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 |
1,082.25 |
1,066.50 |
-15.75 |
-1.5% |
1,115.00 |
High |
1,086.50 |
1,075.00 |
-11.50 |
-1.1% |
1,125.00 |
Low |
1,062.75 |
1,059.00 |
-3.75 |
-0.4% |
1,059.00 |
Close |
1,066.25 |
1,070.50 |
4.25 |
0.4% |
1,070.50 |
Range |
23.75 |
16.00 |
-7.75 |
-32.6% |
66.00 |
ATR |
23.44 |
22.91 |
-0.53 |
-2.3% |
0.00 |
Volume |
1,450 |
1,462 |
12 |
0.8% |
5,014 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,116.25 |
1,109.25 |
1,079.25 |
|
R3 |
1,100.25 |
1,093.25 |
1,075.00 |
|
R2 |
1,084.25 |
1,084.25 |
1,073.50 |
|
R1 |
1,077.25 |
1,077.25 |
1,072.00 |
1,080.75 |
PP |
1,068.25 |
1,068.25 |
1,068.25 |
1,070.00 |
S1 |
1,061.25 |
1,061.25 |
1,069.00 |
1,064.75 |
S2 |
1,052.25 |
1,052.25 |
1,067.50 |
|
S3 |
1,036.25 |
1,045.25 |
1,066.00 |
|
S4 |
1,020.25 |
1,029.25 |
1,061.75 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.75 |
1,242.75 |
1,106.75 |
|
R3 |
1,216.75 |
1,176.75 |
1,088.75 |
|
R2 |
1,150.75 |
1,150.75 |
1,082.50 |
|
R1 |
1,110.75 |
1,110.75 |
1,076.50 |
1,097.75 |
PP |
1,084.75 |
1,084.75 |
1,084.75 |
1,078.50 |
S1 |
1,044.75 |
1,044.75 |
1,064.50 |
1,031.75 |
S2 |
1,018.75 |
1,018.75 |
1,058.50 |
|
S3 |
952.75 |
978.75 |
1,052.25 |
|
S4 |
886.75 |
912.75 |
1,034.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,125.00 |
1,059.00 |
66.00 |
6.2% |
22.00 |
2.1% |
17% |
False |
True |
1,002 |
10 |
1,125.00 |
1,059.00 |
66.00 |
6.2% |
19.00 |
1.8% |
17% |
False |
True |
722 |
20 |
1,125.00 |
1,033.25 |
91.75 |
8.6% |
22.25 |
2.1% |
41% |
False |
False |
391 |
40 |
1,198.50 |
1,029.25 |
169.25 |
15.8% |
27.25 |
2.6% |
24% |
False |
False |
259 |
60 |
1,208.00 |
1,029.25 |
178.75 |
16.7% |
22.50 |
2.1% |
23% |
False |
False |
203 |
80 |
1,208.00 |
1,029.25 |
178.75 |
16.7% |
18.75 |
1.8% |
23% |
False |
False |
175 |
100 |
1,208.00 |
1,029.25 |
178.75 |
16.7% |
16.00 |
1.5% |
23% |
False |
False |
141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,143.00 |
2.618 |
1,117.00 |
1.618 |
1,101.00 |
1.000 |
1,091.00 |
0.618 |
1,085.00 |
HIGH |
1,075.00 |
0.618 |
1,069.00 |
0.500 |
1,067.00 |
0.382 |
1,065.00 |
LOW |
1,059.00 |
0.618 |
1,049.00 |
1.000 |
1,043.00 |
1.618 |
1,033.00 |
2.618 |
1,017.00 |
4.250 |
991.00 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,069.25 |
1,076.25 |
PP |
1,068.25 |
1,074.25 |
S1 |
1,067.00 |
1,072.50 |
|