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 |
5,889.0 |
5,951.0 |
62.0 |
1.1% |
5,967.5 |
High |
5,995.0 |
6,090.0 |
95.0 |
1.6% |
6,115.5 |
Low |
5,833.0 |
5,924.0 |
91.0 |
1.6% |
5,865.0 |
Close |
5,992.0 |
6,054.5 |
62.5 |
1.0% |
5,930.5 |
Range |
162.0 |
166.0 |
4.0 |
2.5% |
250.5 |
ATR |
159.8 |
160.2 |
0.4 |
0.3% |
0.0 |
Volume |
195,705 |
179,252 |
-16,453 |
-8.4% |
475,548 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,520.8 |
6,453.7 |
6,145.8 |
|
R3 |
6,354.8 |
6,287.7 |
6,100.2 |
|
R2 |
6,188.8 |
6,188.8 |
6,084.9 |
|
R1 |
6,121.7 |
6,121.7 |
6,069.7 |
6,155.3 |
PP |
6,022.8 |
6,022.8 |
6,022.8 |
6,039.6 |
S1 |
5,955.7 |
5,955.7 |
6,039.3 |
5,989.3 |
S2 |
5,856.8 |
5,856.8 |
6,024.1 |
|
S3 |
5,690.8 |
5,789.7 |
6,008.9 |
|
S4 |
5,524.8 |
5,623.7 |
5,963.2 |
|
|
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 |
5.2% |
167.4 |
2.8% |
81% |
False |
False |
183,878 |
10 |
6,115.5 |
5,752.0 |
363.5 |
6.0% |
146.3 |
2.4% |
83% |
False |
False |
156,718 |
20 |
6,280.0 |
5,608.0 |
672.0 |
11.1% |
153.2 |
2.5% |
66% |
False |
False |
194,278 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.0% |
152.7 |
2.5% |
63% |
False |
False |
208,299 |
60 |
6,347.0 |
5,557.0 |
790.0 |
13.0% |
123.7 |
2.0% |
63% |
False |
False |
178,568 |
80 |
6,347.0 |
5,514.0 |
833.0 |
13.8% |
112.2 |
1.9% |
65% |
False |
False |
134,859 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.6% |
113.5 |
1.9% |
69% |
False |
False |
107,982 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.6% |
105.5 |
1.7% |
69% |
False |
False |
90,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,795.5 |
2.618 |
6,524.6 |
1.618 |
6,358.6 |
1.000 |
6,256.0 |
0.618 |
6,192.6 |
HIGH |
6,090.0 |
0.618 |
6,026.6 |
0.500 |
6,007.0 |
0.382 |
5,987.4 |
LOW |
5,924.0 |
0.618 |
5,821.4 |
1.000 |
5,758.0 |
1.618 |
5,655.4 |
2.618 |
5,489.4 |
4.250 |
5,218.5 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
6,038.7 |
6,017.8 |
PP |
6,022.8 |
5,981.0 |
S1 |
6,007.0 |
5,944.3 |
|