Trading Metrics calculated at close of trading on 21-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,435.00 |
10,452.46 |
17.46 |
0.2% |
10,211.83 |
High |
10,483.44 |
10,594.16 |
110.72 |
1.1% |
10,483.44 |
Low |
10,424.49 |
10,395.55 |
-28.94 |
-0.3% |
10,186.21 |
Close |
10,450.64 |
10,442.41 |
-8.23 |
-0.1% |
10,450.64 |
Range |
58.95 |
198.61 |
139.66 |
236.9% |
297.23 |
ATR |
190.44 |
191.03 |
0.58 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,073.20 |
10,956.42 |
10,551.65 |
|
R3 |
10,874.59 |
10,757.81 |
10,497.03 |
|
R2 |
10,675.98 |
10,675.98 |
10,478.82 |
|
R1 |
10,559.20 |
10,559.20 |
10,460.62 |
10,518.29 |
PP |
10,477.37 |
10,477.37 |
10,477.37 |
10,456.92 |
S1 |
10,360.59 |
10,360.59 |
10,424.20 |
10,319.68 |
S2 |
10,278.76 |
10,278.76 |
10,406.00 |
|
S3 |
10,080.15 |
10,161.98 |
10,387.79 |
|
S4 |
9,881.54 |
9,963.37 |
10,333.17 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,265.12 |
11,155.11 |
10,614.12 |
|
R3 |
10,967.89 |
10,857.88 |
10,532.38 |
|
R2 |
10,670.66 |
10,670.66 |
10,505.13 |
|
R1 |
10,560.65 |
10,560.65 |
10,477.89 |
10,615.66 |
PP |
10,373.43 |
10,373.43 |
10,373.43 |
10,400.93 |
S1 |
10,263.42 |
10,263.42 |
10,423.39 |
10,318.43 |
S2 |
10,076.20 |
10,076.20 |
10,396.15 |
|
S3 |
9,778.97 |
9,966.19 |
10,368.90 |
|
S4 |
9,481.74 |
9,668.96 |
10,287.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,594.16 |
10,192.40 |
401.76 |
3.8% |
138.38 |
1.3% |
62% |
True |
False |
|
10 |
10,594.16 |
9,757.55 |
836.61 |
8.0% |
164.53 |
1.6% |
82% |
True |
False |
|
20 |
10,594.16 |
9,757.55 |
836.61 |
8.0% |
193.11 |
1.8% |
82% |
True |
False |
|
40 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
227.12 |
2.2% |
46% |
False |
False |
|
60 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
181.37 |
1.7% |
46% |
False |
False |
|
80 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
157.13 |
1.5% |
46% |
False |
False |
|
100 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
155.43 |
1.5% |
46% |
False |
False |
|
120 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
148.92 |
1.4% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,438.25 |
2.618 |
11,114.12 |
1.618 |
10,915.51 |
1.000 |
10,792.77 |
0.618 |
10,716.90 |
HIGH |
10,594.16 |
0.618 |
10,518.29 |
0.500 |
10,494.86 |
0.382 |
10,471.42 |
LOW |
10,395.55 |
0.618 |
10,272.81 |
1.000 |
10,196.94 |
1.618 |
10,074.20 |
2.618 |
9,875.59 |
4.250 |
9,551.46 |
|
|
Fisher Pivots for day following 21-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,494.86 |
10,456.69 |
PP |
10,477.37 |
10,451.93 |
S1 |
10,459.89 |
10,447.17 |
|