Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,192.40 |
10,404.24 |
211.84 |
2.1% |
9,931.75 |
High |
10,408.32 |
10,429.03 |
20.71 |
0.2% |
10,215.98 |
Low |
10,192.40 |
10,332.60 |
140.20 |
1.4% |
9,757.55 |
Close |
10,404.77 |
10,409.46 |
4.69 |
0.0% |
10,211.07 |
Range |
215.92 |
96.43 |
-119.49 |
-55.3% |
458.43 |
ATR |
215.08 |
206.60 |
-8.47 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,679.65 |
10,640.99 |
10,462.50 |
|
R3 |
10,583.22 |
10,544.56 |
10,435.98 |
|
R2 |
10,486.79 |
10,486.79 |
10,427.14 |
|
R1 |
10,448.13 |
10,448.13 |
10,418.30 |
10,467.46 |
PP |
10,390.36 |
10,390.36 |
10,390.36 |
10,400.03 |
S1 |
10,351.70 |
10,351.70 |
10,400.62 |
10,371.03 |
S2 |
10,293.93 |
10,293.93 |
10,391.78 |
|
S3 |
10,197.50 |
10,255.27 |
10,382.94 |
|
S4 |
10,101.07 |
10,158.84 |
10,356.42 |
|
|
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 |
10,429.03 |
9,901.67 |
527.36 |
5.1% |
174.45 |
1.7% |
96% |
True |
False |
|
10 |
10,429.03 |
9,757.55 |
671.48 |
6.5% |
193.78 |
1.9% |
97% |
True |
False |
|
20 |
10,522.52 |
9,757.55 |
764.97 |
7.3% |
216.76 |
2.1% |
85% |
False |
False |
|
40 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
225.53 |
2.2% |
43% |
False |
False |
|
60 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
179.93 |
1.7% |
43% |
False |
False |
|
80 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
157.81 |
1.5% |
43% |
False |
False |
|
100 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
155.28 |
1.5% |
43% |
False |
False |
|
120 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
147.09 |
1.4% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,838.86 |
2.618 |
10,681.48 |
1.618 |
10,585.05 |
1.000 |
10,525.46 |
0.618 |
10,488.62 |
HIGH |
10,429.03 |
0.618 |
10,392.19 |
0.500 |
10,380.82 |
0.382 |
10,369.44 |
LOW |
10,332.60 |
0.618 |
10,273.01 |
1.000 |
10,236.17 |
1.618 |
10,176.58 |
2.618 |
10,080.15 |
4.250 |
9,922.77 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,399.91 |
10,375.51 |
PP |
10,390.36 |
10,341.57 |
S1 |
10,380.82 |
10,307.62 |
|