Trading Metrics calculated at close of trading on 07-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
6,055.5 |
5,861.5 |
-194.0 |
-3.2% |
5,967.5 |
High |
6,115.5 |
5,956.0 |
-159.5 |
-2.6% |
6,115.5 |
Low |
5,865.0 |
5,831.0 |
-34.0 |
-0.6% |
5,865.0 |
Close |
5,930.5 |
5,890.5 |
-40.0 |
-0.7% |
5,930.5 |
Range |
250.5 |
125.0 |
-125.5 |
-50.1% |
250.5 |
ATR |
164.4 |
161.6 |
-2.8 |
-1.7% |
0.0 |
Volume |
183,352 |
160,446 |
-22,906 |
-12.5% |
475,548 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,267.5 |
6,204.0 |
5,959.3 |
|
R3 |
6,142.5 |
6,079.0 |
5,924.9 |
|
R2 |
6,017.5 |
6,017.5 |
5,913.4 |
|
R1 |
5,954.0 |
5,954.0 |
5,902.0 |
5,985.8 |
PP |
5,892.5 |
5,892.5 |
5,892.5 |
5,908.4 |
S1 |
5,829.0 |
5,829.0 |
5,879.0 |
5,860.8 |
S2 |
5,767.5 |
5,767.5 |
5,867.6 |
|
S3 |
5,642.5 |
5,704.0 |
5,856.1 |
|
S4 |
5,517.5 |
5,579.0 |
5,821.8 |
|
|
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 |
5,831.0 |
284.5 |
4.8% |
137.6 |
2.3% |
21% |
False |
True |
127,198 |
10 |
6,115.5 |
5,608.0 |
507.5 |
8.6% |
141.6 |
2.4% |
56% |
False |
False |
156,131 |
20 |
6,280.0 |
5,608.0 |
672.0 |
11.4% |
158.8 |
2.7% |
42% |
False |
False |
201,886 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.4% |
145.9 |
2.5% |
42% |
False |
False |
203,010 |
60 |
6,347.0 |
5,557.0 |
790.0 |
13.4% |
118.6 |
2.0% |
42% |
False |
False |
169,823 |
80 |
6,347.0 |
5,469.0 |
878.0 |
14.9% |
109.6 |
1.9% |
48% |
False |
False |
127,678 |
100 |
6,347.0 |
5,400.0 |
947.0 |
16.1% |
111.4 |
1.9% |
52% |
False |
False |
102,240 |
120 |
6,347.0 |
5,400.0 |
947.0 |
16.1% |
103.2 |
1.8% |
52% |
False |
False |
85,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,487.3 |
2.618 |
6,283.3 |
1.618 |
6,158.3 |
1.000 |
6,081.0 |
0.618 |
6,033.3 |
HIGH |
5,956.0 |
0.618 |
5,908.3 |
0.500 |
5,893.5 |
0.382 |
5,878.8 |
LOW |
5,831.0 |
0.618 |
5,753.8 |
1.000 |
5,706.0 |
1.618 |
5,628.8 |
2.618 |
5,503.8 |
4.250 |
5,299.8 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,893.5 |
5,973.3 |
PP |
5,892.5 |
5,945.7 |
S1 |
5,891.5 |
5,918.1 |
|