Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,048.25 |
1,059.00 |
10.75 |
1.0% |
1,088.50 |
High |
1,063.25 |
1,077.75 |
14.50 |
1.4% |
1,107.75 |
Low |
1,041.25 |
1,051.25 |
10.00 |
1.0% |
1,059.25 |
Close |
1,059.25 |
1,055.50 |
-3.75 |
-0.4% |
1,066.00 |
Range |
22.00 |
26.50 |
4.50 |
20.5% |
48.50 |
ATR |
29.60 |
29.38 |
-0.22 |
-0.7% |
0.00 |
Volume |
2,390,986 |
3,401,030 |
1,010,044 |
42.2% |
9,210,793 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,141.00 |
1,124.75 |
1,070.00 |
|
R3 |
1,114.50 |
1,098.25 |
1,062.75 |
|
R2 |
1,088.00 |
1,088.00 |
1,060.25 |
|
R1 |
1,071.75 |
1,071.75 |
1,058.00 |
1,066.50 |
PP |
1,061.50 |
1,061.50 |
1,061.50 |
1,059.00 |
S1 |
1,045.25 |
1,045.25 |
1,053.00 |
1,040.00 |
S2 |
1,035.00 |
1,035.00 |
1,050.75 |
|
S3 |
1,008.50 |
1,018.75 |
1,048.25 |
|
S4 |
982.00 |
992.25 |
1,041.00 |
|
|
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 |
1,041.25 |
66.50 |
6.3% |
27.00 |
2.6% |
21% |
False |
False |
2,650,325 |
10 |
1,107.75 |
1,041.25 |
66.50 |
6.3% |
29.50 |
2.8% |
21% |
False |
False |
2,719,082 |
20 |
1,174.75 |
1,036.75 |
138.00 |
13.1% |
30.50 |
2.9% |
14% |
False |
False |
2,863,698 |
40 |
1,216.75 |
1,036.75 |
180.00 |
17.1% |
28.50 |
2.7% |
10% |
False |
False |
2,806,765 |
60 |
1,216.75 |
1,036.75 |
180.00 |
17.1% |
22.75 |
2.1% |
10% |
False |
False |
2,446,764 |
80 |
1,216.75 |
1,036.75 |
180.00 |
17.1% |
20.00 |
1.9% |
10% |
False |
False |
1,885,811 |
100 |
1,216.75 |
1,036.25 |
180.50 |
17.1% |
20.25 |
1.9% |
11% |
False |
False |
1,509,152 |
120 |
1,216.75 |
1,036.25 |
180.50 |
17.1% |
18.75 |
1.8% |
11% |
False |
False |
1,257,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,190.50 |
2.618 |
1,147.25 |
1.618 |
1,120.75 |
1.000 |
1,104.25 |
0.618 |
1,094.25 |
HIGH |
1,077.75 |
0.618 |
1,067.75 |
0.500 |
1,064.50 |
0.382 |
1,061.25 |
LOW |
1,051.25 |
0.618 |
1,034.75 |
1.000 |
1,024.75 |
1.618 |
1,008.25 |
2.618 |
981.75 |
4.250 |
938.50 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,064.50 |
1,059.50 |
PP |
1,061.50 |
1,058.25 |
S1 |
1,058.50 |
1,056.75 |
|