Trading Metrics calculated at close of trading on 08-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1,831.75 |
1,795.00 |
-36.75 |
-2.0% |
1,852.00 |
High |
1,845.50 |
1,817.75 |
-27.75 |
-1.5% |
1,904.50 |
Low |
1,793.75 |
1,770.00 |
-23.75 |
-1.3% |
1,824.25 |
Close |
1,795.75 |
1,791.50 |
-4.25 |
-0.2% |
1,834.25 |
Range |
51.75 |
47.75 |
-4.00 |
-7.7% |
80.25 |
ATR |
55.95 |
55.37 |
-0.59 |
-1.0% |
0.00 |
Volume |
426,018 |
334,305 |
-91,713 |
-21.5% |
1,276,553 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,936.25 |
1,911.75 |
1,817.75 |
|
R3 |
1,888.50 |
1,864.00 |
1,804.75 |
|
R2 |
1,840.75 |
1,840.75 |
1,800.25 |
|
R1 |
1,816.25 |
1,816.25 |
1,796.00 |
1,804.50 |
PP |
1,793.00 |
1,793.00 |
1,793.00 |
1,787.25 |
S1 |
1,768.50 |
1,768.50 |
1,787.00 |
1,757.00 |
S2 |
1,745.25 |
1,745.25 |
1,782.75 |
|
S3 |
1,697.50 |
1,720.75 |
1,778.25 |
|
S4 |
1,649.75 |
1,673.00 |
1,765.25 |
|
|
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 |
1,770.00 |
134.50 |
7.5% |
51.75 |
2.9% |
16% |
False |
True |
344,226 |
10 |
1,904.50 |
1,754.25 |
150.25 |
8.4% |
56.00 |
3.1% |
25% |
False |
False |
349,957 |
20 |
1,981.50 |
1,754.25 |
227.25 |
12.7% |
56.00 |
3.1% |
16% |
False |
False |
387,976 |
40 |
2,058.75 |
1,730.25 |
328.50 |
18.3% |
52.75 |
2.9% |
19% |
False |
False |
373,115 |
60 |
2,058.75 |
1,730.25 |
328.50 |
18.3% |
42.25 |
2.4% |
19% |
False |
False |
326,206 |
80 |
2,058.75 |
1,730.25 |
328.50 |
18.3% |
37.25 |
2.1% |
19% |
False |
False |
248,036 |
100 |
2,058.75 |
1,708.50 |
350.25 |
19.6% |
37.25 |
2.1% |
24% |
False |
False |
198,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,020.75 |
2.618 |
1,942.75 |
1.618 |
1,895.00 |
1.000 |
1,865.50 |
0.618 |
1,847.25 |
HIGH |
1,817.75 |
0.618 |
1,799.50 |
0.500 |
1,794.00 |
0.382 |
1,788.25 |
LOW |
1,770.00 |
0.618 |
1,740.50 |
1.000 |
1,722.25 |
1.618 |
1,692.75 |
2.618 |
1,645.00 |
4.250 |
1,567.00 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,794.00 |
1,837.25 |
PP |
1,793.00 |
1,822.00 |
S1 |
1,792.25 |
1,806.75 |
|