Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,404.24 |
10,409.98 |
5.74 |
0.1% |
9,931.75 |
High |
10,429.03 |
10,441.20 |
12.17 |
0.1% |
10,215.98 |
Low |
10,332.60 |
10,319.22 |
-13.38 |
-0.1% |
9,757.55 |
Close |
10,409.46 |
10,434.17 |
24.71 |
0.2% |
10,211.07 |
Range |
96.43 |
121.98 |
25.55 |
26.5% |
458.43 |
ATR |
206.60 |
200.56 |
-6.04 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,764.14 |
10,721.13 |
10,501.26 |
|
R3 |
10,642.16 |
10,599.15 |
10,467.71 |
|
R2 |
10,520.18 |
10,520.18 |
10,456.53 |
|
R1 |
10,477.17 |
10,477.17 |
10,445.35 |
10,498.68 |
PP |
10,398.20 |
10,398.20 |
10,398.20 |
10,408.95 |
S1 |
10,355.19 |
10,355.19 |
10,422.99 |
10,376.70 |
S2 |
10,276.22 |
10,276.22 |
10,411.81 |
|
S3 |
10,154.24 |
10,233.21 |
10,400.63 |
|
S4 |
10,032.26 |
10,111.23 |
10,367.08 |
|
|
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 |
10,441.20 |
10,082.71 |
358.49 |
3.4% |
142.01 |
1.4% |
98% |
True |
False |
|
10 |
10,441.20 |
9,757.55 |
683.65 |
6.6% |
191.96 |
1.8% |
99% |
True |
False |
|
20 |
10,441.20 |
9,757.55 |
683.65 |
6.6% |
212.96 |
2.0% |
99% |
True |
False |
|
40 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
226.52 |
2.2% |
45% |
False |
False |
|
60 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
180.14 |
1.7% |
45% |
False |
False |
|
80 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
157.55 |
1.5% |
45% |
False |
False |
|
100 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
155.65 |
1.5% |
45% |
False |
False |
|
120 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
147.65 |
1.4% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,959.62 |
2.618 |
10,760.54 |
1.618 |
10,638.56 |
1.000 |
10,563.18 |
0.618 |
10,516.58 |
HIGH |
10,441.20 |
0.618 |
10,394.60 |
0.500 |
10,380.21 |
0.382 |
10,365.82 |
LOW |
10,319.22 |
0.618 |
10,243.84 |
1.000 |
10,197.24 |
1.618 |
10,121.86 |
2.618 |
9,999.88 |
4.250 |
9,800.81 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,416.18 |
10,395.05 |
PP |
10,398.20 |
10,355.92 |
S1 |
10,380.21 |
10,316.80 |
|