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 |
1,877.00 |
1,897.50 |
20.50 |
1.1% |
1,852.00 |
High |
1,899.25 |
1,904.50 |
5.25 |
0.3% |
1,904.50 |
Low |
1,871.00 |
1,824.25 |
-46.75 |
-2.5% |
1,824.25 |
Close |
1,897.75 |
1,834.25 |
-63.50 |
-3.3% |
1,834.25 |
Range |
28.25 |
80.25 |
52.00 |
184.1% |
80.25 |
ATR |
54.43 |
56.28 |
1.84 |
3.4% |
0.00 |
Volume |
307,154 |
285,099 |
-22,055 |
-7.2% |
1,276,553 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,095.00 |
2,045.00 |
1,878.50 |
|
R3 |
2,014.75 |
1,964.75 |
1,856.25 |
|
R2 |
1,934.50 |
1,934.50 |
1,849.00 |
|
R1 |
1,884.50 |
1,884.50 |
1,841.50 |
1,869.50 |
PP |
1,854.25 |
1,854.25 |
1,854.25 |
1,846.75 |
S1 |
1,804.25 |
1,804.25 |
1,827.00 |
1,789.00 |
S2 |
1,774.00 |
1,774.00 |
1,819.50 |
|
S3 |
1,693.75 |
1,724.00 |
1,812.25 |
|
S4 |
1,613.50 |
1,643.75 |
1,790.00 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,095.00 |
2,045.00 |
1,878.50 |
|
R3 |
2,014.75 |
1,964.75 |
1,856.25 |
|
R2 |
1,934.50 |
1,934.50 |
1,849.00 |
|
R1 |
1,884.50 |
1,884.50 |
1,841.50 |
1,869.50 |
PP |
1,854.25 |
1,854.25 |
1,854.25 |
1,846.75 |
S1 |
1,804.25 |
1,804.25 |
1,827.00 |
1,789.00 |
S2 |
1,774.00 |
1,774.00 |
1,819.50 |
|
S3 |
1,693.75 |
1,724.00 |
1,812.25 |
|
S4 |
1,613.50 |
1,643.75 |
1,790.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,904.50 |
1,824.25 |
80.25 |
4.4% |
50.25 |
2.7% |
12% |
True |
True |
320,684 |
10 |
1,904.50 |
1,754.25 |
150.25 |
8.2% |
57.25 |
3.1% |
53% |
True |
False |
382,925 |
20 |
1,981.50 |
1,754.25 |
227.25 |
12.4% |
59.75 |
3.3% |
35% |
False |
False |
422,308 |
40 |
2,058.75 |
1,730.25 |
328.50 |
17.9% |
51.00 |
2.8% |
32% |
False |
False |
364,659 |
60 |
2,058.75 |
1,730.25 |
328.50 |
17.9% |
41.00 |
2.2% |
32% |
False |
False |
317,584 |
80 |
2,058.75 |
1,730.25 |
328.50 |
17.9% |
37.00 |
2.0% |
32% |
False |
False |
238,541 |
100 |
2,058.75 |
1,708.50 |
350.25 |
19.1% |
37.00 |
2.0% |
36% |
False |
False |
190,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,245.50 |
2.618 |
2,114.50 |
1.618 |
2,034.25 |
1.000 |
1,984.75 |
0.618 |
1,954.00 |
HIGH |
1,904.50 |
0.618 |
1,873.75 |
0.500 |
1,864.50 |
0.382 |
1,855.00 |
LOW |
1,824.25 |
0.618 |
1,774.75 |
1.000 |
1,744.00 |
1.618 |
1,694.50 |
2.618 |
1,614.25 |
4.250 |
1,483.25 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,864.50 |
1,864.50 |
PP |
1,854.25 |
1,854.25 |
S1 |
1,844.25 |
1,844.25 |
|