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 |
5,861.5 |
5,898.5 |
37.0 |
0.6% |
5,967.5 |
High |
5,956.0 |
5,932.0 |
-24.0 |
-0.4% |
6,115.5 |
Low |
5,831.0 |
5,798.5 |
-32.5 |
-0.6% |
5,865.0 |
Close |
5,890.5 |
5,855.0 |
-35.5 |
-0.6% |
5,930.5 |
Range |
125.0 |
133.5 |
8.5 |
6.8% |
250.5 |
ATR |
161.6 |
159.6 |
-2.0 |
-1.2% |
0.0 |
Volume |
160,446 |
200,638 |
40,192 |
25.1% |
475,548 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,262.3 |
6,192.2 |
5,928.4 |
|
R3 |
6,128.8 |
6,058.7 |
5,891.7 |
|
R2 |
5,995.3 |
5,995.3 |
5,879.5 |
|
R1 |
5,925.2 |
5,925.2 |
5,867.2 |
5,893.5 |
PP |
5,861.8 |
5,861.8 |
5,861.8 |
5,846.0 |
S1 |
5,791.7 |
5,791.7 |
5,842.8 |
5,760.0 |
S2 |
5,728.3 |
5,728.3 |
5,830.5 |
|
S3 |
5,594.8 |
5,658.2 |
5,818.3 |
|
S4 |
5,461.3 |
5,524.7 |
5,781.6 |
|
|
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 |
5,798.5 |
317.0 |
5.4% |
151.4 |
2.6% |
18% |
False |
True |
167,326 |
10 |
6,115.5 |
5,608.0 |
507.5 |
8.7% |
141.1 |
2.4% |
49% |
False |
False |
161,537 |
20 |
6,280.0 |
5,608.0 |
672.0 |
11.5% |
157.0 |
2.7% |
37% |
False |
False |
197,900 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.5% |
147.4 |
2.5% |
38% |
False |
False |
205,225 |
60 |
6,347.0 |
5,557.0 |
790.0 |
13.5% |
120.0 |
2.0% |
38% |
False |
False |
172,904 |
80 |
6,347.0 |
5,470.0 |
877.0 |
15.0% |
109.8 |
1.9% |
44% |
False |
False |
130,183 |
100 |
6,347.0 |
5,400.0 |
947.0 |
16.2% |
112.1 |
1.9% |
48% |
False |
False |
104,239 |
120 |
6,347.0 |
5,400.0 |
947.0 |
16.2% |
103.7 |
1.8% |
48% |
False |
False |
87,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,499.4 |
2.618 |
6,281.5 |
1.618 |
6,148.0 |
1.000 |
6,065.5 |
0.618 |
6,014.5 |
HIGH |
5,932.0 |
0.618 |
5,881.0 |
0.500 |
5,865.3 |
0.382 |
5,849.5 |
LOW |
5,798.5 |
0.618 |
5,716.0 |
1.000 |
5,665.0 |
1.618 |
5,582.5 |
2.618 |
5,449.0 |
4.250 |
5,231.1 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,865.3 |
5,957.0 |
PP |
5,861.8 |
5,923.0 |
S1 |
5,858.4 |
5,889.0 |
|