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 |
10,211.83 |
10,192.40 |
-19.43 |
-0.2% |
9,931.75 |
High |
10,328.67 |
10,408.32 |
79.65 |
0.8% |
10,215.98 |
Low |
10,186.21 |
10,192.40 |
6.19 |
0.1% |
9,757.55 |
Close |
10,190.89 |
10,404.77 |
213.88 |
2.1% |
10,211.07 |
Range |
142.46 |
215.92 |
73.46 |
51.6% |
458.43 |
ATR |
214.90 |
215.08 |
0.18 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,982.92 |
10,909.77 |
10,523.53 |
|
R3 |
10,767.00 |
10,693.85 |
10,464.15 |
|
R2 |
10,551.08 |
10,551.08 |
10,444.36 |
|
R1 |
10,477.93 |
10,477.93 |
10,424.56 |
10,514.51 |
PP |
10,335.16 |
10,335.16 |
10,335.16 |
10,353.45 |
S1 |
10,262.01 |
10,262.01 |
10,384.98 |
10,298.59 |
S2 |
10,119.24 |
10,119.24 |
10,365.18 |
|
S3 |
9,903.32 |
10,046.09 |
10,345.39 |
|
S4 |
9,687.40 |
9,830.17 |
10,286.01 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,436.82 |
11,282.38 |
10,463.21 |
|
R3 |
10,978.39 |
10,823.95 |
10,337.14 |
|
R2 |
10,519.96 |
10,519.96 |
10,295.12 |
|
R1 |
10,365.52 |
10,365.52 |
10,253.09 |
10,442.74 |
PP |
10,061.53 |
10,061.53 |
10,061.53 |
10,100.15 |
S1 |
9,907.09 |
9,907.09 |
10,169.05 |
9,984.31 |
S2 |
9,603.10 |
9,603.10 |
10,127.02 |
|
S3 |
9,144.67 |
9,448.66 |
10,085.00 |
|
S4 |
8,686.24 |
8,990.23 |
9,958.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,408.32 |
9,867.73 |
540.59 |
5.2% |
194.64 |
1.9% |
99% |
True |
False |
|
10 |
10,408.32 |
9,757.55 |
650.77 |
6.3% |
207.00 |
2.0% |
99% |
True |
False |
|
20 |
10,718.86 |
9,757.55 |
961.31 |
9.2% |
223.77 |
2.2% |
67% |
False |
False |
|
40 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
224.74 |
2.2% |
43% |
False |
False |
|
60 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
180.23 |
1.7% |
43% |
False |
False |
|
80 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
157.41 |
1.5% |
43% |
False |
False |
|
100 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
156.64 |
1.5% |
43% |
False |
False |
|
120 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
146.83 |
1.4% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,325.98 |
2.618 |
10,973.60 |
1.618 |
10,757.68 |
1.000 |
10,624.24 |
0.618 |
10,541.76 |
HIGH |
10,408.32 |
0.618 |
10,325.84 |
0.500 |
10,300.36 |
0.382 |
10,274.88 |
LOW |
10,192.40 |
0.618 |
10,058.96 |
1.000 |
9,976.48 |
1.618 |
9,843.04 |
2.618 |
9,627.12 |
4.250 |
9,274.74 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,369.97 |
10,351.69 |
PP |
10,335.16 |
10,298.60 |
S1 |
10,300.36 |
10,245.52 |
|