Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,059.00 |
1,055.00 |
-4.00 |
-0.4% |
1,088.50 |
High |
1,077.75 |
1,087.75 |
10.00 |
0.9% |
1,107.75 |
Low |
1,051.25 |
1,052.25 |
1.00 |
0.1% |
1,059.25 |
Close |
1,055.50 |
1,083.75 |
28.25 |
2.7% |
1,066.00 |
Range |
26.50 |
35.50 |
9.00 |
34.0% |
48.50 |
ATR |
29.38 |
29.81 |
0.44 |
1.5% |
0.00 |
Volume |
3,401,030 |
2,970,468 |
-430,562 |
-12.7% |
9,210,793 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.00 |
1,168.00 |
1,103.25 |
|
R3 |
1,145.50 |
1,132.50 |
1,093.50 |
|
R2 |
1,110.00 |
1,110.00 |
1,090.25 |
|
R1 |
1,097.00 |
1,097.00 |
1,087.00 |
1,103.50 |
PP |
1,074.50 |
1,074.50 |
1,074.50 |
1,078.00 |
S1 |
1,061.50 |
1,061.50 |
1,080.50 |
1,068.00 |
S2 |
1,039.00 |
1,039.00 |
1,077.25 |
|
S3 |
1,003.50 |
1,026.00 |
1,074.00 |
|
S4 |
968.00 |
990.50 |
1,064.25 |
|
|
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 |
1,041.25 |
66.50 |
6.1% |
31.25 |
2.9% |
64% |
False |
False |
2,801,446 |
10 |
1,107.75 |
1,041.25 |
66.50 |
6.1% |
30.00 |
2.8% |
64% |
False |
False |
2,672,737 |
20 |
1,174.75 |
1,036.75 |
138.00 |
12.7% |
30.75 |
2.8% |
34% |
False |
False |
2,879,040 |
40 |
1,216.75 |
1,036.75 |
180.00 |
16.6% |
29.00 |
2.7% |
26% |
False |
False |
2,842,179 |
60 |
1,216.75 |
1,036.75 |
180.00 |
16.6% |
23.00 |
2.1% |
26% |
False |
False |
2,468,040 |
80 |
1,216.75 |
1,036.75 |
180.00 |
16.6% |
20.25 |
1.9% |
26% |
False |
False |
1,922,907 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.7% |
20.50 |
1.9% |
26% |
False |
False |
1,538,854 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.7% |
19.00 |
1.7% |
26% |
False |
False |
1,282,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,238.50 |
2.618 |
1,180.75 |
1.618 |
1,145.25 |
1.000 |
1,123.25 |
0.618 |
1,109.75 |
HIGH |
1,087.75 |
0.618 |
1,074.25 |
0.500 |
1,070.00 |
0.382 |
1,065.75 |
LOW |
1,052.25 |
0.618 |
1,030.25 |
1.000 |
1,016.75 |
1.618 |
994.75 |
2.618 |
959.25 |
4.250 |
901.50 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,079.25 |
1,077.25 |
PP |
1,074.50 |
1,071.00 |
S1 |
1,070.00 |
1,064.50 |
|