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 |
110.52 |
110.28 |
-0.24 |
-0.2% |
107.20 |
High |
111.12 |
112.10 |
0.98 |
0.9% |
109.75 |
Low |
109.40 |
110.09 |
0.69 |
0.6% |
104.65 |
Close |
109.51 |
112.00 |
2.49 |
2.3% |
109.68 |
Range |
1.72 |
2.01 |
0.29 |
16.9% |
5.10 |
ATR |
2.61 |
2.61 |
0.00 |
0.0% |
0.00 |
Volume |
206,978,534 |
237,669,665 |
30,691,131 |
14.8% |
1,421,371,715 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.43 |
116.72 |
113.11 |
|
R3 |
115.42 |
114.71 |
112.55 |
|
R2 |
113.41 |
113.41 |
112.37 |
|
R1 |
112.70 |
112.70 |
112.18 |
113.06 |
PP |
111.40 |
111.40 |
111.40 |
111.57 |
S1 |
110.69 |
110.69 |
111.82 |
111.05 |
S2 |
109.39 |
109.39 |
111.63 |
|
S3 |
107.38 |
108.68 |
111.45 |
|
S4 |
105.37 |
106.67 |
110.89 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.33 |
121.60 |
112.49 |
|
R3 |
118.23 |
116.50 |
111.08 |
|
R2 |
113.13 |
113.13 |
110.62 |
|
R1 |
111.40 |
111.40 |
110.15 |
112.27 |
PP |
108.03 |
108.03 |
108.03 |
108.46 |
S1 |
106.30 |
106.30 |
109.21 |
107.17 |
S2 |
102.93 |
102.93 |
108.75 |
|
S3 |
97.83 |
101.20 |
108.28 |
|
S4 |
92.73 |
96.10 |
106.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.10 |
105.60 |
6.50 |
5.8% |
2.11 |
1.9% |
98% |
True |
False |
248,835,657 |
10 |
112.10 |
104.65 |
7.45 |
6.7% |
2.21 |
2.0% |
99% |
True |
False |
272,807,238 |
20 |
115.22 |
104.38 |
10.84 |
9.7% |
2.43 |
2.2% |
70% |
False |
False |
320,087,109 |
40 |
122.12 |
104.38 |
17.74 |
15.8% |
2.43 |
2.2% |
43% |
False |
False |
310,675,878 |
60 |
122.12 |
104.38 |
17.74 |
15.8% |
2.00 |
1.8% |
43% |
False |
False |
263,941,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.64 |
2.618 |
117.36 |
1.618 |
115.35 |
1.000 |
114.11 |
0.618 |
113.34 |
HIGH |
112.10 |
0.618 |
111.33 |
0.500 |
111.10 |
0.382 |
110.86 |
LOW |
110.09 |
0.618 |
108.85 |
1.000 |
108.08 |
1.618 |
106.84 |
2.618 |
104.83 |
4.250 |
101.55 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
111.70 |
111.37 |
PP |
111.40 |
110.74 |
S1 |
111.10 |
110.11 |
|