Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,097.00 |
1,104.00 |
7.00 |
0.6% |
1,088.50 |
High |
1,105.25 |
1,107.75 |
2.50 |
0.2% |
1,107.75 |
Low |
1,090.75 |
1,059.25 |
-31.50 |
-2.9% |
1,059.25 |
Close |
1,103.50 |
1,066.00 |
-37.50 |
-3.4% |
1,066.00 |
Range |
14.50 |
48.50 |
34.00 |
234.5% |
48.50 |
ATR |
29.30 |
30.68 |
1.37 |
4.7% |
0.00 |
Volume |
2,214,865 |
2,033,253 |
-181,612 |
-8.2% |
9,210,793 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.25 |
1,193.00 |
1,092.75 |
|
R3 |
1,174.75 |
1,144.50 |
1,079.25 |
|
R2 |
1,126.25 |
1,126.25 |
1,075.00 |
|
R1 |
1,096.00 |
1,096.00 |
1,070.50 |
1,087.00 |
PP |
1,077.75 |
1,077.75 |
1,077.75 |
1,073.00 |
S1 |
1,047.50 |
1,047.50 |
1,061.50 |
1,038.50 |
S2 |
1,029.25 |
1,029.25 |
1,057.00 |
|
S3 |
980.75 |
999.00 |
1,052.75 |
|
S4 |
932.25 |
950.50 |
1,039.25 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.25 |
1,193.00 |
1,092.75 |
|
R3 |
1,174.75 |
1,144.50 |
1,079.25 |
|
R2 |
1,126.25 |
1,126.25 |
1,075.00 |
|
R1 |
1,096.00 |
1,096.00 |
1,070.50 |
1,087.00 |
PP |
1,077.75 |
1,077.75 |
1,077.75 |
1,073.00 |
S1 |
1,047.50 |
1,047.50 |
1,061.50 |
1,038.50 |
S2 |
1,029.25 |
1,029.25 |
1,057.00 |
|
S3 |
980.75 |
999.00 |
1,052.75 |
|
S4 |
932.25 |
950.50 |
1,039.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,107.75 |
1,059.25 |
48.50 |
4.5% |
29.00 |
2.7% |
14% |
True |
True |
2,364,833 |
10 |
1,107.75 |
1,036.75 |
71.00 |
6.7% |
31.50 |
3.0% |
41% |
True |
False |
2,882,253 |
20 |
1,174.75 |
1,036.75 |
138.00 |
12.9% |
32.50 |
3.0% |
21% |
False |
False |
3,130,012 |
40 |
1,216.75 |
1,036.75 |
180.00 |
16.9% |
27.25 |
2.6% |
16% |
False |
False |
2,697,049 |
60 |
1,216.75 |
1,036.75 |
180.00 |
16.9% |
22.00 |
2.1% |
16% |
False |
False |
2,358,232 |
80 |
1,216.75 |
1,036.75 |
180.00 |
16.9% |
20.00 |
1.9% |
16% |
False |
False |
1,773,456 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.9% |
20.00 |
1.9% |
16% |
False |
False |
1,419,138 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.9% |
18.25 |
1.7% |
16% |
False |
False |
1,182,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,314.00 |
2.618 |
1,234.75 |
1.618 |
1,186.25 |
1.000 |
1,156.25 |
0.618 |
1,137.75 |
HIGH |
1,107.75 |
0.618 |
1,089.25 |
0.500 |
1,083.50 |
0.382 |
1,077.75 |
LOW |
1,059.25 |
0.618 |
1,029.25 |
1.000 |
1,010.75 |
1.618 |
980.75 |
2.618 |
932.25 |
4.250 |
853.00 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,083.50 |
1,083.50 |
PP |
1,077.75 |
1,077.75 |
S1 |
1,071.75 |
1,071.75 |
|