Trading Metrics calculated at close of trading on 07-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,104.00 |
1,064.00 |
-40.00 |
-3.6% |
1,088.50 |
High |
1,107.75 |
1,070.75 |
-37.00 |
-3.3% |
1,107.75 |
Low |
1,059.25 |
1,047.00 |
-12.25 |
-1.2% |
1,059.25 |
Close |
1,066.00 |
1,048.00 |
-18.00 |
-1.7% |
1,066.00 |
Range |
48.50 |
23.75 |
-24.75 |
-51.0% |
48.50 |
ATR |
30.68 |
30.18 |
-0.49 |
-1.6% |
0.00 |
Volume |
2,033,253 |
3,211,493 |
1,178,240 |
57.9% |
9,210,793 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,126.50 |
1,111.00 |
1,061.00 |
|
R3 |
1,102.75 |
1,087.25 |
1,054.50 |
|
R2 |
1,079.00 |
1,079.00 |
1,052.25 |
|
R1 |
1,063.50 |
1,063.50 |
1,050.25 |
1,059.50 |
PP |
1,055.25 |
1,055.25 |
1,055.25 |
1,053.25 |
S1 |
1,039.75 |
1,039.75 |
1,045.75 |
1,035.50 |
S2 |
1,031.50 |
1,031.50 |
1,043.75 |
|
S3 |
1,007.75 |
1,016.00 |
1,041.50 |
|
S4 |
984.00 |
992.25 |
1,035.00 |
|
|
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 |
1,047.00 |
60.75 |
5.8% |
29.00 |
2.8% |
2% |
False |
True |
2,484,457 |
10 |
1,107.75 |
1,036.75 |
71.00 |
6.8% |
30.25 |
2.9% |
16% |
False |
False |
2,765,515 |
20 |
1,174.75 |
1,036.75 |
138.00 |
13.2% |
31.50 |
3.0% |
8% |
False |
False |
3,006,805 |
40 |
1,216.75 |
1,036.75 |
180.00 |
17.2% |
27.75 |
2.6% |
6% |
False |
False |
2,729,571 |
60 |
1,216.75 |
1,036.75 |
180.00 |
17.2% |
22.25 |
2.1% |
6% |
False |
False |
2,405,796 |
80 |
1,216.75 |
1,036.75 |
180.00 |
17.2% |
20.00 |
1.9% |
6% |
False |
False |
1,813,491 |
100 |
1,216.75 |
1,036.25 |
180.50 |
17.2% |
20.00 |
1.9% |
7% |
False |
False |
1,451,249 |
120 |
1,216.75 |
1,036.25 |
180.50 |
17.2% |
18.50 |
1.8% |
7% |
False |
False |
1,209,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.75 |
2.618 |
1,133.00 |
1.618 |
1,109.25 |
1.000 |
1,094.50 |
0.618 |
1,085.50 |
HIGH |
1,070.75 |
0.618 |
1,061.75 |
0.500 |
1,059.00 |
0.382 |
1,056.00 |
LOW |
1,047.00 |
0.618 |
1,032.25 |
1.000 |
1,023.25 |
1.618 |
1,008.50 |
2.618 |
984.75 |
4.250 |
946.00 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,059.00 |
1,077.50 |
PP |
1,055.25 |
1,067.50 |
S1 |
1,051.50 |
1,057.75 |
|