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 |
6,070.0 |
6,055.5 |
-14.5 |
-0.2% |
5,967.5 |
High |
6,104.5 |
6,115.5 |
11.0 |
0.2% |
6,115.5 |
Low |
6,028.5 |
5,865.0 |
-163.5 |
-2.7% |
5,865.0 |
Close |
6,049.5 |
5,930.5 |
-119.0 |
-2.0% |
5,930.5 |
Range |
76.0 |
250.5 |
174.5 |
229.6% |
250.5 |
ATR |
157.8 |
164.4 |
6.6 |
4.2% |
0.0 |
Volume |
125,652 |
183,352 |
57,700 |
45.9% |
475,548 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,721.8 |
6,576.7 |
6,068.3 |
|
R3 |
6,471.3 |
6,326.2 |
5,999.4 |
|
R2 |
6,220.8 |
6,220.8 |
5,976.4 |
|
R1 |
6,075.7 |
6,075.7 |
5,953.5 |
6,023.0 |
PP |
5,970.3 |
5,970.3 |
5,970.3 |
5,944.0 |
S1 |
5,825.2 |
5,825.2 |
5,907.5 |
5,772.5 |
S2 |
5,719.8 |
5,719.8 |
5,884.6 |
|
S3 |
5,469.3 |
5,574.7 |
5,861.6 |
|
S4 |
5,218.8 |
5,324.2 |
5,792.7 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,721.8 |
6,576.7 |
6,068.3 |
|
R3 |
6,471.3 |
6,326.2 |
5,999.4 |
|
R2 |
6,220.8 |
6,220.8 |
5,976.4 |
|
R1 |
6,075.7 |
6,075.7 |
5,953.5 |
6,023.0 |
PP |
5,970.3 |
5,970.3 |
5,970.3 |
5,944.0 |
S1 |
5,825.2 |
5,825.2 |
5,907.5 |
5,772.5 |
S2 |
5,719.8 |
5,719.8 |
5,884.6 |
|
S3 |
5,469.3 |
5,574.7 |
5,861.6 |
|
S4 |
5,218.8 |
5,324.2 |
5,792.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,115.5 |
5,865.0 |
250.5 |
4.2% |
130.9 |
2.2% |
26% |
True |
True |
123,893 |
10 |
6,115.5 |
5,608.0 |
507.5 |
8.6% |
147.6 |
2.5% |
64% |
True |
False |
170,877 |
20 |
6,280.0 |
5,608.0 |
672.0 |
11.3% |
165.0 |
2.8% |
48% |
False |
False |
214,333 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.3% |
144.0 |
2.4% |
47% |
False |
False |
201,887 |
60 |
6,347.0 |
5,557.0 |
790.0 |
13.3% |
117.8 |
2.0% |
47% |
False |
False |
167,182 |
80 |
6,347.0 |
5,469.0 |
878.0 |
14.8% |
109.1 |
1.8% |
53% |
False |
False |
125,675 |
100 |
6,347.0 |
5,400.0 |
947.0 |
16.0% |
110.8 |
1.9% |
56% |
False |
False |
100,641 |
120 |
6,347.0 |
5,400.0 |
947.0 |
16.0% |
102.9 |
1.7% |
56% |
False |
False |
84,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,180.1 |
2.618 |
6,771.3 |
1.618 |
6,520.8 |
1.000 |
6,366.0 |
0.618 |
6,270.3 |
HIGH |
6,115.5 |
0.618 |
6,019.8 |
0.500 |
5,990.3 |
0.382 |
5,960.7 |
LOW |
5,865.0 |
0.618 |
5,710.2 |
1.000 |
5,614.5 |
1.618 |
5,459.7 |
2.618 |
5,209.2 |
4.250 |
4,800.4 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,990.3 |
5,990.3 |
PP |
5,970.3 |
5,970.3 |
S1 |
5,950.4 |
5,950.4 |
|