Trading Metrics calculated at close of trading on 22-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
113.12 |
111.41 |
-1.71 |
-1.5% |
110.52 |
High |
113.20 |
111.90 |
-1.30 |
-1.1% |
112.42 |
Low |
110.79 |
109.41 |
-1.38 |
-1.2% |
109.40 |
Close |
111.41 |
109.57 |
-1.84 |
-1.7% |
111.73 |
Range |
2.41 |
2.49 |
0.08 |
3.3% |
3.02 |
ATR |
2.31 |
2.32 |
0.01 |
0.6% |
0.00 |
Volume |
212,870,284 |
239,063,142 |
26,192,858 |
12.3% |
1,097,666,651 |
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.76 |
116.16 |
110.94 |
|
R3 |
115.27 |
113.67 |
110.25 |
|
R2 |
112.78 |
112.78 |
110.03 |
|
R1 |
111.18 |
111.18 |
109.80 |
110.74 |
PP |
110.29 |
110.29 |
110.29 |
110.07 |
S1 |
108.69 |
108.69 |
109.34 |
108.25 |
S2 |
107.80 |
107.80 |
109.11 |
|
S3 |
105.31 |
106.20 |
108.89 |
|
S4 |
102.82 |
103.71 |
108.20 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.24 |
119.01 |
113.39 |
|
R3 |
117.22 |
115.99 |
112.56 |
|
R2 |
114.20 |
114.20 |
112.28 |
|
R1 |
112.97 |
112.97 |
112.01 |
113.58 |
PP |
111.18 |
111.18 |
111.18 |
111.49 |
S1 |
109.95 |
109.95 |
111.45 |
110.56 |
S2 |
108.16 |
108.16 |
111.18 |
|
S3 |
105.14 |
106.93 |
110.90 |
|
S4 |
102.12 |
103.91 |
110.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.20 |
109.41 |
3.79 |
3.5% |
1.63 |
1.5% |
4% |
False |
True |
220,990,375 |
10 |
113.20 |
105.60 |
7.60 |
6.9% |
1.87 |
1.7% |
52% |
False |
False |
234,913,016 |
20 |
113.20 |
104.38 |
8.82 |
8.0% |
2.14 |
2.0% |
59% |
False |
False |
272,662,747 |
40 |
121.33 |
104.38 |
16.95 |
15.5% |
2.47 |
2.3% |
31% |
False |
False |
315,550,439 |
60 |
122.12 |
104.38 |
17.74 |
16.2% |
2.03 |
1.9% |
29% |
False |
False |
265,828,938 |
80 |
122.12 |
104.38 |
17.74 |
16.2% |
1.78 |
1.6% |
29% |
False |
False |
242,554,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.48 |
2.618 |
118.42 |
1.618 |
115.93 |
1.000 |
114.39 |
0.618 |
113.44 |
HIGH |
111.90 |
0.618 |
110.95 |
0.500 |
110.66 |
0.382 |
110.36 |
LOW |
109.41 |
0.618 |
107.87 |
1.000 |
106.92 |
1.618 |
105.38 |
2.618 |
102.89 |
4.250 |
98.83 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
110.66 |
111.31 |
PP |
110.29 |
110.73 |
S1 |
109.93 |
110.15 |
|