 |
1,111.25 |
1.25 |
0.1% |
1,083.00 |
Low |
1,096.25 |
1,097.00 |
0.75 |
0.1% |
1,033.25 |
Close |
1,105.25 |
1,107.25 |
2.00 |
0.2% |
1,080.50 |
Range |
13.75 |
14.25 |
0.50 |
3.6% |
49.75 |
ATR |
25.54 |
24.73 |
-0.81 |
-3.2% |
0.00 |
Volume |
163 |
131 |
-32 |
-19.6% |
401 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.00 |
1,141.75 |
1,115.00 |
|
R3 |
1,133.75 |
1,127.50 |
1,111.25 |
|
R2 |
1,119.50 |
1,119.50 |
1,109.75 |
|
R1 |
1,113.25 |
1,113.25 |
1,108.50 |
1,116.50 |
PP |
1,105.25 |
1,105.25 |
1,105.25 |
1,106.75 |
S1 |
1,099.00 |
1,099.00 |
1,106.00 |
1,102.00 |
S2 |
1,091.00 |
1,091.00 |
1,104.75 |
|
S3 |
1,076.75 |
1,084.75 |
1,103.25 |
|
S4 |
1,062.50 |
1,070.50 |
1,099.50 |
|
|
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 |
1,111.25 |
1,066.50 |
44.75 |
4.0% |
17.75 |
1.6% |
91% |
True |
False |
347 |
10 |
1,111.25 |
1,033.25 |
78.00 |
7.0% |
23.75 |
2.2% |
95% |
True |
False |
214 |
20 |
1,111.25 |
1,029.25 |
82.00 |
7.4% |
27.00 |
2.4% |
95% |
True |
False |
133 |
40 |
1,208.00 |
1,029.25 |
178.75 |
16.1% |
27.25 |
2.5% |
44% |
False |
False |
148 |
60 |
1,208.00 |
1,029.25 |
178.75 |
16.1% |
21.50 |
1.9% |
44% |
False |
False |
111 |
80 |
1,208.00 |
1,029.25 |
178.75 |
16.1% |
17.50 |
1.6% |
44% |
False |
False |
106 |
100 |
1,208.00 |
1,029.25 |
178.75 |
16.1% |
15.25 |
1.4% |
44% |
False |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.75 |
2.618 |
1,148.50 |
1.618 |
1,134.25 |
1.000 |
1,125.50 |
0.618 |
1,120.00 |
HIGH |
1,111.25 |
0.618 |
1,105.75 |
0.500 |
1,104.00 |
0.382 |
1,102.50 |
LOW |
1,097.00 |
0.618 |
1,088.25 |
1.000 |
1,082.75 |
1.618 |
1,074.00 |
2.618 |
1,059.75 |
4.250 |
1,036.50 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,106.25 |
1,103.50 |
PP |
1,105.25 |
1,099.50 |
S1 |
1,104.00 |
1,095.50 |
|