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 |
1,791.75 |
1,780.50 |
-11.25 |
-0.6% |
1,852.00 |
High |
1,823.50 |
1,831.75 |
8.25 |
0.5% |
1,904.50 |
Low |
1,773.75 |
1,775.25 |
1.50 |
0.1% |
1,824.25 |
Close |
1,782.25 |
1,822.50 |
40.25 |
2.3% |
1,834.25 |
Range |
49.75 |
56.50 |
6.75 |
13.6% |
80.25 |
ATR |
54.97 |
55.08 |
0.11 |
0.2% |
0.00 |
Volume |
409,445 |
361,910 |
-47,535 |
-11.6% |
1,276,553 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.25 |
1,957.50 |
1,853.50 |
|
R3 |
1,922.75 |
1,901.00 |
1,838.00 |
|
R2 |
1,866.25 |
1,866.25 |
1,832.75 |
|
R1 |
1,844.50 |
1,844.50 |
1,827.75 |
1,855.50 |
PP |
1,809.75 |
1,809.75 |
1,809.75 |
1,815.25 |
S1 |
1,788.00 |
1,788.00 |
1,817.25 |
1,799.00 |
S2 |
1,753.25 |
1,753.25 |
1,812.25 |
|
S3 |
1,696.75 |
1,731.50 |
1,807.00 |
|
S4 |
1,640.25 |
1,675.00 |
1,791.50 |
|
|
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 |
7.4% |
57.25 |
3.1% |
39% |
False |
False |
363,355 |
10 |
1,904.50 |
1,770.00 |
134.50 |
7.4% |
54.00 |
3.0% |
39% |
False |
False |
352,616 |
20 |
1,981.50 |
1,754.25 |
227.25 |
12.5% |
56.00 |
3.1% |
30% |
False |
False |
383,390 |
40 |
2,058.75 |
1,730.25 |
328.50 |
18.0% |
54.25 |
3.0% |
28% |
False |
False |
382,107 |
60 |
2,058.75 |
1,730.25 |
328.50 |
18.0% |
43.25 |
2.4% |
28% |
False |
False |
331,229 |
80 |
2,058.75 |
1,730.25 |
328.50 |
18.0% |
38.00 |
2.1% |
28% |
False |
False |
257,670 |
100 |
2,058.75 |
1,708.50 |
350.25 |
19.2% |
37.75 |
2.1% |
33% |
False |
False |
206,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,072.00 |
2.618 |
1,979.75 |
1.618 |
1,923.25 |
1.000 |
1,888.25 |
0.618 |
1,866.75 |
HIGH |
1,831.75 |
0.618 |
1,810.25 |
0.500 |
1,803.50 |
0.382 |
1,796.75 |
LOW |
1,775.25 |
0.618 |
1,740.25 |
1.000 |
1,718.75 |
1.618 |
1,683.75 |
2.618 |
1,627.25 |
4.250 |
1,535.00 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1,816.25 |
1,815.25 |
PP |
1,809.75 |
1,808.00 |
S1 |
1,803.50 |
1,801.00 |
|