Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5,898.5 |
5,889.0 |
-9.5 |
-0.2% |
5,967.5 |
High |
5,932.0 |
5,995.0 |
63.0 |
1.1% |
6,115.5 |
Low |
5,798.5 |
5,833.0 |
34.5 |
0.6% |
5,865.0 |
Close |
5,855.0 |
5,992.0 |
137.0 |
2.3% |
5,930.5 |
Range |
133.5 |
162.0 |
28.5 |
21.3% |
250.5 |
ATR |
159.6 |
159.8 |
0.2 |
0.1% |
0.0 |
Volume |
200,638 |
195,705 |
-4,933 |
-2.5% |
475,548 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,426.0 |
6,371.0 |
6,081.1 |
|
R3 |
6,264.0 |
6,209.0 |
6,036.6 |
|
R2 |
6,102.0 |
6,102.0 |
6,021.7 |
|
R1 |
6,047.0 |
6,047.0 |
6,006.9 |
6,074.5 |
PP |
5,940.0 |
5,940.0 |
5,940.0 |
5,953.8 |
S1 |
5,885.0 |
5,885.0 |
5,977.2 |
5,912.5 |
S2 |
5,778.0 |
5,778.0 |
5,962.3 |
|
S3 |
5,616.0 |
5,723.0 |
5,947.5 |
|
S4 |
5,454.0 |
5,561.0 |
5,902.9 |
|
|
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 |
5.3% |
149.4 |
2.5% |
61% |
False |
False |
173,158 |
10 |
6,115.5 |
5,695.5 |
420.0 |
7.0% |
143.2 |
2.4% |
71% |
False |
False |
157,851 |
20 |
6,280.0 |
5,608.0 |
672.0 |
11.2% |
155.9 |
2.6% |
57% |
False |
False |
197,532 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.2% |
150.0 |
2.5% |
55% |
False |
False |
207,005 |
60 |
6,347.0 |
5,557.0 |
790.0 |
13.2% |
121.8 |
2.0% |
55% |
False |
False |
175,972 |
80 |
6,347.0 |
5,514.0 |
833.0 |
13.9% |
110.6 |
1.8% |
57% |
False |
False |
132,626 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.8% |
112.1 |
1.9% |
63% |
False |
False |
106,190 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.8% |
104.6 |
1.7% |
63% |
False |
False |
88,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,683.5 |
2.618 |
6,419.1 |
1.618 |
6,257.1 |
1.000 |
6,157.0 |
0.618 |
6,095.1 |
HIGH |
5,995.0 |
0.618 |
5,933.1 |
0.500 |
5,914.0 |
0.382 |
5,894.9 |
LOW |
5,833.0 |
0.618 |
5,732.9 |
1.000 |
5,671.0 |
1.618 |
5,570.9 |
2.618 |
5,408.9 |
4.250 |
5,144.5 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5,966.0 |
5,960.3 |
PP |
5,940.0 |
5,928.5 |
S1 |
5,914.0 |
5,896.8 |
|